dceoy
4182 lines
373 KiB
HTML
4182 lines
373 KiB
HTML
<!DOCTYPE html>
|
|
<html lang="en" data-bs-theme="light">
|
|
<head>
|
|
<meta charset="utf-8">
|
|
<meta http-equiv="X-UA-Compatible" content="IE=edge">
|
|
<meta name="viewport" content="width=device-width, initial-scale=1.0">
|
|
|
|
<meta name="author" content="dceoy">
|
|
<link rel="canonical" href="https://github.com/dceoy/mt5cli/api/history/">
|
|
<link rel="shortcut icon" href="../../img/favicon.ico">
|
|
<title>History Collection (SQLite) - mt5cli API Documentation</title>
|
|
<link href="../../css/bootstrap.min.css" rel="stylesheet">
|
|
<link href="../../css/fontawesome.min.css" rel="stylesheet">
|
|
<link href="../../css/brands.min.css" rel="stylesheet">
|
|
<link href="../../css/solid.min.css" rel="stylesheet">
|
|
<link href="../../css/v4-font-face.min.css" rel="stylesheet">
|
|
<link href="../../css/base.css" rel="stylesheet">
|
|
<link id="hljs-light" rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/highlight.js/11.8.0/styles/github.min.css" >
|
|
<link id="hljs-dark" rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/highlight.js/11.8.0/styles/github-dark.min.css" disabled>
|
|
<link href="../../assets/_mkdocstrings.css" rel="stylesheet">
|
|
<script src="https://cdnjs.cloudflare.com/ajax/libs/highlight.js/11.8.0/highlight.min.js"></script>
|
|
<script>hljs.highlightAll();</script>
|
|
</head>
|
|
|
|
<body>
|
|
<div class="navbar fixed-top navbar-expand-lg navbar-dark bg-primary">
|
|
<div class="container">
|
|
<a class="navbar-brand" href="../..">mt5cli API Documentation</a>
|
|
<!-- Expander button -->
|
|
<button type="button" class="navbar-toggler" data-bs-toggle="collapse" data-bs-target="#navbar-collapse" aria-controls="navbar-collapse" aria-expanded="false" aria-label="Toggle navigation">
|
|
<span class="navbar-toggler-icon"></span>
|
|
</button>
|
|
|
|
<!-- Expanded navigation -->
|
|
<div id="navbar-collapse" class="navbar-collapse collapse">
|
|
<!-- Main navigation -->
|
|
<ul class="nav navbar-nav">
|
|
<li class="nav-item">
|
|
<a href="../.." class="nav-link">Home</a>
|
|
</li>
|
|
<li class="nav-item dropdown">
|
|
<a href="#" class="nav-link dropdown-toggle active" aria-current="page" role="button" data-bs-toggle="dropdown" aria-expanded="false">API Reference</a>
|
|
<ul class="dropdown-menu">
|
|
|
|
<li>
|
|
<a href="../" class="dropdown-item">Overview</a>
|
|
</li>
|
|
|
|
<li>
|
|
<a href="../cli/" class="dropdown-item">CLI</a>
|
|
</li>
|
|
|
|
<li>
|
|
<a href="../sdk/" class="dropdown-item">SDK</a>
|
|
</li>
|
|
|
|
<li>
|
|
<a href="./" class="dropdown-item active" aria-current="page">History Collection (SQLite)</a>
|
|
</li>
|
|
|
|
<li>
|
|
<a href="../utils/" class="dropdown-item">Utils</a>
|
|
</li>
|
|
</ul>
|
|
</li>
|
|
</ul>
|
|
|
|
<ul class="nav navbar-nav ms-md-auto">
|
|
<li class="nav-item">
|
|
<a href="#" class="nav-link" data-bs-toggle="modal" data-bs-target="#mkdocs_search_modal">
|
|
<i class="fa fa-search"></i> Search
|
|
</a>
|
|
</li>
|
|
<li class="nav-item">
|
|
<a rel="prev" href="../sdk/" class="nav-link">
|
|
<i class="fa fa-arrow-left"></i> Previous
|
|
</a>
|
|
</li>
|
|
<li class="nav-item">
|
|
<a rel="next" href="../utils/" class="nav-link">
|
|
Next <i class="fa fa-arrow-right"></i>
|
|
</a>
|
|
</li>
|
|
<li class="nav-item">
|
|
<a href="https://github.com/dceoy/mt5cli/edit/master/docs/api/history.md" class="nav-link">Edit on dceoy/mt5cli
|
|
</a>
|
|
</li>
|
|
</ul>
|
|
</div>
|
|
</div>
|
|
</div>
|
|
|
|
<div class="container">
|
|
<div class="row">
|
|
<div class="col-md-3"><div class="navbar-expand-md bs-sidebar hidden-print affix" role="complementary">
|
|
<div class="navbar-header">
|
|
<button type="button" class="navbar-toggler collapsed" data-bs-toggle="collapse" data-bs-target="#toc-collapse" title="Table of Contents">
|
|
<span class="fa fa-angle-down"></span>
|
|
</button>
|
|
</div>
|
|
|
|
|
|
<div id="toc-collapse" class="navbar-collapse collapse card bg-body-tertiary">
|
|
<ul class="nav flex-column">
|
|
|
|
<li class="nav-item" data-bs-level="1"><a href="#history-collection-sqlite" class="nav-link">History Collection (SQLite)</a>
|
|
<ul class="nav flex-column">
|
|
<li class="nav-item" data-bs-level="2"><a href="#mt5cli.history" class="nav-link">history</a>
|
|
<ul class="nav flex-column">
|
|
</ul>
|
|
</li>
|
|
<li class="nav-item" data-bs-level="2"><a href="#collect-history-schema" class="nav-link">collect-history schema</a>
|
|
<ul class="nav flex-column">
|
|
</ul>
|
|
</li>
|
|
</ul>
|
|
</li>
|
|
</ul>
|
|
</div>
|
|
</div></div>
|
|
<div class="col-md-9" role="main">
|
|
|
|
<h1 id="history-collection-sqlite">History Collection (SQLite)<a class="headerlink" href="#history-collection-sqlite" title="Permanent link">¶</a></h1>
|
|
|
|
|
|
<div class="doc doc-object doc-module">
|
|
|
|
|
|
|
|
<h2 id="mt5cli.history" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-module-name">mt5cli.history</span>
|
|
|
|
|
|
<a href="#mt5cli.history" class="headerlink" title="Permanent link">¶</a></h2>
|
|
|
|
<div class="doc doc-contents first">
|
|
|
|
<p>SQLite storage helpers for the <code>collect-history</code> incremental data pipeline.</p>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<div class="doc doc-children">
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
<div class="doc doc-object doc-attribute">
|
|
|
|
|
|
|
|
<h3 id="mt5cli.history.DEFAULT_HISTORY_TIMEFRAMES" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">DEFAULT_HISTORY_TIMEFRAMES</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-module-attribute"><code>module-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.history.DEFAULT_HISTORY_TIMEFRAMES" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">DEFAULT_HISTORY_TIMEFRAMES</span><span class="p">:</span> <span class="n"><span title="tuple">tuple</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">,</span> <span class="o">...</span><span class="p">]</span> <span class="o">=</span> <span class="n"><span title="tuple">tuple</span></span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n"><a class="autorefs autorefs-internal" title="TIMEFRAME_MAP
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.utils.TIMEFRAME_MAP)" href="../utils/#mt5cli.utils.TIMEFRAME_MAP">TIMEFRAME_MAP</a></span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">)</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-attribute">
|
|
|
|
|
|
|
|
<h3 id="mt5cli.history.DedupScope" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">DedupScope</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-module-attribute"><code>module-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.history.DedupScope" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">DedupScope</span> <span class="o">=</span> <span class="n"><span title="tuple">tuple</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">,</span> <span class="n"><span title="tuple">tuple</span></span><span class="p">[</span><span class="n"><span title="object">object</span></span><span class="p">,</span> <span class="o">...</span><span class="p">]]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-attribute">
|
|
|
|
|
|
|
|
<h3 id="mt5cli.history.SqliteConnOrPath" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">SqliteConnOrPath</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-module-attribute"><code>module-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.history.SqliteConnOrPath" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">SqliteConnOrPath</span> <span class="o">=</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span> <span class="o">|</span> <span class="n"><span title="pathlib.Path">Path</span></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-attribute">
|
|
|
|
|
|
|
|
<h3 id="mt5cli.history.logger" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-attribute-name">logger</span>
|
|
|
|
|
|
<span class="doc doc-labels">
|
|
<small class="doc doc-label doc-label-module-attribute"><code>module-attribute</code></small>
|
|
</span>
|
|
|
|
<a href="#mt5cli.history.logger" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="n">logger</span> <span class="o">=</span> <span class="n"><span title="logging.getLogger">getLogger</span></span><span class="p">(</span><span class="n"><span title="__name__">__name__</span></span><span class="p">)</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
|
|
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.append_dataframe" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">append_dataframe</span>
|
|
|
|
|
|
<a href="#mt5cli.history.append_dataframe" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">append_dataframe</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">frame</span><span class="p">:</span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">table_name</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="IfExists (mt5cli.utils.IfExists)" href="../utils/#mt5cli.utils.IfExists">IfExists</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="bool">bool</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Append a DataFrame to SQLite when it has a schema.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>True if a table was written, False if the frame had no columns.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-659">659</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-660">660</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-661">661</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-662">662</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-663">663</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-664">664</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-665">665</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-666">666</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-667">667</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-668">668</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-669">669</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-670">670</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-671">671</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-672">672</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-673">673</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-674">674</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-675">675</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-676">676</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-677">677</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-678">678</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-679">679</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-680">680</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-659" name="__codelineno-0-659"></a><span class="k">def</span><span class="w"> </span><span class="nf">append_dataframe</span><span class="p">(</span>
|
|
<a id="__codelineno-0-660" name="__codelineno-0-660"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-661" name="__codelineno-0-661"></a> <span class="n">frame</span><span class="p">:</span> <span class="n">pd</span><span class="o">.</span><span class="n">DataFrame</span><span class="p">,</span>
|
|
<a id="__codelineno-0-662" name="__codelineno-0-662"></a> <span class="n">table_name</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-663" name="__codelineno-0-663"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n">IfExists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-664" name="__codelineno-0-664"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">bool</span><span class="p">:</span>
|
|
<a id="__codelineno-0-665" name="__codelineno-0-665"></a><span class="w"> </span><span class="sd">"""Append a DataFrame to SQLite when it has a schema.</span>
|
|
<a id="__codelineno-0-666" name="__codelineno-0-666"></a>
|
|
<a id="__codelineno-0-667" name="__codelineno-0-667"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-668" name="__codelineno-0-668"></a><span class="sd"> True if a table was written, False if the frame had no columns.</span>
|
|
<a id="__codelineno-0-669" name="__codelineno-0-669"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-670" name="__codelineno-0-670"></a> <span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="n">frame</span><span class="o">.</span><span class="n">columns</span><span class="p">)</span> <span class="o">==</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-671" name="__codelineno-0-671"></a> <span class="n">logger</span><span class="o">.</span><span class="n">warning</span><span class="p">(</span><span class="s2">"Skipping </span><span class="si">%s</span><span class="s2">: dataset returned no columns"</span><span class="p">,</span> <span class="n">table_name</span><span class="p">)</span>
|
|
<a id="__codelineno-0-672" name="__codelineno-0-672"></a> <span class="k">return</span> <span class="kc">False</span>
|
|
<a id="__codelineno-0-673" name="__codelineno-0-673"></a> <span class="n">frame</span><span class="o">.</span><span class="n">to_sql</span><span class="p">(</span> <span class="c1"># type: ignore[reportUnknownMemberType]</span>
|
|
<a id="__codelineno-0-674" name="__codelineno-0-674"></a> <span class="n">table_name</span><span class="p">,</span>
|
|
<a id="__codelineno-0-675" name="__codelineno-0-675"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-676" name="__codelineno-0-676"></a> <span class="n">if_exists</span><span class="o">=</span><span class="n">if_exists</span><span class="o">.</span><span class="n">value</span><span class="p">,</span>
|
|
<a id="__codelineno-0-677" name="__codelineno-0-677"></a> <span class="n">index</span><span class="o">=</span><span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-678" name="__codelineno-0-678"></a> <span class="n">chunksize</span><span class="o">=</span><span class="mi">50_000</span><span class="p">,</span>
|
|
<a id="__codelineno-0-679" name="__codelineno-0-679"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-680" name="__codelineno-0-680"></a> <span class="k">return</span> <span class="kc">True</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.augment_written_columns_from_sqlite" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">augment_written_columns_from_sqlite</span>
|
|
|
|
|
|
<a href="#mt5cli.history.augment_written_columns_from_sqlite" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">augment_written_columns_from_sqlite</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">datasets</span><span class="p">:</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">],</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]],</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Add existing table columns to the written column map.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-696">696</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-697">697</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-698">698</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-699">699</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-700">700</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-701">701</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-702">702</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-703">703</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-704">704</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-705">705</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-706">706</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-707">707</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-708">708</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-709">709</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-696" name="__codelineno-0-696"></a><span class="k">def</span><span class="w"> </span><span class="nf">augment_written_columns_from_sqlite</span><span class="p">(</span>
|
|
<a id="__codelineno-0-697" name="__codelineno-0-697"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-698" name="__codelineno-0-698"></a> <span class="n">datasets</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">],</span>
|
|
<a id="__codelineno-0-699" name="__codelineno-0-699"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="n">Dataset</span><span class="p">,</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">]],</span>
|
|
<a id="__codelineno-0-700" name="__codelineno-0-700"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-701" name="__codelineno-0-701"></a><span class="w"> </span><span class="sd">"""Add existing table columns to the written column map."""</span>
|
|
<a id="__codelineno-0-702" name="__codelineno-0-702"></a> <span class="k">for</span> <span class="n">dataset</span> <span class="ow">in</span> <span class="n">datasets</span><span class="p">:</span>
|
|
<a id="__codelineno-0-703" name="__codelineno-0-703"></a> <span class="n">columns</span> <span class="o">=</span> <span class="n">get_table_columns</span><span class="p">(</span><span class="n">conn</span><span class="p">,</span> <span class="n">dataset</span><span class="o">.</span><span class="n">table_name</span><span class="p">)</span>
|
|
<a id="__codelineno-0-704" name="__codelineno-0-704"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-705" name="__codelineno-0-705"></a> <span class="k">continue</span>
|
|
<a id="__codelineno-0-706" name="__codelineno-0-706"></a> <span class="k">if</span> <span class="n">dataset</span> <span class="ow">in</span> <span class="n">written_columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-707" name="__codelineno-0-707"></a> <span class="n">written_columns</span><span class="p">[</span><span class="n">dataset</span><span class="p">]</span><span class="o">.</span><span class="n">update</span><span class="p">(</span><span class="n">columns</span><span class="p">)</span>
|
|
<a id="__codelineno-0-708" name="__codelineno-0-708"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-709" name="__codelineno-0-709"></a> <span class="n">written_columns</span><span class="p">[</span><span class="n">dataset</span><span class="p">]</span> <span class="o">=</span> <span class="n">columns</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.build_rate_view_name" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">build_rate_view_name</span>
|
|
|
|
|
|
<a href="#mt5cli.history.build_rate_view_name" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">build_rate_view_name</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">granularity</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">granularity_count</span><span class="p">:</span> <span class="n"><span title="int">int</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">timeframe</span><span class="p">:</span> <span class="n"><span title="int">int</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="str">str</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return a collision-free offline optimize view name.</p>
|
|
<p>View names always include the timeframe integer after a <code>__</code> separator so
|
|
a symbol such as <code>EURUSD_M1</code> cannot collide with <code>EURUSD</code> at timeframe
|
|
<code>M1</code>.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-108">108</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-109">109</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-110">110</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-111">111</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-112">112</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-113">113</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-114">114</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-115">115</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-116">116</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-117">117</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-118">118</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-119">119</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-120">120</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-121">121</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-122">122</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-123">123</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-108" name="__codelineno-0-108"></a><span class="k">def</span><span class="w"> </span><span class="nf">build_rate_view_name</span><span class="p">(</span>
|
|
<a id="__codelineno-0-109" name="__codelineno-0-109"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-110" name="__codelineno-0-110"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-111" name="__codelineno-0-111"></a> <span class="n">granularity</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-112" name="__codelineno-0-112"></a> <span class="n">granularity_count</span><span class="p">:</span> <span class="nb">int</span><span class="p">,</span>
|
|
<a id="__codelineno-0-113" name="__codelineno-0-113"></a> <span class="n">timeframe</span><span class="p">:</span> <span class="nb">int</span><span class="p">,</span>
|
|
<a id="__codelineno-0-114" name="__codelineno-0-114"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">str</span><span class="p">:</span>
|
|
<a id="__codelineno-0-115" name="__codelineno-0-115"></a><span class="w"> </span><span class="sd">"""Return a collision-free offline optimize view name.</span>
|
|
<a id="__codelineno-0-116" name="__codelineno-0-116"></a>
|
|
<a id="__codelineno-0-117" name="__codelineno-0-117"></a><span class="sd"> View names always include the timeframe integer after a ``__`` separator so</span>
|
|
<a id="__codelineno-0-118" name="__codelineno-0-118"></a><span class="sd"> a symbol such as ``EURUSD_M1`` cannot collide with ``EURUSD`` at timeframe</span>
|
|
<a id="__codelineno-0-119" name="__codelineno-0-119"></a><span class="sd"> ``M1``.</span>
|
|
<a id="__codelineno-0-120" name="__codelineno-0-120"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-121" name="__codelineno-0-121"></a> <span class="k">if</span> <span class="n">granularity_count</span> <span class="o">==</span> <span class="mi">1</span><span class="p">:</span>
|
|
<a id="__codelineno-0-122" name="__codelineno-0-122"></a> <span class="k">return</span> <span class="sa">f</span><span class="s2">"rate_</span><span class="si">{</span><span class="n">symbol</span><span class="si">}</span><span class="s2">__</span><span class="si">{</span><span class="n">timeframe</span><span class="si">}</span><span class="s2">"</span>
|
|
<a id="__codelineno-0-123" name="__codelineno-0-123"></a> <span class="k">return</span> <span class="sa">f</span><span class="s2">"rate_</span><span class="si">{</span><span class="n">symbol</span><span class="si">}</span><span class="s2">__</span><span class="si">{</span><span class="n">granularity</span><span class="si">}</span><span class="s2">_</span><span class="si">{</span><span class="n">timeframe</span><span class="si">}</span><span class="s2">"</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.create_cash_events_view" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">create_cash_events_view</span>
|
|
|
|
|
|
<a href="#mt5cli.history.create_cash_events_view" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">create_cash_events_view</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span> <span class="n">deals_columns</span><span class="p">:</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="bool">bool</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Create the cash_events SQLite view derived from history_deals.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>True if the view was created, False if required columns are missing.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-909">909</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-910">910</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-911">911</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-912">912</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-913">913</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-914">914</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-915">915</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-916">916</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-917">917</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-918">918</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-919">919</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-920">920</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-921">921</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-922">922</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-923">923</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-924">924</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-925">925</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-926">926</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-909" name="__codelineno-0-909"></a><span class="k">def</span><span class="w"> </span><span class="nf">create_cash_events_view</span><span class="p">(</span>
|
|
<a id="__codelineno-0-910" name="__codelineno-0-910"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-911" name="__codelineno-0-911"></a> <span class="n">deals_columns</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
|
<a id="__codelineno-0-912" name="__codelineno-0-912"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">bool</span><span class="p">:</span>
|
|
<a id="__codelineno-0-913" name="__codelineno-0-913"></a><span class="w"> </span><span class="sd">"""Create the cash_events SQLite view derived from history_deals.</span>
|
|
<a id="__codelineno-0-914" name="__codelineno-0-914"></a>
|
|
<a id="__codelineno-0-915" name="__codelineno-0-915"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-916" name="__codelineno-0-916"></a><span class="sd"> True if the view was created, False if required columns are missing.</span>
|
|
<a id="__codelineno-0-917" name="__codelineno-0-917"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-918" name="__codelineno-0-918"></a> <span class="k">if</span> <span class="s2">"type"</span> <span class="ow">not</span> <span class="ow">in</span> <span class="n">deals_columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-919" name="__codelineno-0-919"></a> <span class="n">logger</span><span class="o">.</span><span class="n">warning</span><span class="p">(</span><span class="s2">"Skipping cash_events view: history_deals.type is missing"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-920" name="__codelineno-0-920"></a> <span class="k">return</span> <span class="kc">False</span>
|
|
<a id="__codelineno-0-921" name="__codelineno-0-921"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="s2">"DROP VIEW IF EXISTS cash_events"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-922" name="__codelineno-0-922"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span>
|
|
<a id="__codelineno-0-923" name="__codelineno-0-923"></a> <span class="s2">"CREATE VIEW cash_events AS"</span> <span class="c1"># noqa: S608</span>
|
|
<a id="__codelineno-0-924" name="__codelineno-0-924"></a> <span class="sa">f</span><span class="s2">" SELECT * FROM history_deals WHERE type NOT IN </span><span class="si">{</span><span class="n">_TRADE_DEAL_TYPES_SQL</span><span class="si">}</span><span class="s2">"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-925" name="__codelineno-0-925"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-926" name="__codelineno-0-926"></a> <span class="k">return</span> <span class="kc">True</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.create_history_indexes" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">create_history_indexes</span>
|
|
|
|
|
|
<a href="#mt5cli.history.create_history_indexes" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">create_history_indexes</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]],</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Create useful indexes for collected history tables when present.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-820">820</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-821">821</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-822">822</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-823">823</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-824">824</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-825">825</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-826">826</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-827">827</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-828">828</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-829">829</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-830">830</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-831">831</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-832">832</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-833">833</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-834">834</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-835">835</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-836">836</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-837">837</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-838">838</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-839">839</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-840">840</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-841">841</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-842">842</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-820" name="__codelineno-0-820"></a><span class="k">def</span><span class="w"> </span><span class="nf">create_history_indexes</span><span class="p">(</span>
|
|
<a id="__codelineno-0-821" name="__codelineno-0-821"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-822" name="__codelineno-0-822"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="n">Dataset</span><span class="p">,</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">]],</span>
|
|
<a id="__codelineno-0-823" name="__codelineno-0-823"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-824" name="__codelineno-0-824"></a><span class="w"> </span><span class="sd">"""Create useful indexes for collected history tables when present."""</span>
|
|
<a id="__codelineno-0-825" name="__codelineno-0-825"></a> <span class="k">if</span> <span class="p">{</span><span class="s2">"symbol"</span><span class="p">,</span> <span class="s2">"timeframe"</span><span class="p">,</span> <span class="s2">"time"</span><span class="p">}</span><span class="o">.</span><span class="n">issubset</span><span class="p">(</span>
|
|
<a id="__codelineno-0-826" name="__codelineno-0-826"></a> <span class="n">written_columns</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">Dataset</span><span class="o">.</span><span class="n">rates</span><span class="p">,</span> <span class="nb">set</span><span class="p">()),</span>
|
|
<a id="__codelineno-0-827" name="__codelineno-0-827"></a> <span class="p">):</span>
|
|
<a id="__codelineno-0-828" name="__codelineno-0-828"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span>
|
|
<a id="__codelineno-0-829" name="__codelineno-0-829"></a> <span class="s2">"CREATE INDEX IF NOT EXISTS idx_rates_symbol_timeframe_time"</span>
|
|
<a id="__codelineno-0-830" name="__codelineno-0-830"></a> <span class="s2">" ON rates(symbol, timeframe, time)"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-831" name="__codelineno-0-831"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-832" name="__codelineno-0-832"></a> <span class="k">if</span> <span class="p">{</span><span class="s2">"symbol"</span><span class="p">,</span> <span class="s2">"time"</span><span class="p">}</span><span class="o">.</span><span class="n">issubset</span><span class="p">(</span><span class="n">written_columns</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">Dataset</span><span class="o">.</span><span class="n">ticks</span><span class="p">,</span> <span class="nb">set</span><span class="p">())):</span>
|
|
<a id="__codelineno-0-833" name="__codelineno-0-833"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span>
|
|
<a id="__codelineno-0-834" name="__codelineno-0-834"></a> <span class="s2">"CREATE INDEX IF NOT EXISTS idx_ticks_symbol_time ON ticks(symbol, time)"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-835" name="__codelineno-0-835"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-836" name="__codelineno-0-836"></a> <span class="k">if</span> <span class="p">{</span><span class="s2">"position_id"</span><span class="p">,</span> <span class="s2">"symbol"</span><span class="p">}</span><span class="o">.</span><span class="n">issubset</span><span class="p">(</span>
|
|
<a id="__codelineno-0-837" name="__codelineno-0-837"></a> <span class="n">written_columns</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">Dataset</span><span class="o">.</span><span class="n">history_deals</span><span class="p">,</span> <span class="nb">set</span><span class="p">()),</span>
|
|
<a id="__codelineno-0-838" name="__codelineno-0-838"></a> <span class="p">):</span>
|
|
<a id="__codelineno-0-839" name="__codelineno-0-839"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span>
|
|
<a id="__codelineno-0-840" name="__codelineno-0-840"></a> <span class="s2">"CREATE INDEX IF NOT EXISTS idx_history_deals_position_symbol"</span>
|
|
<a id="__codelineno-0-841" name="__codelineno-0-841"></a> <span class="s2">" ON history_deals(position_id, symbol)"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-842" name="__codelineno-0-842"></a> <span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.create_positions_reconstructed_view" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">create_positions_reconstructed_view</span>
|
|
|
|
|
|
<a href="#mt5cli.history.create_positions_reconstructed_view" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">create_positions_reconstructed_view</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span> <span class="n">deals_columns</span><span class="p">:</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="bool">bool</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Create the positions_reconstructed SQLite view derived from history_deals.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>True if the view was created, False if required columns are missing.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-929">929</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-930">930</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-931">931</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-932">932</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-933">933</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-934">934</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-935">935</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-936">936</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-937">937</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-938">938</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-939">939</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-940">940</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-941">941</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-942">942</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-943">943</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-944">944</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-945">945</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-946">946</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-947">947</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-948">948</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-949">949</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-950">950</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-951">951</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-952">952</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-953">953</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-954">954</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-955">955</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-956">956</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-957">957</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-958">958</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-959">959</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-960">960</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-961">961</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-962">962</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-963">963</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-964">964</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-965">965</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-966">966</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-967">967</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-968">968</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-969">969</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-970">970</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-971">971</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-972">972</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-973">973</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-974">974</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-975">975</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-929" name="__codelineno-0-929"></a><span class="k">def</span><span class="w"> </span><span class="nf">create_positions_reconstructed_view</span><span class="p">(</span>
|
|
<a id="__codelineno-0-930" name="__codelineno-0-930"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-931" name="__codelineno-0-931"></a> <span class="n">deals_columns</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
|
<a id="__codelineno-0-932" name="__codelineno-0-932"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">bool</span><span class="p">:</span>
|
|
<a id="__codelineno-0-933" name="__codelineno-0-933"></a><span class="w"> </span><span class="sd">"""Create the positions_reconstructed SQLite view derived from history_deals.</span>
|
|
<a id="__codelineno-0-934" name="__codelineno-0-934"></a>
|
|
<a id="__codelineno-0-935" name="__codelineno-0-935"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-936" name="__codelineno-0-936"></a><span class="sd"> True if the view was created, False if required columns are missing.</span>
|
|
<a id="__codelineno-0-937" name="__codelineno-0-937"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-938" name="__codelineno-0-938"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">_POSITIONS_VIEW_REQUIRED_COLUMNS</span><span class="o">.</span><span class="n">issubset</span><span class="p">(</span><span class="n">deals_columns</span><span class="p">):</span>
|
|
<a id="__codelineno-0-939" name="__codelineno-0-939"></a> <span class="n">missing</span> <span class="o">=</span> <span class="s2">", "</span><span class="o">.</span><span class="n">join</span><span class="p">(</span><span class="nb">sorted</span><span class="p">(</span><span class="n">_POSITIONS_VIEW_REQUIRED_COLUMNS</span> <span class="o">-</span> <span class="n">deals_columns</span><span class="p">))</span>
|
|
<a id="__codelineno-0-940" name="__codelineno-0-940"></a> <span class="n">logger</span><span class="o">.</span><span class="n">warning</span><span class="p">(</span>
|
|
<a id="__codelineno-0-941" name="__codelineno-0-941"></a> <span class="s2">"Skipping positions_reconstructed view: history_deals missing columns: </span><span class="si">%s</span><span class="s2">"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-942" name="__codelineno-0-942"></a> <span class="n">missing</span><span class="p">,</span>
|
|
<a id="__codelineno-0-943" name="__codelineno-0-943"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-944" name="__codelineno-0-944"></a> <span class="k">return</span> <span class="kc">False</span>
|
|
<a id="__codelineno-0-945" name="__codelineno-0-945"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="s2">"DROP VIEW IF EXISTS positions_reconstructed"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-946" name="__codelineno-0-946"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span>
|
|
<a id="__codelineno-0-947" name="__codelineno-0-947"></a> <span class="s2">"CREATE VIEW positions_reconstructed AS"</span> <span class="c1"># noqa: S608</span>
|
|
<a id="__codelineno-0-948" name="__codelineno-0-948"></a> <span class="s2">" SELECT"</span>
|
|
<a id="__codelineno-0-949" name="__codelineno-0-949"></a> <span class="s2">" position_id,"</span>
|
|
<a id="__codelineno-0-950" name="__codelineno-0-950"></a> <span class="s2">" symbol,"</span>
|
|
<a id="__codelineno-0-951" name="__codelineno-0-951"></a> <span class="s2">" MIN(CASE WHEN entry = 0 THEN time END) AS open_time,"</span>
|
|
<a id="__codelineno-0-952" name="__codelineno-0-952"></a> <span class="s2">" MAX(CASE WHEN entry IN (1, 2, 3) THEN time END) AS close_time,"</span>
|
|
<a id="__codelineno-0-953" name="__codelineno-0-953"></a> <span class="s2">" MIN(CASE WHEN entry = 0 THEN type END) AS direction,"</span>
|
|
<a id="__codelineno-0-954" name="__codelineno-0-954"></a> <span class="s2">" SUM(CASE WHEN entry = 0 THEN volume ELSE 0 END) AS volume_open,"</span>
|
|
<a id="__codelineno-0-955" name="__codelineno-0-955"></a> <span class="s2">" SUM(CASE WHEN entry IN (1, 2, 3) THEN volume ELSE 0 END) AS volume_close,"</span>
|
|
<a id="__codelineno-0-956" name="__codelineno-0-956"></a> <span class="s2">" SUM(CASE WHEN entry = 2 THEN volume ELSE 0 END) AS volume_reversal,"</span>
|
|
<a id="__codelineno-0-957" name="__codelineno-0-957"></a> <span class="s2">" CASE"</span>
|
|
<a id="__codelineno-0-958" name="__codelineno-0-958"></a> <span class="s2">" WHEN SUM(CASE WHEN entry = 0 THEN volume ELSE 0 END) > 0"</span>
|
|
<a id="__codelineno-0-959" name="__codelineno-0-959"></a> <span class="s2">" THEN SUM(CASE WHEN entry = 0 THEN price * volume ELSE 0 END)"</span>
|
|
<a id="__codelineno-0-960" name="__codelineno-0-960"></a> <span class="s2">" / SUM(CASE WHEN entry = 0 THEN volume ELSE 0 END)"</span>
|
|
<a id="__codelineno-0-961" name="__codelineno-0-961"></a> <span class="s2">" END AS open_price,"</span>
|
|
<a id="__codelineno-0-962" name="__codelineno-0-962"></a> <span class="s2">" CASE"</span>
|
|
<a id="__codelineno-0-963" name="__codelineno-0-963"></a> <span class="s2">" WHEN SUM(CASE WHEN entry IN (1, 2, 3) THEN volume ELSE 0 END) > 0"</span>
|
|
<a id="__codelineno-0-964" name="__codelineno-0-964"></a> <span class="s2">" THEN SUM(CASE WHEN entry IN (1, 2, 3) THEN price * volume ELSE 0 END)"</span>
|
|
<a id="__codelineno-0-965" name="__codelineno-0-965"></a> <span class="s2">" / SUM(CASE WHEN entry IN (1, 2, 3) THEN volume ELSE 0 END)"</span>
|
|
<a id="__codelineno-0-966" name="__codelineno-0-966"></a> <span class="s2">" END AS close_price,"</span>
|
|
<a id="__codelineno-0-967" name="__codelineno-0-967"></a> <span class="s2">" SUM(profit) AS total_profit,"</span>
|
|
<a id="__codelineno-0-968" name="__codelineno-0-968"></a> <span class="s2">" SUM(CASE WHEN entry = 2 THEN 1 ELSE 0 END) AS reversal_count,"</span>
|
|
<a id="__codelineno-0-969" name="__codelineno-0-969"></a> <span class="s2">" COUNT(*) AS deals_count"</span>
|
|
<a id="__codelineno-0-970" name="__codelineno-0-970"></a> <span class="s2">" FROM history_deals"</span>
|
|
<a id="__codelineno-0-971" name="__codelineno-0-971"></a> <span class="sa">f</span><span class="s2">" WHERE type IN </span><span class="si">{</span><span class="n">_TRADE_DEAL_TYPES_SQL</span><span class="si">}</span><span class="s2"> AND position_id != 0"</span>
|
|
<a id="__codelineno-0-972" name="__codelineno-0-972"></a> <span class="s2">" GROUP BY position_id, symbol"</span>
|
|
<a id="__codelineno-0-973" name="__codelineno-0-973"></a> <span class="s2">" HAVING SUM(CASE WHEN entry IN (1, 2, 3) THEN 1 ELSE 0 END) > 0"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-974" name="__codelineno-0-974"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-975" name="__codelineno-0-975"></a> <span class="k">return</span> <span class="kc">True</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.create_rate_compatibility_views" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">create_rate_compatibility_views</span>
|
|
|
|
|
|
<a href="#mt5cli.history.create_rate_compatibility_views" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">create_rate_compatibility_views</span><span class="p">(</span><span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Create rate compatibility views from the normalized rates table.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-988"> 988</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-989"> 989</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-990"> 990</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-991"> 991</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-992"> 992</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-993"> 993</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-994"> 994</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-995"> 995</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-996"> 996</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-997"> 997</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-998"> 998</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-999"> 999</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1000">1000</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1001">1001</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1002">1002</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1003">1003</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1004">1004</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1005">1005</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1006">1006</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1007">1007</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1008">1008</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1009">1009</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1010">1010</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1011">1011</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1012">1012</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1013">1013</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1014">1014</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1015">1015</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1016">1016</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1017">1017</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1018">1018</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-988" name="__codelineno-0-988"></a><span class="k">def</span><span class="w"> </span><span class="nf">create_rate_compatibility_views</span><span class="p">(</span><span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-989" name="__codelineno-0-989"></a><span class="w"> </span><span class="sd">"""Create rate compatibility views from the normalized rates table."""</span>
|
|
<a id="__codelineno-0-990" name="__codelineno-0-990"></a> <span class="n">columns</span> <span class="o">=</span> <span class="n">get_table_columns</span><span class="p">(</span><span class="n">conn</span><span class="p">,</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">rates</span><span class="o">.</span><span class="n">table_name</span><span class="p">)</span>
|
|
<a id="__codelineno-0-991" name="__codelineno-0-991"></a> <span class="k">if</span> <span class="ow">not</span> <span class="p">{</span><span class="s2">"symbol"</span><span class="p">,</span> <span class="s2">"timeframe"</span><span class="p">,</span> <span class="s2">"time"</span><span class="p">}</span><span class="o">.</span><span class="n">issubset</span><span class="p">(</span><span class="n">columns</span><span class="p">):</span>
|
|
<a id="__codelineno-0-992" name="__codelineno-0-992"></a> <span class="k">return</span>
|
|
<a id="__codelineno-0-993" name="__codelineno-0-993"></a> <span class="n">drop_rate_compatibility_views</span><span class="p">(</span><span class="n">conn</span><span class="p">)</span>
|
|
<a id="__codelineno-0-994" name="__codelineno-0-994"></a> <span class="n">select_columns</span> <span class="o">=</span> <span class="nb">sorted</span><span class="p">(</span><span class="n">columns</span> <span class="o">-</span> <span class="p">{</span><span class="s2">"symbol"</span><span class="p">,</span> <span class="s2">"timeframe"</span><span class="p">})</span>
|
|
<a id="__codelineno-0-995" name="__codelineno-0-995"></a> <span class="n">quoted_columns</span> <span class="o">=</span> <span class="s2">", "</span><span class="o">.</span><span class="n">join</span><span class="p">(</span><span class="sa">f</span><span class="s1">'"</span><span class="si">{</span><span class="n">column</span><span class="si">}</span><span class="s1">"'</span> <span class="k">for</span> <span class="n">column</span> <span class="ow">in</span> <span class="n">select_columns</span><span class="p">)</span>
|
|
<a id="__codelineno-0-996" name="__codelineno-0-996"></a> <span class="n">rows</span> <span class="o">=</span> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span>
|
|
<a id="__codelineno-0-997" name="__codelineno-0-997"></a> <span class="s2">"SELECT DISTINCT symbol, timeframe FROM rates ORDER BY symbol, timeframe"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-998" name="__codelineno-0-998"></a> <span class="p">)</span><span class="o">.</span><span class="n">fetchall</span><span class="p">()</span>
|
|
<a id="__codelineno-0-999" name="__codelineno-0-999"></a> <span class="n">timeframes_by_symbol</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="nb">str</span><span class="p">,</span> <span class="nb">list</span><span class="p">[</span><span class="nb">int</span><span class="p">]]</span> <span class="o">=</span> <span class="p">{}</span>
|
|
<a id="__codelineno-0-1000" name="__codelineno-0-1000"></a> <span class="k">for</span> <span class="n">symbol</span><span class="p">,</span> <span class="n">timeframe</span> <span class="ow">in</span> <span class="n">rows</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1001" name="__codelineno-0-1001"></a> <span class="n">timeframes_by_symbol</span><span class="o">.</span><span class="n">setdefault</span><span class="p">(</span><span class="nb">str</span><span class="p">(</span><span class="n">symbol</span><span class="p">),</span> <span class="p">[])</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="nb">int</span><span class="p">(</span><span class="n">timeframe</span><span class="p">))</span>
|
|
<a id="__codelineno-0-1002" name="__codelineno-0-1002"></a> <span class="k">for</span> <span class="n">symbol</span><span class="p">,</span> <span class="n">timeframes</span> <span class="ow">in</span> <span class="n">timeframes_by_symbol</span><span class="o">.</span><span class="n">items</span><span class="p">():</span>
|
|
<a id="__codelineno-0-1003" name="__codelineno-0-1003"></a> <span class="k">for</span> <span class="n">timeframe</span> <span class="ow">in</span> <span class="n">timeframes</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1004" name="__codelineno-0-1004"></a> <span class="n">granularity</span> <span class="o">=</span> <span class="n">resolve_granularity_name</span><span class="p">(</span><span class="n">timeframe</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1005" name="__codelineno-0-1005"></a> <span class="n">view_name</span> <span class="o">=</span> <span class="n">build_rate_view_name</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1006" name="__codelineno-0-1006"></a> <span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1007" name="__codelineno-0-1007"></a> <span class="n">granularity</span><span class="o">=</span><span class="n">granularity</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1008" name="__codelineno-0-1008"></a> <span class="n">granularity_count</span><span class="o">=</span><span class="nb">len</span><span class="p">(</span><span class="n">timeframes</span><span class="p">),</span>
|
|
<a id="__codelineno-0-1009" name="__codelineno-0-1009"></a> <span class="n">timeframe</span><span class="o">=</span><span class="n">timeframe</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1010" name="__codelineno-0-1010"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1011" name="__codelineno-0-1011"></a> <span class="n">quoted_view_name</span> <span class="o">=</span> <span class="n">quote_sqlite_identifier</span><span class="p">(</span><span class="n">view_name</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1012" name="__codelineno-0-1012"></a> <span class="n">escaped_symbol</span> <span class="o">=</span> <span class="n">symbol</span><span class="o">.</span><span class="n">replace</span><span class="p">(</span><span class="s2">"'"</span><span class="p">,</span> <span class="s2">"''"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1013" name="__codelineno-0-1013"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1014" name="__codelineno-0-1014"></a> <span class="sa">f</span><span class="s2">"CREATE VIEW </span><span class="si">{</span><span class="n">quoted_view_name</span><span class="si">}</span><span class="s2"> AS"</span> <span class="c1"># noqa: S608</span>
|
|
<a id="__codelineno-0-1015" name="__codelineno-0-1015"></a> <span class="sa">f</span><span class="s2">" SELECT </span><span class="si">{</span><span class="n">quoted_columns</span><span class="si">}</span><span class="s2"> FROM rates"</span>
|
|
<a id="__codelineno-0-1016" name="__codelineno-0-1016"></a> <span class="sa">f</span><span class="s2">" WHERE symbol = '</span><span class="si">{</span><span class="n">escaped_symbol</span><span class="si">}</span><span class="s2">'"</span>
|
|
<a id="__codelineno-0-1017" name="__codelineno-0-1017"></a> <span class="sa">f</span><span class="s2">" AND timeframe = </span><span class="si">{</span><span class="n">timeframe</span><span class="si">}</span><span class="s2">"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1018" name="__codelineno-0-1018"></a> <span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.deduplicate_history_tables" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">deduplicate_history_tables</span>
|
|
|
|
|
|
<a href="#mt5cli.history.deduplicate_history_tables" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">deduplicate_history_tables</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]],</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">written_tables</span><span class="p">:</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">],</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">dedup_scopes</span><span class="p">:</span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span> <span class="n"><span title="list">list</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="DedupScope
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.DedupScope)" href="#mt5cli.history.DedupScope">DedupScope</a></span><span class="p">]]</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Deduplicate appended history tables by stable identifiers.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-780">780</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-781">781</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-782">782</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-783">783</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-784">784</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-785">785</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-786">786</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-787">787</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-788">788</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-789">789</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-790">790</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-791">791</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-792">792</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-793">793</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-794">794</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-795">795</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-796">796</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-797">797</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-798">798</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-799">799</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-800">800</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-801">801</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-802">802</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-803">803</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-804">804</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-805">805</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-806">806</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-807">807</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-808">808</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-809">809</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-810">810</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-811">811</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-812">812</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-813">813</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-814">814</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-815">815</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-816">816</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-817">817</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-780" name="__codelineno-0-780"></a><span class="k">def</span><span class="w"> </span><span class="nf">deduplicate_history_tables</span><span class="p">(</span>
|
|
<a id="__codelineno-0-781" name="__codelineno-0-781"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-782" name="__codelineno-0-782"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="n">Dataset</span><span class="p">,</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">]],</span>
|
|
<a id="__codelineno-0-783" name="__codelineno-0-783"></a> <span class="n">written_tables</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">],</span>
|
|
<a id="__codelineno-0-784" name="__codelineno-0-784"></a> <span class="n">dedup_scopes</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="n">Dataset</span><span class="p">,</span> <span class="nb">list</span><span class="p">[</span><span class="n">DedupScope</span><span class="p">]]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-785" name="__codelineno-0-785"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-786" name="__codelineno-0-786"></a><span class="w"> </span><span class="sd">"""Deduplicate appended history tables by stable identifiers."""</span>
|
|
<a id="__codelineno-0-787" name="__codelineno-0-787"></a> <span class="n">cursor</span> <span class="o">=</span> <span class="n">conn</span><span class="o">.</span><span class="n">cursor</span><span class="p">()</span>
|
|
<a id="__codelineno-0-788" name="__codelineno-0-788"></a> <span class="k">for</span> <span class="n">dataset</span> <span class="ow">in</span> <span class="n">written_tables</span><span class="p">:</span>
|
|
<a id="__codelineno-0-789" name="__codelineno-0-789"></a> <span class="n">columns</span> <span class="o">=</span> <span class="n">written_columns</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">dataset</span><span class="p">,</span> <span class="nb">set</span><span class="p">())</span>
|
|
<a id="__codelineno-0-790" name="__codelineno-0-790"></a> <span class="n">table</span> <span class="o">=</span> <span class="n">dataset</span><span class="o">.</span><span class="n">table_name</span>
|
|
<a id="__codelineno-0-791" name="__codelineno-0-791"></a> <span class="n">keys</span> <span class="o">=</span> <span class="nb">next</span><span class="p">(</span>
|
|
<a id="__codelineno-0-792" name="__codelineno-0-792"></a> <span class="p">(</span>
|
|
<a id="__codelineno-0-793" name="__codelineno-0-793"></a> <span class="n">candidate</span>
|
|
<a id="__codelineno-0-794" name="__codelineno-0-794"></a> <span class="k">for</span> <span class="n">candidate</span> <span class="ow">in</span> <span class="n">_HISTORY_DEDUP_KEYS</span><span class="p">[</span><span class="n">dataset</span><span class="p">]</span>
|
|
<a id="__codelineno-0-795" name="__codelineno-0-795"></a> <span class="k">if</span> <span class="nb">set</span><span class="p">(</span><span class="n">candidate</span><span class="p">)</span><span class="o">.</span><span class="n">issubset</span><span class="p">(</span><span class="n">columns</span><span class="p">)</span>
|
|
<a id="__codelineno-0-796" name="__codelineno-0-796"></a> <span class="p">),</span>
|
|
<a id="__codelineno-0-797" name="__codelineno-0-797"></a> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-798" name="__codelineno-0-798"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-799" name="__codelineno-0-799"></a> <span class="k">if</span> <span class="n">keys</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-800" name="__codelineno-0-800"></a> <span class="n">logger</span><span class="o">.</span><span class="n">warning</span><span class="p">(</span>
|
|
<a id="__codelineno-0-801" name="__codelineno-0-801"></a> <span class="s2">"Skipping </span><span class="si">%s</span><span class="s2"> deduplication: no supported key columns"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-802" name="__codelineno-0-802"></a> <span class="n">table</span><span class="p">,</span>
|
|
<a id="__codelineno-0-803" name="__codelineno-0-803"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-804" name="__codelineno-0-804"></a> <span class="k">continue</span>
|
|
<a id="__codelineno-0-805" name="__codelineno-0-805"></a> <span class="n">scopes</span> <span class="o">=</span> <span class="n">dedup_scopes</span><span class="o">.</span><span class="n">get</span><span class="p">(</span><span class="n">dataset</span><span class="p">,</span> <span class="p">[])</span> <span class="k">if</span> <span class="n">dedup_scopes</span> <span class="k">else</span> <span class="p">[]</span>
|
|
<a id="__codelineno-0-806" name="__codelineno-0-806"></a> <span class="k">if</span> <span class="n">scopes</span><span class="p">:</span>
|
|
<a id="__codelineno-0-807" name="__codelineno-0-807"></a> <span class="k">for</span> <span class="n">scope_where</span><span class="p">,</span> <span class="n">scope_params</span> <span class="ow">in</span> <span class="n">scopes</span><span class="p">:</span>
|
|
<a id="__codelineno-0-808" name="__codelineno-0-808"></a> <span class="n">drop_duplicates_in_table</span><span class="p">(</span>
|
|
<a id="__codelineno-0-809" name="__codelineno-0-809"></a> <span class="n">cursor</span><span class="p">,</span>
|
|
<a id="__codelineno-0-810" name="__codelineno-0-810"></a> <span class="n">table</span><span class="p">,</span>
|
|
<a id="__codelineno-0-811" name="__codelineno-0-811"></a> <span class="nb">list</span><span class="p">(</span><span class="n">keys</span><span class="p">),</span>
|
|
<a id="__codelineno-0-812" name="__codelineno-0-812"></a> <span class="n">keep</span><span class="o">=</span><span class="s2">"last"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-813" name="__codelineno-0-813"></a> <span class="n">scope_where</span><span class="o">=</span><span class="n">scope_where</span><span class="p">,</span>
|
|
<a id="__codelineno-0-814" name="__codelineno-0-814"></a> <span class="n">scope_params</span><span class="o">=</span><span class="n">scope_params</span><span class="p">,</span>
|
|
<a id="__codelineno-0-815" name="__codelineno-0-815"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-816" name="__codelineno-0-816"></a> <span class="k">continue</span>
|
|
<a id="__codelineno-0-817" name="__codelineno-0-817"></a> <span class="n">drop_duplicates_in_table</span><span class="p">(</span><span class="n">cursor</span><span class="p">,</span> <span class="n">table</span><span class="p">,</span> <span class="nb">list</span><span class="p">(</span><span class="n">keys</span><span class="p">),</span> <span class="n">keep</span><span class="o">=</span><span class="s2">"last"</span><span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.drop_duplicates_in_table" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">drop_duplicates_in_table</span>
|
|
|
|
|
|
<a href="#mt5cli.history.drop_duplicates_in_table" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">drop_duplicates_in_table</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">cursor</span><span class="p">:</span> <span class="n"><span title="sqlite3.Cursor">Cursor</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">table</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">ids</span><span class="p">:</span> <span class="n"><span title="list">list</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">],</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">keep</span><span class="p">:</span> <span class="n"><span title="typing.Literal">Literal</span></span><span class="p">[</span><span class="s2">"first"</span><span class="p">,</span> <span class="s2">"last"</span><span class="p">]</span> <span class="o">=</span> <span class="s2">"last"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">scope_where</span><span class="p">:</span> <span class="n"><span title="str">str</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">scope_params</span><span class="p">:</span> <span class="n"><span title="tuple">tuple</span></span><span class="p">[</span><span class="n"><span title="object">object</span></span><span class="p">,</span> <span class="o">...</span><span class="p">]</span> <span class="o">=</span> <span class="p">(),</span>
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Remove duplicate rows, keeping the first or last ROWID per key group.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Raises:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="ValueError">ValueError</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If the table or column names are invalid.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-732">732</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-733">733</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-734">734</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-735">735</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-736">736</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-737">737</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-738">738</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-739">739</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-740">740</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-741">741</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-742">742</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-743">743</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-744">744</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-745">745</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-746">746</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-747">747</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-748">748</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-749">749</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-750">750</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-751">751</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-752">752</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-753">753</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-754">754</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-755">755</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-756">756</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-757">757</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-758">758</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-759">759</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-760">760</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-761">761</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-762">762</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-763">763</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-764">764</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-765">765</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-732" name="__codelineno-0-732"></a><span class="k">def</span><span class="w"> </span><span class="nf">drop_duplicates_in_table</span><span class="p">(</span>
|
|
<a id="__codelineno-0-733" name="__codelineno-0-733"></a> <span class="n">cursor</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Cursor</span><span class="p">,</span>
|
|
<a id="__codelineno-0-734" name="__codelineno-0-734"></a> <span class="n">table</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-735" name="__codelineno-0-735"></a> <span class="n">ids</span><span class="p">:</span> <span class="nb">list</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
|
<a id="__codelineno-0-736" name="__codelineno-0-736"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-737" name="__codelineno-0-737"></a> <span class="n">keep</span><span class="p">:</span> <span class="n">Literal</span><span class="p">[</span><span class="s2">"first"</span><span class="p">,</span> <span class="s2">"last"</span><span class="p">]</span> <span class="o">=</span> <span class="s2">"last"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-738" name="__codelineno-0-738"></a> <span class="n">scope_where</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-739" name="__codelineno-0-739"></a> <span class="n">scope_params</span><span class="p">:</span> <span class="nb">tuple</span><span class="p">[</span><span class="nb">object</span><span class="p">,</span> <span class="o">...</span><span class="p">]</span> <span class="o">=</span> <span class="p">(),</span>
|
|
<a id="__codelineno-0-740" name="__codelineno-0-740"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-741" name="__codelineno-0-741"></a><span class="w"> </span><span class="sd">"""Remove duplicate rows, keeping the first or last ROWID per key group.</span>
|
|
<a id="__codelineno-0-742" name="__codelineno-0-742"></a>
|
|
<a id="__codelineno-0-743" name="__codelineno-0-743"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-744" name="__codelineno-0-744"></a><span class="sd"> ValueError: If the table or column names are invalid.</span>
|
|
<a id="__codelineno-0-745" name="__codelineno-0-745"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-746" name="__codelineno-0-746"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">table</span><span class="o">.</span><span class="n">isidentifier</span><span class="p">():</span>
|
|
<a id="__codelineno-0-747" name="__codelineno-0-747"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Invalid table name: </span><span class="si">{</span><span class="n">table</span><span class="si">}</span><span class="s2">"</span>
|
|
<a id="__codelineno-0-748" name="__codelineno-0-748"></a> <span class="k">raise</span> <span class="ne">ValueError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-749" name="__codelineno-0-749"></a> <span class="k">if</span> <span class="n">invalid</span> <span class="o">:=</span> <span class="p">{</span><span class="n">column</span> <span class="k">for</span> <span class="n">column</span> <span class="ow">in</span> <span class="n">ids</span> <span class="k">if</span> <span class="ow">not</span> <span class="n">column</span><span class="o">.</span><span class="n">isidentifier</span><span class="p">()}:</span>
|
|
<a id="__codelineno-0-750" name="__codelineno-0-750"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"Invalid column names: </span><span class="si">{</span><span class="s1">', '</span><span class="o">.</span><span class="n">join</span><span class="p">(</span><span class="nb">sorted</span><span class="p">(</span><span class="n">invalid</span><span class="p">))</span><span class="si">}</span><span class="s2">"</span>
|
|
<a id="__codelineno-0-751" name="__codelineno-0-751"></a> <span class="k">raise</span> <span class="ne">ValueError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-752" name="__codelineno-0-752"></a> <span class="n">ids_csv</span> <span class="o">=</span> <span class="s2">", "</span><span class="o">.</span><span class="n">join</span><span class="p">(</span><span class="sa">f</span><span class="s1">'"</span><span class="si">{</span><span class="n">column</span><span class="si">}</span><span class="s1">"'</span> <span class="k">for</span> <span class="n">column</span> <span class="ow">in</span> <span class="n">ids</span><span class="p">)</span>
|
|
<a id="__codelineno-0-753" name="__codelineno-0-753"></a> <span class="n">rowid_selector</span> <span class="o">=</span> <span class="s2">"MIN"</span> <span class="k">if</span> <span class="n">keep</span> <span class="o">==</span> <span class="s2">"first"</span> <span class="k">else</span> <span class="s2">"MAX"</span>
|
|
<a id="__codelineno-0-754" name="__codelineno-0-754"></a> <span class="k">if</span> <span class="n">scope_where</span><span class="p">:</span>
|
|
<a id="__codelineno-0-755" name="__codelineno-0-755"></a> <span class="n">delete_sql</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-756" name="__codelineno-0-756"></a> <span class="sa">f</span><span class="s2">"DELETE FROM </span><span class="si">{</span><span class="n">table</span><span class="si">}</span><span class="s2"> WHERE </span><span class="si">{</span><span class="n">scope_where</span><span class="si">}</span><span class="s2"> AND ROWID NOT IN"</span> <span class="c1"># noqa: S608</span>
|
|
<a id="__codelineno-0-757" name="__codelineno-0-757"></a> <span class="sa">f</span><span class="s2">" (SELECT </span><span class="si">{</span><span class="n">rowid_selector</span><span class="si">}</span><span class="s2">(ROWID) FROM </span><span class="si">{</span><span class="n">table</span><span class="si">}</span><span class="s2"> WHERE </span><span class="si">{</span><span class="n">scope_where</span><span class="si">}</span><span class="s2">"</span>
|
|
<a id="__codelineno-0-758" name="__codelineno-0-758"></a> <span class="sa">f</span><span class="s2">" GROUP BY </span><span class="si">{</span><span class="n">ids_csv</span><span class="si">}</span><span class="s2">)"</span>
|
|
<a id="__codelineno-0-759" name="__codelineno-0-759"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-760" name="__codelineno-0-760"></a> <span class="n">cursor</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="n">delete_sql</span><span class="p">,</span> <span class="n">scope_params</span> <span class="o">+</span> <span class="n">scope_params</span><span class="p">)</span>
|
|
<a id="__codelineno-0-761" name="__codelineno-0-761"></a> <span class="k">return</span>
|
|
<a id="__codelineno-0-762" name="__codelineno-0-762"></a> <span class="n">cursor</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span>
|
|
<a id="__codelineno-0-763" name="__codelineno-0-763"></a> <span class="sa">f</span><span class="s2">"DELETE FROM </span><span class="si">{</span><span class="n">table</span><span class="si">}</span><span class="s2"> WHERE ROWID NOT IN"</span> <span class="c1"># noqa: S608</span>
|
|
<a id="__codelineno-0-764" name="__codelineno-0-764"></a> <span class="sa">f</span><span class="s2">" (SELECT </span><span class="si">{</span><span class="n">rowid_selector</span><span class="si">}</span><span class="s2">(ROWID) FROM </span><span class="si">{</span><span class="n">table</span><span class="si">}</span><span class="s2"> GROUP BY </span><span class="si">{</span><span class="n">ids_csv</span><span class="si">}</span><span class="s2">)"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-765" name="__codelineno-0-765"></a> <span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.drop_rate_compatibility_views" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">drop_rate_compatibility_views</span>
|
|
|
|
|
|
<a href="#mt5cli.history.drop_rate_compatibility_views" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">drop_rate_compatibility_views</span><span class="p">(</span><span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Drop all mt5cli-managed <code>rate_*</code> compatibility views.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-978">978</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-979">979</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-980">980</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-981">981</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-982">982</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-983">983</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-984">984</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-985">985</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-978" name="__codelineno-0-978"></a><span class="k">def</span><span class="w"> </span><span class="nf">drop_rate_compatibility_views</span><span class="p">(</span><span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-979" name="__codelineno-0-979"></a><span class="w"> </span><span class="sd">"""Drop all mt5cli-managed ``rate_*`` compatibility views."""</span>
|
|
<a id="__codelineno-0-980" name="__codelineno-0-980"></a> <span class="n">rows</span> <span class="o">=</span> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span>
|
|
<a id="__codelineno-0-981" name="__codelineno-0-981"></a> <span class="s2">"SELECT name FROM sqlite_master WHERE type = 'view' AND name GLOB 'rate_*'"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-982" name="__codelineno-0-982"></a> <span class="p">)</span><span class="o">.</span><span class="n">fetchall</span><span class="p">()</span>
|
|
<a id="__codelineno-0-983" name="__codelineno-0-983"></a> <span class="k">for</span> <span class="p">(</span><span class="n">view_name</span><span class="p">,)</span> <span class="ow">in</span> <span class="n">rows</span><span class="p">:</span>
|
|
<a id="__codelineno-0-984" name="__codelineno-0-984"></a> <span class="n">quoted_view_name</span> <span class="o">=</span> <span class="n">quote_sqlite_identifier</span><span class="p">(</span><span class="nb">str</span><span class="p">(</span><span class="n">view_name</span><span class="p">))</span>
|
|
<a id="__codelineno-0-985" name="__codelineno-0-985"></a> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="sa">f</span><span class="s2">"DROP VIEW IF EXISTS </span><span class="si">{</span><span class="n">quoted_view_name</span><span class="si">}</span><span class="s2">"</span><span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.filter_incremental_history_deals_frame" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">filter_incremental_history_deals_frame</span>
|
|
|
|
|
|
<a href="#mt5cli.history.filter_incremental_history_deals_frame" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">filter_incremental_history_deals_frame</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">frame</span><span class="p">:</span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">],</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">start_by_symbol</span><span class="p">:</span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">,</span> <span class="n"><span title="datetime.datetime">datetime</span></span><span class="p">],</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">account_event_start</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Filter incrementally fetched history_deals by symbol and event start times.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="pandas.DataFrame">DataFrame</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Rows for selected symbols at or after each symbol start, plus account</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="pandas.DataFrame">DataFrame</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>events at or after <code>account_event_start</code>.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-859">859</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-860">860</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-861">861</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-862">862</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-863">863</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-864">864</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-865">865</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-866">866</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-867">867</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-868">868</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-869">869</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-870">870</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-871">871</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-872">872</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-873">873</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-874">874</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-875">875</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-876">876</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-877">877</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-878">878</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-879">879</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-880">880</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-881">881</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-882">882</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-883">883</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-884">884</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-885">885</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-886">886</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-859" name="__codelineno-0-859"></a><span class="k">def</span><span class="w"> </span><span class="nf">filter_incremental_history_deals_frame</span><span class="p">(</span>
|
|
<a id="__codelineno-0-860" name="__codelineno-0-860"></a> <span class="n">frame</span><span class="p">:</span> <span class="n">pd</span><span class="o">.</span><span class="n">DataFrame</span><span class="p">,</span>
|
|
<a id="__codelineno-0-861" name="__codelineno-0-861"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
|
<a id="__codelineno-0-862" name="__codelineno-0-862"></a> <span class="n">start_by_symbol</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="nb">str</span><span class="p">,</span> <span class="n">datetime</span><span class="p">],</span>
|
|
<a id="__codelineno-0-863" name="__codelineno-0-863"></a> <span class="n">account_event_start</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
|
<a id="__codelineno-0-864" name="__codelineno-0-864"></a><span class="p">)</span> <span class="o">-></span> <span class="n">pd</span><span class="o">.</span><span class="n">DataFrame</span><span class="p">:</span>
|
|
<a id="__codelineno-0-865" name="__codelineno-0-865"></a><span class="w"> </span><span class="sd">"""Filter incrementally fetched history_deals by symbol and event start times.</span>
|
|
<a id="__codelineno-0-866" name="__codelineno-0-866"></a>
|
|
<a id="__codelineno-0-867" name="__codelineno-0-867"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-868" name="__codelineno-0-868"></a><span class="sd"> Rows for selected symbols at or after each symbol start, plus account</span>
|
|
<a id="__codelineno-0-869" name="__codelineno-0-869"></a><span class="sd"> events at or after ``account_event_start``.</span>
|
|
<a id="__codelineno-0-870" name="__codelineno-0-870"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-871" name="__codelineno-0-871"></a> <span class="k">if</span> <span class="n">frame</span><span class="o">.</span><span class="n">empty</span><span class="p">:</span>
|
|
<a id="__codelineno-0-872" name="__codelineno-0-872"></a> <span class="k">return</span> <span class="n">frame</span><span class="o">.</span><span class="n">copy</span><span class="p">()</span>
|
|
<a id="__codelineno-0-873" name="__codelineno-0-873"></a> <span class="n">parsed_times</span> <span class="o">=</span> <span class="n">_frame_parsed_times</span><span class="p">(</span><span class="n">frame</span><span class="p">)</span>
|
|
<a id="__codelineno-0-874" name="__codelineno-0-874"></a> <span class="n">time_valid</span> <span class="o">=</span> <span class="n">parsed_times</span><span class="o">.</span><span class="n">notna</span><span class="p">()</span>
|
|
<a id="__codelineno-0-875" name="__codelineno-0-875"></a> <span class="n">account_event_mask</span> <span class="o">=</span> <span class="n">_history_deals_account_event_mask</span><span class="p">(</span><span class="n">frame</span><span class="p">)</span>
|
|
<a id="__codelineno-0-876" name="__codelineno-0-876"></a> <span class="n">account_keep</span> <span class="o">=</span> <span class="n">account_event_mask</span> <span class="o">&</span> <span class="p">(</span><span class="n">parsed_times</span> <span class="o">>=</span> <span class="n">account_event_start</span><span class="p">)</span>
|
|
<a id="__codelineno-0-877" name="__codelineno-0-877"></a> <span class="n">trade_keep</span> <span class="o">=</span> <span class="n">pd</span><span class="o">.</span><span class="n">Series</span><span class="p">(</span><span class="n">data</span><span class="o">=</span><span class="kc">False</span><span class="p">,</span> <span class="n">index</span><span class="o">=</span><span class="n">frame</span><span class="o">.</span><span class="n">index</span><span class="p">)</span>
|
|
<a id="__codelineno-0-878" name="__codelineno-0-878"></a> <span class="k">if</span> <span class="s2">"symbol"</span> <span class="ow">in</span> <span class="n">frame</span><span class="o">.</span><span class="n">columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-879" name="__codelineno-0-879"></a> <span class="k">for</span> <span class="n">symbol</span> <span class="ow">in</span> <span class="n">symbols</span><span class="p">:</span>
|
|
<a id="__codelineno-0-880" name="__codelineno-0-880"></a> <span class="n">trade_keep</span> <span class="o">|=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-881" name="__codelineno-0-881"></a> <span class="p">(</span><span class="n">frame</span><span class="p">[</span><span class="s2">"symbol"</span><span class="p">]</span> <span class="o">==</span> <span class="n">symbol</span><span class="p">)</span>
|
|
<a id="__codelineno-0-882" name="__codelineno-0-882"></a> <span class="o">&</span> <span class="p">(</span><span class="n">parsed_times</span> <span class="o">>=</span> <span class="n">start_by_symbol</span><span class="p">[</span><span class="n">symbol</span><span class="p">])</span>
|
|
<a id="__codelineno-0-883" name="__codelineno-0-883"></a> <span class="o">&</span> <span class="o">~</span><span class="n">account_event_mask</span>
|
|
<a id="__codelineno-0-884" name="__codelineno-0-884"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-885" name="__codelineno-0-885"></a> <span class="n">keep</span> <span class="o">=</span> <span class="p">(</span><span class="n">account_keep</span> <span class="o">|</span> <span class="n">trade_keep</span><span class="p">)</span> <span class="o">&</span> <span class="n">time_valid</span>
|
|
<a id="__codelineno-0-886" name="__codelineno-0-886"></a> <span class="k">return</span> <span class="n">frame</span><span class="o">.</span><span class="n">loc</span><span class="p">[</span><span class="n">keep</span><span class="p">]</span><span class="o">.</span><span class="n">copy</span><span class="p">()</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.filter_trade_history_frame" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">filter_trade_history_frame</span>
|
|
|
|
|
|
<a href="#mt5cli.history.filter_trade_history_frame" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">filter_trade_history_frame</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">frame</span><span class="p">:</span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">],</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">include_account_events</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Filter trade history rows to selected symbols and account events.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="pandas.DataFrame">DataFrame</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Filtered history rows.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-889">889</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-890">890</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-891">891</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-892">892</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-893">893</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-894">894</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-895">895</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-896">896</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-897">897</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-898">898</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-899">899</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-900">900</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-901">901</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-902">902</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-903">903</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-904">904</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-905">905</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-906">906</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-889" name="__codelineno-0-889"></a><span class="k">def</span><span class="w"> </span><span class="nf">filter_trade_history_frame</span><span class="p">(</span>
|
|
<a id="__codelineno-0-890" name="__codelineno-0-890"></a> <span class="n">frame</span><span class="p">:</span> <span class="n">pd</span><span class="o">.</span><span class="n">DataFrame</span><span class="p">,</span>
|
|
<a id="__codelineno-0-891" name="__codelineno-0-891"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
|
<a id="__codelineno-0-892" name="__codelineno-0-892"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-893" name="__codelineno-0-893"></a> <span class="n">include_account_events</span><span class="p">:</span> <span class="nb">bool</span><span class="p">,</span>
|
|
<a id="__codelineno-0-894" name="__codelineno-0-894"></a><span class="p">)</span> <span class="o">-></span> <span class="n">pd</span><span class="o">.</span><span class="n">DataFrame</span><span class="p">:</span>
|
|
<a id="__codelineno-0-895" name="__codelineno-0-895"></a><span class="w"> </span><span class="sd">"""Filter trade history rows to selected symbols and account events.</span>
|
|
<a id="__codelineno-0-896" name="__codelineno-0-896"></a>
|
|
<a id="__codelineno-0-897" name="__codelineno-0-897"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-898" name="__codelineno-0-898"></a><span class="sd"> Filtered history rows.</span>
|
|
<a id="__codelineno-0-899" name="__codelineno-0-899"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-900" name="__codelineno-0-900"></a> <span class="k">if</span> <span class="s2">"symbol"</span> <span class="ow">not</span> <span class="ow">in</span> <span class="n">frame</span><span class="o">.</span><span class="n">columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-901" name="__codelineno-0-901"></a> <span class="k">return</span> <span class="n">frame</span>
|
|
<a id="__codelineno-0-902" name="__codelineno-0-902"></a> <span class="n">symbol_mask</span> <span class="o">=</span> <span class="n">frame</span><span class="p">[</span><span class="s2">"symbol"</span><span class="p">]</span><span class="o">.</span><span class="n">isin</span><span class="p">(</span><span class="n">symbols</span><span class="p">)</span>
|
|
<a id="__codelineno-0-903" name="__codelineno-0-903"></a> <span class="k">if</span> <span class="ow">not</span> <span class="n">include_account_events</span><span class="p">:</span>
|
|
<a id="__codelineno-0-904" name="__codelineno-0-904"></a> <span class="k">return</span> <span class="n">frame</span><span class="o">.</span><span class="n">loc</span><span class="p">[</span><span class="n">symbol_mask</span><span class="p">]</span><span class="o">.</span><span class="n">copy</span><span class="p">()</span>
|
|
<a id="__codelineno-0-905" name="__codelineno-0-905"></a> <span class="n">account_event_mask</span> <span class="o">=</span> <span class="n">_history_deals_account_event_mask</span><span class="p">(</span><span class="n">frame</span><span class="p">)</span>
|
|
<a id="__codelineno-0-906" name="__codelineno-0-906"></a> <span class="k">return</span> <span class="n">frame</span><span class="o">.</span><span class="n">loc</span><span class="p">[</span><span class="n">symbol_mask</span> <span class="o">|</span> <span class="n">account_event_mask</span><span class="p">]</span><span class="o">.</span><span class="n">copy</span><span class="p">()</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.get_history_deals_account_event_start_datetime" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">get_history_deals_account_event_start_datetime</span>
|
|
|
|
|
|
<a href="#mt5cli.history.get_history_deals_account_event_start_datetime" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">get_history_deals_account_event_start_datetime</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span> <span class="o">*</span><span class="p">,</span> <span class="n">fallback_start</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</span></span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="datetime.datetime">datetime</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return the next update start for account-level history_deals rows.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-521">521</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-522">522</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-523">523</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-524">524</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-525">525</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-526">526</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-527">527</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-528">528</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-529">529</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-530">530</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-531">531</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-532">532</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-533">533</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-534">534</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-535">535</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-536">536</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-537">537</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-538">538</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-539">539</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-540">540</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-541">541</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-521" name="__codelineno-0-521"></a><span class="k">def</span><span class="w"> </span><span class="nf">get_history_deals_account_event_start_datetime</span><span class="p">(</span>
|
|
<a id="__codelineno-0-522" name="__codelineno-0-522"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-523" name="__codelineno-0-523"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-524" name="__codelineno-0-524"></a> <span class="n">fallback_start</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
|
<a id="__codelineno-0-525" name="__codelineno-0-525"></a><span class="p">)</span> <span class="o">-></span> <span class="n">datetime</span><span class="p">:</span>
|
|
<a id="__codelineno-0-526" name="__codelineno-0-526"></a><span class="w"> </span><span class="sd">"""Return the next update start for account-level history_deals rows."""</span>
|
|
<a id="__codelineno-0-527" name="__codelineno-0-527"></a> <span class="n">table</span> <span class="o">=</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">history_deals</span><span class="o">.</span><span class="n">table_name</span>
|
|
<a id="__codelineno-0-528" name="__codelineno-0-528"></a> <span class="n">columns</span> <span class="o">=</span> <span class="n">get_table_columns</span><span class="p">(</span><span class="n">conn</span><span class="p">,</span> <span class="n">table</span><span class="p">)</span>
|
|
<a id="__codelineno-0-529" name="__codelineno-0-529"></a> <span class="k">if</span> <span class="s2">"time"</span> <span class="ow">not</span> <span class="ow">in</span> <span class="n">columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-530" name="__codelineno-0-530"></a> <span class="k">return</span> <span class="n">fallback_start</span>
|
|
<a id="__codelineno-0-531" name="__codelineno-0-531"></a> <span class="k">if</span> <span class="s2">"type"</span> <span class="ow">in</span> <span class="n">columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-532" name="__codelineno-0-532"></a> <span class="n">where_clause</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"type NOT IN </span><span class="si">{</span><span class="n">_TRADE_DEAL_TYPES_SQL</span><span class="si">}</span><span class="s2">"</span>
|
|
<a id="__codelineno-0-533" name="__codelineno-0-533"></a> <span class="k">elif</span> <span class="s2">"symbol"</span> <span class="ow">in</span> <span class="n">columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-534" name="__codelineno-0-534"></a> <span class="n">where_clause</span> <span class="o">=</span> <span class="s2">"symbol IS NULL OR symbol = ''"</span>
|
|
<a id="__codelineno-0-535" name="__codelineno-0-535"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-536" name="__codelineno-0-536"></a> <span class="k">return</span> <span class="n">fallback_start</span>
|
|
<a id="__codelineno-0-537" name="__codelineno-0-537"></a> <span class="n">row</span> <span class="o">=</span> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span>
|
|
<a id="__codelineno-0-538" name="__codelineno-0-538"></a> <span class="sa">f</span><span class="s2">"SELECT MAX(time) FROM </span><span class="si">{</span><span class="n">table</span><span class="si">}</span><span class="s2"> WHERE </span><span class="si">{</span><span class="n">where_clause</span><span class="si">}</span><span class="s2">"</span><span class="p">,</span> <span class="c1"># noqa: S608</span>
|
|
<a id="__codelineno-0-539" name="__codelineno-0-539"></a> <span class="p">)</span><span class="o">.</span><span class="n">fetchone</span><span class="p">()</span>
|
|
<a id="__codelineno-0-540" name="__codelineno-0-540"></a> <span class="n">parsed</span> <span class="o">=</span> <span class="n">parse_sqlite_timestamp</span><span class="p">(</span><span class="n">row</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span> <span class="k">if</span> <span class="n">row</span> <span class="k">else</span> <span class="kc">None</span><span class="p">)</span>
|
|
<a id="__codelineno-0-541" name="__codelineno-0-541"></a> <span class="k">return</span> <span class="n">parsed</span> <span class="k">if</span> <span class="n">parsed</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span> <span class="k">else</span> <span class="n">fallback_start</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.get_incremental_start_datetime" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">get_incremental_start_datetime</span>
|
|
|
|
|
|
<a href="#mt5cli.history.get_incremental_start_datetime" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">get_incremental_start_datetime</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">dataset</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">timeframe</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">fallback_start</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="datetime.datetime">datetime</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return the next update start datetime from existing MAX(time).</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-639">639</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-640">640</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-641">641</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-642">642</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-643">643</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-644">644</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-645">645</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-646">646</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-647">647</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-648">648</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-649">649</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-650">650</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-651">651</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-652">652</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-653">653</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-654">654</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-655">655</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-656">656</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-639" name="__codelineno-0-639"></a><span class="k">def</span><span class="w"> </span><span class="nf">get_incremental_start_datetime</span><span class="p">(</span>
|
|
<a id="__codelineno-0-640" name="__codelineno-0-640"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-641" name="__codelineno-0-641"></a> <span class="n">dataset</span><span class="p">:</span> <span class="n">Dataset</span><span class="p">,</span>
|
|
<a id="__codelineno-0-642" name="__codelineno-0-642"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-643" name="__codelineno-0-643"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-644" name="__codelineno-0-644"></a> <span class="n">timeframe</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-645" name="__codelineno-0-645"></a> <span class="n">fallback_start</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
|
<a id="__codelineno-0-646" name="__codelineno-0-646"></a><span class="p">)</span> <span class="o">-></span> <span class="n">datetime</span><span class="p">:</span>
|
|
<a id="__codelineno-0-647" name="__codelineno-0-647"></a><span class="w"> </span><span class="sd">"""Return the next update start datetime from existing MAX(time)."""</span>
|
|
<a id="__codelineno-0-648" name="__codelineno-0-648"></a> <span class="n">timeframes</span> <span class="o">=</span> <span class="p">[</span><span class="n">timeframe</span><span class="p">]</span> <span class="k">if</span> <span class="n">timeframe</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span> <span class="k">else</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-649" name="__codelineno-0-649"></a> <span class="n">starts</span> <span class="o">=</span> <span class="n">load_incremental_start_datetimes</span><span class="p">(</span>
|
|
<a id="__codelineno-0-650" name="__codelineno-0-650"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-651" name="__codelineno-0-651"></a> <span class="n">dataset</span><span class="p">,</span>
|
|
<a id="__codelineno-0-652" name="__codelineno-0-652"></a> <span class="n">symbols</span><span class="o">=</span><span class="p">[</span><span class="n">symbol</span><span class="p">],</span>
|
|
<a id="__codelineno-0-653" name="__codelineno-0-653"></a> <span class="n">timeframes</span><span class="o">=</span><span class="n">timeframes</span><span class="p">,</span>
|
|
<a id="__codelineno-0-654" name="__codelineno-0-654"></a> <span class="n">fallback_start</span><span class="o">=</span><span class="n">fallback_start</span><span class="p">,</span>
|
|
<a id="__codelineno-0-655" name="__codelineno-0-655"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-656" name="__codelineno-0-656"></a> <span class="k">return</span> <span class="n">starts</span><span class="p">[</span><span class="n">symbol</span><span class="p">,</span> <span class="n">timeframe</span><span class="p">]</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.get_table_columns" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">get_table_columns</span>
|
|
|
|
|
|
<a href="#mt5cli.history.get_table_columns" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">get_table_columns</span><span class="p">(</span><span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span> <span class="n">table</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return existing SQLite columns for a table.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-485">485</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-486">486</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-487">487</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-488">488</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-489">489</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-485" name="__codelineno-0-485"></a><span class="k">def</span><span class="w"> </span><span class="nf">get_table_columns</span><span class="p">(</span><span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span> <span class="n">table</span><span class="p">:</span> <span class="nb">str</span><span class="p">)</span> <span class="o">-></span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-486" name="__codelineno-0-486"></a><span class="w"> </span><span class="sd">"""Return existing SQLite columns for a table."""</span>
|
|
<a id="__codelineno-0-487" name="__codelineno-0-487"></a> <span class="n">quoted_table</span> <span class="o">=</span> <span class="n">quote_sqlite_identifier</span><span class="p">(</span><span class="n">table</span><span class="p">)</span>
|
|
<a id="__codelineno-0-488" name="__codelineno-0-488"></a> <span class="n">rows</span> <span class="o">=</span> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="sa">f</span><span class="s2">"PRAGMA table_info(</span><span class="si">{</span><span class="n">quoted_table</span><span class="si">}</span><span class="s2">)"</span><span class="p">)</span><span class="o">.</span><span class="n">fetchall</span><span class="p">()</span>
|
|
<a id="__codelineno-0-489" name="__codelineno-0-489"></a> <span class="k">return</span> <span class="p">{</span><span class="nb">str</span><span class="p">(</span><span class="n">row</span><span class="p">[</span><span class="mi">1</span><span class="p">])</span> <span class="k">for</span> <span class="n">row</span> <span class="ow">in</span> <span class="n">rows</span><span class="p">}</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.load_incremental_start_datetimes" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">load_incremental_start_datetimes</span>
|
|
|
|
|
|
<a href="#mt5cli.history.load_incremental_start_datetimes" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">load_incremental_start_datetimes</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">dataset</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">],</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">timeframes</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><span title="int">int</span></span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">fallback_start</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><span title="tuple">tuple</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">,</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="kc">None</span><span class="p">],</span> <span class="n"><span title="datetime.datetime">datetime</span></span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return next update start datetimes keyed by symbol and optional timeframe.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-563">563</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-564">564</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-565">565</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-566">566</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-567">567</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-568">568</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-569">569</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-570">570</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-571">571</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-572">572</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-573">573</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-574">574</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-575">575</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-576">576</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-577">577</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-578">578</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-579">579</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-580">580</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-581">581</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-582">582</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-583">583</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-584">584</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-585">585</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-586">586</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-587">587</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-588">588</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-589">589</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-590">590</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-591">591</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-592">592</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-593">593</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-594">594</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-595">595</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-596">596</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-597">597</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-598">598</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-599">599</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-600">600</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-601">601</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-602">602</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-603">603</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-604">604</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-605">605</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-606">606</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-607">607</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-608">608</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-609">609</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-610">610</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-611">611</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-612">612</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-613">613</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-614">614</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-615">615</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-616">616</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-617">617</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-618">618</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-619">619</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-620">620</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-621">621</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-622">622</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-623">623</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-624">624</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-625">625</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-626">626</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-627">627</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-628">628</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-629">629</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-630">630</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-631">631</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-632">632</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-633">633</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-634">634</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-635">635</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-636">636</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-563" name="__codelineno-0-563"></a><span class="k">def</span><span class="w"> </span><span class="nf">load_incremental_start_datetimes</span><span class="p">(</span>
|
|
<a id="__codelineno-0-564" name="__codelineno-0-564"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-565" name="__codelineno-0-565"></a> <span class="n">dataset</span><span class="p">:</span> <span class="n">Dataset</span><span class="p">,</span>
|
|
<a id="__codelineno-0-566" name="__codelineno-0-566"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-567" name="__codelineno-0-567"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
|
<a id="__codelineno-0-568" name="__codelineno-0-568"></a> <span class="n">timeframes</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">int</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-569" name="__codelineno-0-569"></a> <span class="n">fallback_start</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
|
<a id="__codelineno-0-570" name="__codelineno-0-570"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">dict</span><span class="p">[</span><span class="nb">tuple</span><span class="p">[</span><span class="nb">str</span><span class="p">,</span> <span class="nb">int</span> <span class="o">|</span> <span class="kc">None</span><span class="p">],</span> <span class="n">datetime</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-571" name="__codelineno-0-571"></a><span class="w"> </span><span class="sd">"""Return next update start datetimes keyed by symbol and optional timeframe."""</span>
|
|
<a id="__codelineno-0-572" name="__codelineno-0-572"></a> <span class="n">table</span> <span class="o">=</span> <span class="n">dataset</span><span class="o">.</span><span class="n">table_name</span>
|
|
<a id="__codelineno-0-573" name="__codelineno-0-573"></a> <span class="n">columns</span> <span class="o">=</span> <span class="n">get_table_columns</span><span class="p">(</span><span class="n">conn</span><span class="p">,</span> <span class="n">table</span><span class="p">)</span>
|
|
<a id="__codelineno-0-574" name="__codelineno-0-574"></a> <span class="k">if</span> <span class="n">dataset</span> <span class="ow">is</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">rates</span> <span class="ow">and</span> <span class="n">columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-575" name="__codelineno-0-575"></a> <span class="n">_validate_rates_schema</span><span class="p">(</span><span class="n">columns</span><span class="p">)</span>
|
|
<a id="__codelineno-0-576" name="__codelineno-0-576"></a>
|
|
<a id="__codelineno-0-577" name="__codelineno-0-577"></a> <span class="k">if</span> <span class="s2">"time"</span> <span class="ow">not</span> <span class="ow">in</span> <span class="n">columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-578" name="__codelineno-0-578"></a> <span class="k">if</span> <span class="n">dataset</span> <span class="ow">is</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">rates</span> <span class="ow">and</span> <span class="n">timeframes</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-579" name="__codelineno-0-579"></a> <span class="k">return</span> <span class="p">{</span>
|
|
<a id="__codelineno-0-580" name="__codelineno-0-580"></a> <span class="p">(</span><span class="n">symbol</span><span class="p">,</span> <span class="n">timeframe</span><span class="p">):</span> <span class="n">fallback_start</span>
|
|
<a id="__codelineno-0-581" name="__codelineno-0-581"></a> <span class="k">for</span> <span class="n">symbol</span> <span class="ow">in</span> <span class="n">symbols</span>
|
|
<a id="__codelineno-0-582" name="__codelineno-0-582"></a> <span class="k">for</span> <span class="n">timeframe</span> <span class="ow">in</span> <span class="n">timeframes</span>
|
|
<a id="__codelineno-0-583" name="__codelineno-0-583"></a> <span class="p">}</span>
|
|
<a id="__codelineno-0-584" name="__codelineno-0-584"></a> <span class="k">return</span> <span class="p">{(</span><span class="n">symbol</span><span class="p">,</span> <span class="kc">None</span><span class="p">):</span> <span class="n">fallback_start</span> <span class="k">for</span> <span class="n">symbol</span> <span class="ow">in</span> <span class="n">symbols</span><span class="p">}</span>
|
|
<a id="__codelineno-0-585" name="__codelineno-0-585"></a>
|
|
<a id="__codelineno-0-586" name="__codelineno-0-586"></a> <span class="n">parsed_by_key</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="nb">tuple</span><span class="p">[</span><span class="nb">str</span><span class="p">,</span> <span class="nb">int</span> <span class="o">|</span> <span class="kc">None</span><span class="p">],</span> <span class="n">datetime</span><span class="p">]</span> <span class="o">=</span> <span class="p">{}</span>
|
|
<a id="__codelineno-0-587" name="__codelineno-0-587"></a> <span class="k">if</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-588" name="__codelineno-0-588"></a> <span class="n">dataset</span> <span class="ow">is</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">rates</span>
|
|
<a id="__codelineno-0-589" name="__codelineno-0-589"></a> <span class="ow">and</span> <span class="n">timeframes</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-590" name="__codelineno-0-590"></a> <span class="ow">and</span> <span class="p">{</span><span class="s2">"symbol"</span><span class="p">,</span> <span class="s2">"timeframe"</span><span class="p">}</span><span class="o">.</span><span class="n">issubset</span><span class="p">(</span><span class="n">columns</span><span class="p">)</span>
|
|
<a id="__codelineno-0-591" name="__codelineno-0-591"></a> <span class="p">):</span>
|
|
<a id="__codelineno-0-592" name="__codelineno-0-592"></a> <span class="n">symbol_placeholders</span> <span class="o">=</span> <span class="s2">", "</span><span class="o">.</span><span class="n">join</span><span class="p">(</span><span class="s2">"?"</span> <span class="k">for</span> <span class="n">_</span> <span class="ow">in</span> <span class="n">symbols</span><span class="p">)</span>
|
|
<a id="__codelineno-0-593" name="__codelineno-0-593"></a> <span class="n">timeframe_placeholders</span> <span class="o">=</span> <span class="s2">", "</span><span class="o">.</span><span class="n">join</span><span class="p">(</span><span class="s2">"?"</span> <span class="k">for</span> <span class="n">_</span> <span class="ow">in</span> <span class="n">timeframes</span><span class="p">)</span>
|
|
<a id="__codelineno-0-594" name="__codelineno-0-594"></a> <span class="n">grouped_rates_query</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-595" name="__codelineno-0-595"></a> <span class="s2">"SELECT symbol, timeframe, MAX(time) FROM "</span> <span class="c1"># noqa: S608</span>
|
|
<a id="__codelineno-0-596" name="__codelineno-0-596"></a> <span class="sa">f</span><span class="s2">"</span><span class="si">{</span><span class="n">table</span><span class="si">}</span><span class="s2"> WHERE symbol IN (</span><span class="si">{</span><span class="n">symbol_placeholders</span><span class="si">}</span><span class="s2">)"</span>
|
|
<a id="__codelineno-0-597" name="__codelineno-0-597"></a> <span class="sa">f</span><span class="s2">" AND timeframe IN (</span><span class="si">{</span><span class="n">timeframe_placeholders</span><span class="si">}</span><span class="s2">)"</span>
|
|
<a id="__codelineno-0-598" name="__codelineno-0-598"></a> <span class="s2">" GROUP BY symbol, timeframe"</span>
|
|
<a id="__codelineno-0-599" name="__codelineno-0-599"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-600" name="__codelineno-0-600"></a> <span class="n">rows</span> <span class="o">=</span> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span>
|
|
<a id="__codelineno-0-601" name="__codelineno-0-601"></a> <span class="n">grouped_rates_query</span><span class="p">,</span>
|
|
<a id="__codelineno-0-602" name="__codelineno-0-602"></a> <span class="p">[</span><span class="o">*</span><span class="n">symbols</span><span class="p">,</span> <span class="o">*</span><span class="n">timeframes</span><span class="p">],</span>
|
|
<a id="__codelineno-0-603" name="__codelineno-0-603"></a> <span class="p">)</span><span class="o">.</span><span class="n">fetchall</span><span class="p">()</span>
|
|
<a id="__codelineno-0-604" name="__codelineno-0-604"></a> <span class="k">for</span> <span class="n">row_symbol</span><span class="p">,</span> <span class="n">row_timeframe</span><span class="p">,</span> <span class="n">max_time</span> <span class="ow">in</span> <span class="n">rows</span><span class="p">:</span>
|
|
<a id="__codelineno-0-605" name="__codelineno-0-605"></a> <span class="n">parsed</span> <span class="o">=</span> <span class="n">parse_sqlite_timestamp</span><span class="p">(</span><span class="n">max_time</span><span class="p">)</span>
|
|
<a id="__codelineno-0-606" name="__codelineno-0-606"></a> <span class="k">if</span> <span class="n">parsed</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-607" name="__codelineno-0-607"></a> <span class="n">parsed_by_key</span><span class="p">[</span><span class="nb">str</span><span class="p">(</span><span class="n">row_symbol</span><span class="p">),</span> <span class="nb">int</span><span class="p">(</span><span class="n">row_timeframe</span><span class="p">)]</span> <span class="o">=</span> <span class="n">parsed</span>
|
|
<a id="__codelineno-0-608" name="__codelineno-0-608"></a> <span class="k">return</span> <span class="p">{</span>
|
|
<a id="__codelineno-0-609" name="__codelineno-0-609"></a> <span class="p">(</span><span class="n">symbol</span><span class="p">,</span> <span class="n">timeframe</span><span class="p">):</span> <span class="n">parsed_by_key</span><span class="o">.</span><span class="n">get</span><span class="p">(</span>
|
|
<a id="__codelineno-0-610" name="__codelineno-0-610"></a> <span class="p">(</span><span class="n">symbol</span><span class="p">,</span> <span class="n">timeframe</span><span class="p">),</span>
|
|
<a id="__codelineno-0-611" name="__codelineno-0-611"></a> <span class="n">fallback_start</span><span class="p">,</span>
|
|
<a id="__codelineno-0-612" name="__codelineno-0-612"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-613" name="__codelineno-0-613"></a> <span class="k">for</span> <span class="n">symbol</span> <span class="ow">in</span> <span class="n">symbols</span>
|
|
<a id="__codelineno-0-614" name="__codelineno-0-614"></a> <span class="k">for</span> <span class="n">timeframe</span> <span class="ow">in</span> <span class="n">timeframes</span>
|
|
<a id="__codelineno-0-615" name="__codelineno-0-615"></a> <span class="p">}</span>
|
|
<a id="__codelineno-0-616" name="__codelineno-0-616"></a>
|
|
<a id="__codelineno-0-617" name="__codelineno-0-617"></a> <span class="k">if</span> <span class="s2">"symbol"</span> <span class="ow">in</span> <span class="n">columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-618" name="__codelineno-0-618"></a> <span class="n">symbol_placeholders</span> <span class="o">=</span> <span class="s2">", "</span><span class="o">.</span><span class="n">join</span><span class="p">(</span><span class="s2">"?"</span> <span class="k">for</span> <span class="n">_</span> <span class="ow">in</span> <span class="n">symbols</span><span class="p">)</span>
|
|
<a id="__codelineno-0-619" name="__codelineno-0-619"></a> <span class="n">rows</span> <span class="o">=</span> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span>
|
|
<a id="__codelineno-0-620" name="__codelineno-0-620"></a> <span class="sa">f</span><span class="s2">"SELECT symbol, MAX(time) FROM </span><span class="si">{</span><span class="n">table</span><span class="si">}</span><span class="s2">"</span> <span class="c1"># noqa: S608</span>
|
|
<a id="__codelineno-0-621" name="__codelineno-0-621"></a> <span class="sa">f</span><span class="s2">" WHERE symbol IN (</span><span class="si">{</span><span class="n">symbol_placeholders</span><span class="si">}</span><span class="s2">) GROUP BY symbol"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-622" name="__codelineno-0-622"></a> <span class="nb">list</span><span class="p">(</span><span class="n">symbols</span><span class="p">),</span>
|
|
<a id="__codelineno-0-623" name="__codelineno-0-623"></a> <span class="p">)</span><span class="o">.</span><span class="n">fetchall</span><span class="p">()</span>
|
|
<a id="__codelineno-0-624" name="__codelineno-0-624"></a> <span class="k">for</span> <span class="n">row_symbol</span><span class="p">,</span> <span class="n">max_time</span> <span class="ow">in</span> <span class="n">rows</span><span class="p">:</span>
|
|
<a id="__codelineno-0-625" name="__codelineno-0-625"></a> <span class="n">parsed</span> <span class="o">=</span> <span class="n">parse_sqlite_timestamp</span><span class="p">(</span><span class="n">max_time</span><span class="p">)</span>
|
|
<a id="__codelineno-0-626" name="__codelineno-0-626"></a> <span class="k">if</span> <span class="n">parsed</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-627" name="__codelineno-0-627"></a> <span class="n">parsed_by_key</span><span class="p">[</span><span class="nb">str</span><span class="p">(</span><span class="n">row_symbol</span><span class="p">),</span> <span class="kc">None</span><span class="p">]</span> <span class="o">=</span> <span class="n">parsed</span>
|
|
<a id="__codelineno-0-628" name="__codelineno-0-628"></a> <span class="k">return</span> <span class="p">{</span>
|
|
<a id="__codelineno-0-629" name="__codelineno-0-629"></a> <span class="p">(</span><span class="n">symbol</span><span class="p">,</span> <span class="kc">None</span><span class="p">):</span> <span class="n">parsed_by_key</span><span class="o">.</span><span class="n">get</span><span class="p">((</span><span class="n">symbol</span><span class="p">,</span> <span class="kc">None</span><span class="p">),</span> <span class="n">fallback_start</span><span class="p">)</span>
|
|
<a id="__codelineno-0-630" name="__codelineno-0-630"></a> <span class="k">for</span> <span class="n">symbol</span> <span class="ow">in</span> <span class="n">symbols</span>
|
|
<a id="__codelineno-0-631" name="__codelineno-0-631"></a> <span class="p">}</span>
|
|
<a id="__codelineno-0-632" name="__codelineno-0-632"></a>
|
|
<a id="__codelineno-0-633" name="__codelineno-0-633"></a> <span class="n">row</span> <span class="o">=</span> <span class="n">conn</span><span class="o">.</span><span class="n">execute</span><span class="p">(</span><span class="sa">f</span><span class="s2">"SELECT MAX(time) FROM </span><span class="si">{</span><span class="n">table</span><span class="si">}</span><span class="s2">"</span><span class="p">)</span><span class="o">.</span><span class="n">fetchone</span><span class="p">()</span> <span class="c1"># noqa: S608</span>
|
|
<a id="__codelineno-0-634" name="__codelineno-0-634"></a> <span class="n">parsed</span> <span class="o">=</span> <span class="n">parse_sqlite_timestamp</span><span class="p">(</span><span class="n">row</span><span class="p">[</span><span class="mi">0</span><span class="p">]</span> <span class="k">if</span> <span class="n">row</span> <span class="k">else</span> <span class="kc">None</span><span class="p">)</span>
|
|
<a id="__codelineno-0-635" name="__codelineno-0-635"></a> <span class="n">shared_start</span> <span class="o">=</span> <span class="n">parsed</span> <span class="k">if</span> <span class="n">parsed</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span> <span class="k">else</span> <span class="n">fallback_start</span>
|
|
<a id="__codelineno-0-636" name="__codelineno-0-636"></a> <span class="k">return</span> <span class="p">{(</span><span class="n">symbol</span><span class="p">,</span> <span class="kc">None</span><span class="p">):</span> <span class="n">shared_start</span> <span class="k">for</span> <span class="n">symbol</span> <span class="ow">in</span> <span class="n">symbols</span><span class="p">}</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.load_rate_data" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">load_rate_data</span>
|
|
|
|
|
|
<a href="#mt5cli.history.load_rate_data" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">load_rate_data</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">table</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">count</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Load rate-like data from a SQLite database path or connection.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>conn_or_path</code>
|
|
</td>
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>SQLite database path or open connection.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>table</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Source table or view name.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>count</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="int">int</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional number of most recent rows to load.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="pandas.DataFrame">DataFrame</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>DataFrame indexed by ascending <code>time</code>.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-258">258</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-259">259</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-260">260</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-261">261</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-262">262</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-263">263</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-264">264</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-265">265</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-266">266</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-267">267</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-268">268</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-269">269</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-270">270</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-271">271</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-272">272</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-273">273</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-274">274</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-275">275</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-276">276</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-277">277</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-278">278</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-279">279</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-258" name="__codelineno-0-258"></a><span class="k">def</span><span class="w"> </span><span class="nf">load_rate_data</span><span class="p">(</span>
|
|
<a id="__codelineno-0-259" name="__codelineno-0-259"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n">SqliteConnOrPath</span><span class="p">,</span>
|
|
<a id="__codelineno-0-260" name="__codelineno-0-260"></a> <span class="n">table</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-261" name="__codelineno-0-261"></a> <span class="n">count</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-262" name="__codelineno-0-262"></a><span class="p">)</span> <span class="o">-></span> <span class="n">pd</span><span class="o">.</span><span class="n">DataFrame</span><span class="p">:</span>
|
|
<a id="__codelineno-0-263" name="__codelineno-0-263"></a><span class="w"> </span><span class="sd">"""Load rate-like data from a SQLite database path or connection.</span>
|
|
<a id="__codelineno-0-264" name="__codelineno-0-264"></a>
|
|
<a id="__codelineno-0-265" name="__codelineno-0-265"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-266" name="__codelineno-0-266"></a><span class="sd"> conn_or_path: SQLite database path or open connection.</span>
|
|
<a id="__codelineno-0-267" name="__codelineno-0-267"></a><span class="sd"> table: Source table or view name.</span>
|
|
<a id="__codelineno-0-268" name="__codelineno-0-268"></a><span class="sd"> count: Optional number of most recent rows to load.</span>
|
|
<a id="__codelineno-0-269" name="__codelineno-0-269"></a>
|
|
<a id="__codelineno-0-270" name="__codelineno-0-270"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-271" name="__codelineno-0-271"></a><span class="sd"> DataFrame indexed by ascending ``time``.</span>
|
|
<a id="__codelineno-0-272" name="__codelineno-0-272"></a>
|
|
<a id="__codelineno-0-273" name="__codelineno-0-273"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-274" name="__codelineno-0-274"></a> <span class="n">conn</span><span class="p">,</span> <span class="n">should_close</span> <span class="o">=</span> <span class="n">_open_existing_sqlite_database</span><span class="p">(</span><span class="n">conn_or_path</span><span class="p">)</span>
|
|
<a id="__codelineno-0-275" name="__codelineno-0-275"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-276" name="__codelineno-0-276"></a> <span class="k">return</span> <span class="n">load_rate_data_from_connection</span><span class="p">(</span><span class="n">conn</span><span class="p">,</span> <span class="n">table</span><span class="p">,</span> <span class="n">count</span><span class="o">=</span><span class="n">count</span><span class="p">)</span>
|
|
<a id="__codelineno-0-277" name="__codelineno-0-277"></a> <span class="k">finally</span><span class="p">:</span>
|
|
<a id="__codelineno-0-278" name="__codelineno-0-278"></a> <span class="k">if</span> <span class="n">should_close</span><span class="p">:</span>
|
|
<a id="__codelineno-0-279" name="__codelineno-0-279"></a> <span class="n">conn</span><span class="o">.</span><span class="n">close</span><span class="p">()</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.load_rate_data_from_connection" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">load_rate_data_from_connection</span>
|
|
|
|
|
|
<a href="#mt5cli.history.load_rate_data_from_connection" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">load_rate_data_from_connection</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">connection</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">table</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">count</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Load rate-like data from a SQLite table or view.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>connection</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="sqlite3.Connection">Connection</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Open SQLite connection.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>table</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Source table or view name.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>count</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="int">int</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Optional number of most recent rows to load.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>None</code>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="pandas.DataFrame">DataFrame</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>DataFrame indexed by ascending <code>time</code>.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Raises:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="ValueError">ValueError</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If inputs, schema, timestamps are invalid, or the table
|
|
or view contains no rows.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-212">212</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-213">213</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-214">214</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-215">215</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-216">216</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-217">217</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-218">218</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-219">219</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-220">220</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-221">221</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-222">222</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-223">223</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-224">224</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-225">225</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-226">226</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-227">227</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-228">228</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-229">229</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-230">230</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-231">231</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-232">232</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-233">233</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-234">234</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-235">235</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-236">236</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-237">237</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-238">238</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-239">239</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-240">240</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-241">241</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-242">242</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-243">243</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-244">244</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-245">245</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-246">246</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-247">247</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-248">248</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-249">249</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-250">250</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-251">251</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-252">252</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-253">253</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-254">254</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-255">255</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-212" name="__codelineno-0-212"></a><span class="k">def</span><span class="w"> </span><span class="nf">load_rate_data_from_connection</span><span class="p">(</span>
|
|
<a id="__codelineno-0-213" name="__codelineno-0-213"></a> <span class="n">connection</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-214" name="__codelineno-0-214"></a> <span class="n">table</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-215" name="__codelineno-0-215"></a> <span class="n">count</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="kc">None</span> <span class="o">=</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-216" name="__codelineno-0-216"></a><span class="p">)</span> <span class="o">-></span> <span class="n">pd</span><span class="o">.</span><span class="n">DataFrame</span><span class="p">:</span>
|
|
<a id="__codelineno-0-217" name="__codelineno-0-217"></a><span class="w"> </span><span class="sd">"""Load rate-like data from a SQLite table or view.</span>
|
|
<a id="__codelineno-0-218" name="__codelineno-0-218"></a>
|
|
<a id="__codelineno-0-219" name="__codelineno-0-219"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-220" name="__codelineno-0-220"></a><span class="sd"> connection: Open SQLite connection.</span>
|
|
<a id="__codelineno-0-221" name="__codelineno-0-221"></a><span class="sd"> table: Source table or view name.</span>
|
|
<a id="__codelineno-0-222" name="__codelineno-0-222"></a><span class="sd"> count: Optional number of most recent rows to load.</span>
|
|
<a id="__codelineno-0-223" name="__codelineno-0-223"></a>
|
|
<a id="__codelineno-0-224" name="__codelineno-0-224"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-225" name="__codelineno-0-225"></a><span class="sd"> DataFrame indexed by ascending ``time``.</span>
|
|
<a id="__codelineno-0-226" name="__codelineno-0-226"></a>
|
|
<a id="__codelineno-0-227" name="__codelineno-0-227"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-228" name="__codelineno-0-228"></a><span class="sd"> ValueError: If inputs, schema, timestamps are invalid, or the table</span>
|
|
<a id="__codelineno-0-229" name="__codelineno-0-229"></a><span class="sd"> or view contains no rows.</span>
|
|
<a id="__codelineno-0-230" name="__codelineno-0-230"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-231" name="__codelineno-0-231"></a> <span class="n">table_name</span> <span class="o">=</span> <span class="n">_validate_rate_load_request</span><span class="p">(</span><span class="n">table</span><span class="p">,</span> <span class="n">count</span><span class="p">)</span>
|
|
<a id="__codelineno-0-232" name="__codelineno-0-232"></a> <span class="n">columns</span> <span class="o">=</span> <span class="n">get_table_columns</span><span class="p">(</span><span class="n">connection</span><span class="p">,</span> <span class="n">table_name</span><span class="p">)</span>
|
|
<a id="__codelineno-0-233" name="__codelineno-0-233"></a> <span class="n">_ensure_rate_columns</span><span class="p">(</span><span class="n">columns</span><span class="p">,</span> <span class="n">table_name</span><span class="p">)</span>
|
|
<a id="__codelineno-0-234" name="__codelineno-0-234"></a> <span class="n">quoted_table</span> <span class="o">=</span> <span class="n">quote_sqlite_identifier</span><span class="p">(</span><span class="n">table_name</span><span class="p">)</span>
|
|
<a id="__codelineno-0-235" name="__codelineno-0-235"></a> <span class="k">if</span> <span class="n">count</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-236" name="__codelineno-0-236"></a> <span class="n">frame</span> <span class="o">=</span> <span class="n">cast</span><span class="p">(</span>
|
|
<a id="__codelineno-0-237" name="__codelineno-0-237"></a> <span class="s2">"pd.DataFrame"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-238" name="__codelineno-0-238"></a> <span class="n">pd</span><span class="o">.</span><span class="n">read_sql_query</span><span class="p">(</span> <span class="c1"># type: ignore[reportUnknownMemberType]</span>
|
|
<a id="__codelineno-0-239" name="__codelineno-0-239"></a> <span class="sa">f</span><span class="s2">"SELECT * FROM </span><span class="si">{</span><span class="n">quoted_table</span><span class="si">}</span><span class="s2"> ORDER BY time ASC"</span><span class="p">,</span> <span class="c1"># noqa: S608</span>
|
|
<a id="__codelineno-0-240" name="__codelineno-0-240"></a> <span class="n">connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-241" name="__codelineno-0-241"></a> <span class="p">),</span>
|
|
<a id="__codelineno-0-242" name="__codelineno-0-242"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-243" name="__codelineno-0-243"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-244" name="__codelineno-0-244"></a> <span class="n">frame</span> <span class="o">=</span> <span class="n">cast</span><span class="p">(</span>
|
|
<a id="__codelineno-0-245" name="__codelineno-0-245"></a> <span class="s2">"pd.DataFrame"</span><span class="p">,</span>
|
|
<a id="__codelineno-0-246" name="__codelineno-0-246"></a> <span class="n">pd</span><span class="o">.</span><span class="n">read_sql_query</span><span class="p">(</span> <span class="c1"># type: ignore[reportUnknownMemberType]</span>
|
|
<a id="__codelineno-0-247" name="__codelineno-0-247"></a> <span class="sa">f</span><span class="s2">"SELECT * FROM </span><span class="si">{</span><span class="n">quoted_table</span><span class="si">}</span><span class="s2"> ORDER BY time DESC LIMIT ?"</span><span class="p">,</span> <span class="c1"># noqa: S608</span>
|
|
<a id="__codelineno-0-248" name="__codelineno-0-248"></a> <span class="n">connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-249" name="__codelineno-0-249"></a> <span class="n">params</span><span class="o">=</span><span class="p">(</span><span class="n">count</span><span class="p">,),</span>
|
|
<a id="__codelineno-0-250" name="__codelineno-0-250"></a> <span class="p">),</span>
|
|
<a id="__codelineno-0-251" name="__codelineno-0-251"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-252" name="__codelineno-0-252"></a> <span class="k">if</span> <span class="n">frame</span><span class="o">.</span><span class="n">empty</span><span class="p">:</span>
|
|
<a id="__codelineno-0-253" name="__codelineno-0-253"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"SQLite table or view </span><span class="si">{</span><span class="n">table_name</span><span class="si">!r}</span><span class="s2"> contains no rows."</span>
|
|
<a id="__codelineno-0-254" name="__codelineno-0-254"></a> <span class="k">raise</span> <span class="ne">ValueError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-255" name="__codelineno-0-255"></a> <span class="k">return</span> <span class="n">_parse_rate_time_index</span><span class="p">(</span><span class="n">frame</span><span class="p">,</span> <span class="n">table_name</span><span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.parse_sqlite_timestamp" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">parse_sqlite_timestamp</span>
|
|
|
|
|
|
<a href="#mt5cli.history.parse_sqlite_timestamp" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">parse_sqlite_timestamp</span><span class="p">(</span><span class="n">value</span><span class="p">:</span> <span class="n"><span title="object">object</span></span><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="datetime.datetime">datetime</span></span> <span class="o">|</span> <span class="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Parse a SQLite history timestamp value.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="datetime.datetime">datetime</span> | None</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Parsed timezone-aware datetime, or None when parsing fails.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-503">503</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-504">504</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-505">505</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-506">506</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-507">507</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-508">508</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-509">509</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-510">510</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-511">511</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-512">512</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-513">513</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-514">514</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-515">515</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-516">516</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-517">517</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-518">518</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-503" name="__codelineno-0-503"></a><span class="k">def</span><span class="w"> </span><span class="nf">parse_sqlite_timestamp</span><span class="p">(</span><span class="n">value</span><span class="p">:</span> <span class="nb">object</span><span class="p">)</span> <span class="o">-></span> <span class="n">datetime</span> <span class="o">|</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-504" name="__codelineno-0-504"></a><span class="w"> </span><span class="sd">"""Parse a SQLite history timestamp value.</span>
|
|
<a id="__codelineno-0-505" name="__codelineno-0-505"></a>
|
|
<a id="__codelineno-0-506" name="__codelineno-0-506"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-507" name="__codelineno-0-507"></a><span class="sd"> Parsed timezone-aware datetime, or None when parsing fails.</span>
|
|
<a id="__codelineno-0-508" name="__codelineno-0-508"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-509" name="__codelineno-0-509"></a> <span class="k">if</span> <span class="n">value</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-510" name="__codelineno-0-510"></a> <span class="k">return</span> <span class="kc">None</span>
|
|
<a id="__codelineno-0-511" name="__codelineno-0-511"></a> <span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">value</span><span class="p">,</span> <span class="n">datetime</span><span class="p">):</span>
|
|
<a id="__codelineno-0-512" name="__codelineno-0-512"></a> <span class="k">return</span> <span class="n">value</span> <span class="k">if</span> <span class="n">value</span><span class="o">.</span><span class="n">tzinfo</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span> <span class="k">else</span> <span class="n">value</span><span class="o">.</span><span class="n">replace</span><span class="p">(</span><span class="n">tzinfo</span><span class="o">=</span><span class="n">UTC</span><span class="p">)</span>
|
|
<a id="__codelineno-0-513" name="__codelineno-0-513"></a> <span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">value</span><span class="p">,</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">float</span><span class="p">):</span>
|
|
<a id="__codelineno-0-514" name="__codelineno-0-514"></a> <span class="k">return</span> <span class="n">datetime</span><span class="o">.</span><span class="n">fromtimestamp</span><span class="p">(</span><span class="nb">float</span><span class="p">(</span><span class="n">value</span><span class="p">),</span> <span class="n">tz</span><span class="o">=</span><span class="n">UTC</span><span class="p">)</span>
|
|
<a id="__codelineno-0-515" name="__codelineno-0-515"></a> <span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">value</span><span class="p">,</span> <span class="nb">str</span><span class="p">):</span>
|
|
<a id="__codelineno-0-516" name="__codelineno-0-516"></a> <span class="k">return</span> <span class="n">_parse_string_sqlite_timestamp</span><span class="p">(</span><span class="n">value</span><span class="p">)</span>
|
|
<a id="__codelineno-0-517" name="__codelineno-0-517"></a> <span class="n">logger</span><span class="o">.</span><span class="n">warning</span><span class="p">(</span><span class="s2">"Ignoring unsupported history timestamp type: </span><span class="si">%s</span><span class="s2">"</span><span class="p">,</span> <span class="nb">type</span><span class="p">(</span><span class="n">value</span><span class="p">))</span>
|
|
<a id="__codelineno-0-518" name="__codelineno-0-518"></a> <span class="k">return</span> <span class="kc">None</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.quote_sqlite_identifier" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">quote_sqlite_identifier</span>
|
|
|
|
|
|
<a href="#mt5cli.history.quote_sqlite_identifier" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">quote_sqlite_identifier</span><span class="p">(</span><span class="n">identifier</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="str">str</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return a safely quoted SQLite identifier using double quotes.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-53">53</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-54">54</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-55">55</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-53" name="__codelineno-0-53"></a><span class="k">def</span><span class="w"> </span><span class="nf">quote_sqlite_identifier</span><span class="p">(</span><span class="n">identifier</span><span class="p">:</span> <span class="nb">str</span><span class="p">)</span> <span class="o">-></span> <span class="nb">str</span><span class="p">:</span>
|
|
<a id="__codelineno-0-54" name="__codelineno-0-54"></a><span class="w"> </span><span class="sd">"""Return a safely quoted SQLite identifier using double quotes."""</span>
|
|
<a id="__codelineno-0-55" name="__codelineno-0-55"></a> <span class="k">return</span> <span class="s1">'"'</span> <span class="o">+</span> <span class="n">identifier</span><span class="o">.</span><span class="n">replace</span><span class="p">(</span><span class="s1">'"'</span><span class="p">,</span> <span class="s1">'""'</span><span class="p">)</span> <span class="o">+</span> <span class="s1">'"'</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.record_written_columns" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">record_written_columns</span>
|
|
|
|
|
|
<a href="#mt5cli.history.record_written_columns" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">record_written_columns</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]],</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">dataset</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">frame</span><span class="p">:</span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Remember columns for datasets written during collection.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-683">683</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-684">684</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-685">685</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-686">686</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-687">687</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-688">688</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-689">689</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-690">690</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-691">691</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-692">692</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-693">693</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-683" name="__codelineno-0-683"></a><span class="k">def</span><span class="w"> </span><span class="nf">record_written_columns</span><span class="p">(</span>
|
|
<a id="__codelineno-0-684" name="__codelineno-0-684"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="n">Dataset</span><span class="p">,</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">]],</span>
|
|
<a id="__codelineno-0-685" name="__codelineno-0-685"></a> <span class="n">dataset</span><span class="p">:</span> <span class="n">Dataset</span><span class="p">,</span>
|
|
<a id="__codelineno-0-686" name="__codelineno-0-686"></a> <span class="n">frame</span><span class="p">:</span> <span class="n">pd</span><span class="o">.</span><span class="n">DataFrame</span><span class="p">,</span>
|
|
<a id="__codelineno-0-687" name="__codelineno-0-687"></a><span class="p">)</span> <span class="o">-></span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-688" name="__codelineno-0-688"></a><span class="w"> </span><span class="sd">"""Remember columns for datasets written during collection."""</span>
|
|
<a id="__codelineno-0-689" name="__codelineno-0-689"></a> <span class="n">columns</span> <span class="o">=</span> <span class="nb">set</span><span class="p">(</span><span class="n">frame</span><span class="o">.</span><span class="n">columns</span><span class="p">)</span>
|
|
<a id="__codelineno-0-690" name="__codelineno-0-690"></a> <span class="k">if</span> <span class="n">dataset</span> <span class="ow">in</span> <span class="n">written_columns</span><span class="p">:</span>
|
|
<a id="__codelineno-0-691" name="__codelineno-0-691"></a> <span class="n">written_columns</span><span class="p">[</span><span class="n">dataset</span><span class="p">]</span><span class="o">.</span><span class="n">update</span><span class="p">(</span><span class="n">columns</span><span class="p">)</span>
|
|
<a id="__codelineno-0-692" name="__codelineno-0-692"></a> <span class="k">else</span><span class="p">:</span>
|
|
<a id="__codelineno-0-693" name="__codelineno-0-693"></a> <span class="n">written_columns</span><span class="p">[</span><span class="n">dataset</span><span class="p">]</span> <span class="o">=</span> <span class="n">columns</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.resolve_granularity_name" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">resolve_granularity_name</span>
|
|
|
|
|
|
<a href="#mt5cli.history.resolve_granularity_name" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">resolve_granularity_name</span><span class="p">(</span><span class="n">timeframe</span><span class="p">:</span> <span class="n"><span title="int">int</span></span><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="str">str</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Return a granularity name for a timeframe integer when known.</p>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-100">100</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-101">101</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-102">102</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-103">103</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-104">104</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-105">105</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-100" name="__codelineno-0-100"></a><span class="k">def</span><span class="w"> </span><span class="nf">resolve_granularity_name</span><span class="p">(</span><span class="n">timeframe</span><span class="p">:</span> <span class="nb">int</span><span class="p">)</span> <span class="o">-></span> <span class="nb">str</span><span class="p">:</span>
|
|
<a id="__codelineno-0-101" name="__codelineno-0-101"></a><span class="w"> </span><span class="sd">"""Return a granularity name for a timeframe integer when known."""</span>
|
|
<a id="__codelineno-0-102" name="__codelineno-0-102"></a> <span class="k">for</span> <span class="n">name</span><span class="p">,</span> <span class="n">value</span> <span class="ow">in</span> <span class="n">TIMEFRAME_MAP</span><span class="o">.</span><span class="n">items</span><span class="p">():</span>
|
|
<a id="__codelineno-0-103" name="__codelineno-0-103"></a> <span class="k">if</span> <span class="n">value</span> <span class="o">==</span> <span class="n">timeframe</span><span class="p">:</span>
|
|
<a id="__codelineno-0-104" name="__codelineno-0-104"></a> <span class="k">return</span> <span class="n">name</span>
|
|
<a id="__codelineno-0-105" name="__codelineno-0-105"></a> <span class="k">return</span> <span class="nb">str</span><span class="p">(</span><span class="n">timeframe</span><span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.resolve_history_datasets" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">resolve_history_datasets</span>
|
|
|
|
|
|
<a href="#mt5cli.history.resolve_history_datasets" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">resolve_history_datasets</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">datasets</span><span class="p">:</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Resolve configured history datasets.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="set">set</span>[<a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>All supported datasets when <code>datasets</code> is None, otherwise the</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="set">set</span>[<a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>configured selection (which may be empty).</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-58">58</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-59">59</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-60">60</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-61">61</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-62">62</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-63">63</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-64">64</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-65">65</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-66">66</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-67">67</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-58" name="__codelineno-0-58"></a><span class="k">def</span><span class="w"> </span><span class="nf">resolve_history_datasets</span><span class="p">(</span><span class="n">datasets</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span><span class="p">)</span> <span class="o">-></span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-59" name="__codelineno-0-59"></a><span class="w"> </span><span class="sd">"""Resolve configured history datasets.</span>
|
|
<a id="__codelineno-0-60" name="__codelineno-0-60"></a>
|
|
<a id="__codelineno-0-61" name="__codelineno-0-61"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-62" name="__codelineno-0-62"></a><span class="sd"> All supported datasets when ``datasets`` is None, otherwise the</span>
|
|
<a id="__codelineno-0-63" name="__codelineno-0-63"></a><span class="sd"> configured selection (which may be empty).</span>
|
|
<a id="__codelineno-0-64" name="__codelineno-0-64"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-65" name="__codelineno-0-65"></a> <span class="k">if</span> <span class="n">datasets</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-66" name="__codelineno-0-66"></a> <span class="k">return</span> <span class="nb">set</span><span class="p">(</span><span class="n">Dataset</span><span class="p">)</span>
|
|
<a id="__codelineno-0-67" name="__codelineno-0-67"></a> <span class="k">return</span> <span class="nb">set</span><span class="p">(</span><span class="n">datasets</span><span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.resolve_history_tick_flags" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">resolve_history_tick_flags</span>
|
|
|
|
|
|
<a href="#mt5cli.history.resolve_history_tick_flags" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">resolve_history_tick_flags</span><span class="p">(</span><span class="n">flags</span><span class="p">:</span> <span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="int">int</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Resolve tick copy flags from an integer or name.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="int">int</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Integer tick flag value.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-89">89</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-90">90</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-91">91</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-92">92</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-93">93</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-94">94</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-95">95</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-96">96</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-97">97</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-89" name="__codelineno-0-89"></a><span class="k">def</span><span class="w"> </span><span class="nf">resolve_history_tick_flags</span><span class="p">(</span><span class="n">flags</span><span class="p">:</span> <span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span><span class="p">)</span> <span class="o">-></span> <span class="nb">int</span><span class="p">:</span>
|
|
<a id="__codelineno-0-90" name="__codelineno-0-90"></a><span class="w"> </span><span class="sd">"""Resolve tick copy flags from an integer or name.</span>
|
|
<a id="__codelineno-0-91" name="__codelineno-0-91"></a>
|
|
<a id="__codelineno-0-92" name="__codelineno-0-92"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-93" name="__codelineno-0-93"></a><span class="sd"> Integer tick flag value.</span>
|
|
<a id="__codelineno-0-94" name="__codelineno-0-94"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-95" name="__codelineno-0-95"></a> <span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">flags</span><span class="p">,</span> <span class="nb">int</span><span class="p">):</span>
|
|
<a id="__codelineno-0-96" name="__codelineno-0-96"></a> <span class="k">return</span> <span class="n">flags</span>
|
|
<a id="__codelineno-0-97" name="__codelineno-0-97"></a> <span class="k">return</span> <span class="n">parse_tick_flags</span><span class="p">(</span><span class="n">flags</span><span class="p">)</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.resolve_history_timeframes" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">resolve_history_timeframes</span>
|
|
|
|
|
|
<a href="#mt5cli.history.resolve_history_timeframes" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">resolve_history_timeframes</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">timeframes</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><span title="int">int</span></span> <span class="o">|</span> <span class="n"><span title="str">str</span></span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="list">list</span></span><span class="p">[</span><span class="n"><span title="int">int</span></span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Resolve rate timeframes, deduplicating aliases for the same integer.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="list">list</span>[<span title="int">int</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Ordered list of unique timeframe integers.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-70">70</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-71">71</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-72">72</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-73">73</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-74">74</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-75">75</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-76">76</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-77">77</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-78">78</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-79">79</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-80">80</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-81">81</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-82">82</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-83">83</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-84">84</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-85">85</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-86">86</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-70" name="__codelineno-0-70"></a><span class="k">def</span><span class="w"> </span><span class="nf">resolve_history_timeframes</span><span class="p">(</span>
|
|
<a id="__codelineno-0-71" name="__codelineno-0-71"></a> <span class="n">timeframes</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">int</span> <span class="o">|</span> <span class="nb">str</span><span class="p">]</span> <span class="o">|</span> <span class="kc">None</span><span class="p">,</span>
|
|
<a id="__codelineno-0-72" name="__codelineno-0-72"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">list</span><span class="p">[</span><span class="nb">int</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-73" name="__codelineno-0-73"></a><span class="w"> </span><span class="sd">"""Resolve rate timeframes, deduplicating aliases for the same integer.</span>
|
|
<a id="__codelineno-0-74" name="__codelineno-0-74"></a>
|
|
<a id="__codelineno-0-75" name="__codelineno-0-75"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-76" name="__codelineno-0-76"></a><span class="sd"> Ordered list of unique timeframe integers.</span>
|
|
<a id="__codelineno-0-77" name="__codelineno-0-77"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-78" name="__codelineno-0-78"></a> <span class="n">raw</span> <span class="o">=</span> <span class="n">timeframes</span> <span class="k">if</span> <span class="n">timeframes</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span> <span class="k">else</span> <span class="n">DEFAULT_HISTORY_TIMEFRAMES</span>
|
|
<a id="__codelineno-0-79" name="__codelineno-0-79"></a> <span class="n">seen</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="nb">int</span><span class="p">]</span> <span class="o">=</span> <span class="nb">set</span><span class="p">()</span>
|
|
<a id="__codelineno-0-80" name="__codelineno-0-80"></a> <span class="n">resolved</span><span class="p">:</span> <span class="nb">list</span><span class="p">[</span><span class="nb">int</span><span class="p">]</span> <span class="o">=</span> <span class="p">[]</span>
|
|
<a id="__codelineno-0-81" name="__codelineno-0-81"></a> <span class="k">for</span> <span class="n">value</span> <span class="ow">in</span> <span class="n">raw</span><span class="p">:</span>
|
|
<a id="__codelineno-0-82" name="__codelineno-0-82"></a> <span class="n">tf</span> <span class="o">=</span> <span class="n">value</span> <span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">value</span><span class="p">,</span> <span class="nb">int</span><span class="p">)</span> <span class="k">else</span> <span class="n">parse_timeframe</span><span class="p">(</span><span class="nb">str</span><span class="p">(</span><span class="n">value</span><span class="p">))</span>
|
|
<a id="__codelineno-0-83" name="__codelineno-0-83"></a> <span class="k">if</span> <span class="n">tf</span> <span class="ow">not</span> <span class="ow">in</span> <span class="n">seen</span><span class="p">:</span>
|
|
<a id="__codelineno-0-84" name="__codelineno-0-84"></a> <span class="n">seen</span><span class="o">.</span><span class="n">add</span><span class="p">(</span><span class="n">tf</span><span class="p">)</span>
|
|
<a id="__codelineno-0-85" name="__codelineno-0-85"></a> <span class="n">resolved</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">tf</span><span class="p">)</span>
|
|
<a id="__codelineno-0-86" name="__codelineno-0-86"></a> <span class="k">return</span> <span class="n">resolved</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.resolve_rate_view_name" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">resolve_rate_view_name</span>
|
|
|
|
|
|
<a href="#mt5cli.history.resolve_rate_view_name" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">resolve_rate_view_name</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">symbol</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">granularity</span><span class="p">:</span> <span class="n"><span title="str">str</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">require_existing</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="str">str</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Resolve the mt5cli-managed rate compatibility view name.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>conn_or_path</code>
|
|
</td>
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>SQLite database path or open connection.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>symbol</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Symbol stored in the normalized <code>rates</code> table.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>granularity</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Timeframe name (for example <code>M1</code>) or integer string.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>require_existing</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>When True, require the database and a managed view to exist.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>False</code>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="str">str</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>View name such as <code>rate_EURUSD__1</code> or <code>rate_EURUSD__M1_1</code>.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Raises:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="ValueError">ValueError</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>If <code>require_existing</code> is True and the database or view is missing.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-378">378</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-379">379</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-380">380</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-381">381</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-382">382</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-383">383</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-384">384</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-385">385</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-386">386</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-387">387</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-388">388</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-389">389</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-390">390</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-391">391</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-392">392</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-393">393</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-394">394</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-395">395</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-396">396</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-397">397</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-398">398</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-399">399</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-400">400</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-401">401</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-402">402</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-403">403</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-404">404</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-405">405</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-406">406</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-407">407</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-408">408</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-409">409</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-410">410</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-411">411</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-412">412</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-413">413</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-414">414</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-415">415</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-416">416</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-417">417</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-418">418</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-419">419</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-420">420</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-421">421</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-422">422</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-423">423</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-424">424</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-425">425</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-426">426</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-427">427</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-428">428</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-378" name="__codelineno-0-378"></a><span class="k">def</span><span class="w"> </span><span class="nf">resolve_rate_view_name</span><span class="p">(</span>
|
|
<a id="__codelineno-0-379" name="__codelineno-0-379"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n">SqliteConnOrPath</span><span class="p">,</span>
|
|
<a id="__codelineno-0-380" name="__codelineno-0-380"></a> <span class="n">symbol</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-381" name="__codelineno-0-381"></a> <span class="n">granularity</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
|
<a id="__codelineno-0-382" name="__codelineno-0-382"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-383" name="__codelineno-0-383"></a> <span class="n">require_existing</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-384" name="__codelineno-0-384"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">str</span><span class="p">:</span>
|
|
<a id="__codelineno-0-385" name="__codelineno-0-385"></a><span class="w"> </span><span class="sd">"""Resolve the mt5cli-managed rate compatibility view name.</span>
|
|
<a id="__codelineno-0-386" name="__codelineno-0-386"></a>
|
|
<a id="__codelineno-0-387" name="__codelineno-0-387"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-388" name="__codelineno-0-388"></a><span class="sd"> conn_or_path: SQLite database path or open connection.</span>
|
|
<a id="__codelineno-0-389" name="__codelineno-0-389"></a><span class="sd"> symbol: Symbol stored in the normalized ``rates`` table.</span>
|
|
<a id="__codelineno-0-390" name="__codelineno-0-390"></a><span class="sd"> granularity: Timeframe name (for example ``M1``) or integer string.</span>
|
|
<a id="__codelineno-0-391" name="__codelineno-0-391"></a><span class="sd"> require_existing: When True, require the database and a managed view to exist.</span>
|
|
<a id="__codelineno-0-392" name="__codelineno-0-392"></a>
|
|
<a id="__codelineno-0-393" name="__codelineno-0-393"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-394" name="__codelineno-0-394"></a><span class="sd"> View name such as ``rate_EURUSD__1`` or ``rate_EURUSD__M1_1``.</span>
|
|
<a id="__codelineno-0-395" name="__codelineno-0-395"></a>
|
|
<a id="__codelineno-0-396" name="__codelineno-0-396"></a><span class="sd"> Raises:</span>
|
|
<a id="__codelineno-0-397" name="__codelineno-0-397"></a><span class="sd"> ValueError: If ``require_existing`` is True and the database or view is missing.</span>
|
|
<a id="__codelineno-0-398" name="__codelineno-0-398"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-399" name="__codelineno-0-399"></a> <span class="n">timeframe</span> <span class="o">=</span> <span class="n">parse_timeframe</span><span class="p">(</span><span class="n">granularity</span><span class="p">)</span>
|
|
<a id="__codelineno-0-400" name="__codelineno-0-400"></a> <span class="n">granularity_name</span> <span class="o">=</span> <span class="n">resolve_granularity_name</span><span class="p">(</span><span class="n">timeframe</span><span class="p">)</span>
|
|
<a id="__codelineno-0-401" name="__codelineno-0-401"></a> <span class="n">conn</span><span class="p">,</span> <span class="n">should_close</span> <span class="o">=</span> <span class="n">_open_history_connection</span><span class="p">(</span><span class="n">conn_or_path</span><span class="p">)</span>
|
|
<a id="__codelineno-0-402" name="__codelineno-0-402"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-403" name="__codelineno-0-403"></a> <span class="k">if</span> <span class="n">conn</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-404" name="__codelineno-0-404"></a> <span class="k">if</span> <span class="n">require_existing</span><span class="p">:</span>
|
|
<a id="__codelineno-0-405" name="__codelineno-0-405"></a> <span class="n">path</span> <span class="o">=</span> <span class="p">(</span>
|
|
<a id="__codelineno-0-406" name="__codelineno-0-406"></a> <span class="n">conn_or_path</span>
|
|
<a id="__codelineno-0-407" name="__codelineno-0-407"></a> <span class="k">if</span> <span class="nb">isinstance</span><span class="p">(</span><span class="n">conn_or_path</span><span class="p">,</span> <span class="p">(</span><span class="n">Path</span><span class="p">,</span> <span class="nb">str</span><span class="p">))</span>
|
|
<a id="__codelineno-0-408" name="__codelineno-0-408"></a> <span class="k">else</span> <span class="s2">"database"</span>
|
|
<a id="__codelineno-0-409" name="__codelineno-0-409"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-410" name="__codelineno-0-410"></a> <span class="n">msg</span> <span class="o">=</span> <span class="sa">f</span><span class="s2">"SQLite database not found: </span><span class="si">{</span><span class="n">path</span><span class="si">}</span><span class="s2">"</span>
|
|
<a id="__codelineno-0-411" name="__codelineno-0-411"></a> <span class="k">raise</span> <span class="ne">ValueError</span><span class="p">(</span><span class="n">msg</span><span class="p">)</span>
|
|
<a id="__codelineno-0-412" name="__codelineno-0-412"></a> <span class="k">return</span> <span class="n">build_rate_view_name</span><span class="p">(</span>
|
|
<a id="__codelineno-0-413" name="__codelineno-0-413"></a> <span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-414" name="__codelineno-0-414"></a> <span class="n">granularity</span><span class="o">=</span><span class="n">granularity_name</span><span class="p">,</span>
|
|
<a id="__codelineno-0-415" name="__codelineno-0-415"></a> <span class="n">granularity_count</span><span class="o">=</span><span class="mi">1</span><span class="p">,</span>
|
|
<a id="__codelineno-0-416" name="__codelineno-0-416"></a> <span class="n">timeframe</span><span class="o">=</span><span class="n">timeframe</span><span class="p">,</span>
|
|
<a id="__codelineno-0-417" name="__codelineno-0-417"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-418" name="__codelineno-0-418"></a> <span class="k">return</span> <span class="n">_resolve_rate_view_name_from_context</span><span class="p">(</span>
|
|
<a id="__codelineno-0-419" name="__codelineno-0-419"></a> <span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-420" name="__codelineno-0-420"></a> <span class="n">timeframe</span><span class="o">=</span><span class="n">timeframe</span><span class="p">,</span>
|
|
<a id="__codelineno-0-421" name="__codelineno-0-421"></a> <span class="n">granularity_name</span><span class="o">=</span><span class="n">granularity_name</span><span class="p">,</span>
|
|
<a id="__codelineno-0-422" name="__codelineno-0-422"></a> <span class="n">timeframe_counts</span><span class="o">=</span><span class="n">_load_rates_timeframe_counts</span><span class="p">(</span><span class="n">conn</span><span class="p">),</span>
|
|
<a id="__codelineno-0-423" name="__codelineno-0-423"></a> <span class="n">existing_views</span><span class="o">=</span><span class="n">_load_existing_rate_views</span><span class="p">(</span><span class="n">conn</span><span class="p">),</span>
|
|
<a id="__codelineno-0-424" name="__codelineno-0-424"></a> <span class="n">require_existing</span><span class="o">=</span><span class="n">require_existing</span><span class="p">,</span>
|
|
<a id="__codelineno-0-425" name="__codelineno-0-425"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-426" name="__codelineno-0-426"></a> <span class="k">finally</span><span class="p">:</span>
|
|
<a id="__codelineno-0-427" name="__codelineno-0-427"></a> <span class="k">if</span> <span class="n">should_close</span> <span class="ow">and</span> <span class="n">conn</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-428" name="__codelineno-0-428"></a> <span class="n">conn</span><span class="o">.</span><span class="n">close</span><span class="p">()</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.resolve_rate_view_names" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">resolve_rate_view_names</span>
|
|
|
|
|
|
<a href="#mt5cli.history.resolve_rate_view_names" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">resolve_rate_view_names</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">],</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">granularities</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">],</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">require_existing</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="list">list</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Resolve rate compatibility view names for symbol and granularity pairs.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Parameters:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Name</th>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
<th>Default</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>conn_or_path</code>
|
|
</td>
|
|
<td>
|
|
<code><a class="autorefs autorefs-internal" title="SqliteConnOrPath
|
|
|
|
|
|
|
|
module-attribute
|
|
(mt5cli.history.SqliteConnOrPath)" href="#mt5cli.history.SqliteConnOrPath">SqliteConnOrPath</a></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>SQLite database path or open connection.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>symbols</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="collections.abc.Sequence">Sequence</span>[<span title="str">str</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Symbols stored in the normalized <code>rates</code> table.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>granularities</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="collections.abc.Sequence">Sequence</span>[<span title="str">str</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Timeframe names (for example <code>M1</code>) or integer strings.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<em>required</em>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code>require_existing</code>
|
|
</td>
|
|
<td>
|
|
<code><span title="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>When True, require the database and managed views to exist.</p>
|
|
</div>
|
|
</td>
|
|
<td>
|
|
<code>False</code>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="list">list</span>[<span title="str">str</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>View names in row-major order: every <code>granularity</code> for the first</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="list">list</span>[<span title="str">str</span>]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>symbol, then every granularity for the next symbol, and so on.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-431">431</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-432">432</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-433">433</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-434">434</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-435">435</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-436">436</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-437">437</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-438">438</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-439">439</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-440">440</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-441">441</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-442">442</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-443">443</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-444">444</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-445">445</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-446">446</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-447">447</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-448">448</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-449">449</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-450">450</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-451">451</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-452">452</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-453">453</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-454">454</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-455">455</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-456">456</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-457">457</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-458">458</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-459">459</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-460">460</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-461">461</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-462">462</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-463">463</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-464">464</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-465">465</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-466">466</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-467">467</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-468">468</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-469">469</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-470">470</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-471">471</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-472">472</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-473">473</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-474">474</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-475">475</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-476">476</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-477">477</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-478">478</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-479">479</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-480">480</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-481">481</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-482">482</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-431" name="__codelineno-0-431"></a><span class="k">def</span><span class="w"> </span><span class="nf">resolve_rate_view_names</span><span class="p">(</span>
|
|
<a id="__codelineno-0-432" name="__codelineno-0-432"></a> <span class="n">conn_or_path</span><span class="p">:</span> <span class="n">SqliteConnOrPath</span><span class="p">,</span>
|
|
<a id="__codelineno-0-433" name="__codelineno-0-433"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
|
<a id="__codelineno-0-434" name="__codelineno-0-434"></a> <span class="n">granularities</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
|
<a id="__codelineno-0-435" name="__codelineno-0-435"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-436" name="__codelineno-0-436"></a> <span class="n">require_existing</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-437" name="__codelineno-0-437"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">list</span><span class="p">[</span><span class="nb">str</span><span class="p">]:</span>
|
|
<a id="__codelineno-0-438" name="__codelineno-0-438"></a><span class="w"> </span><span class="sd">"""Resolve rate compatibility view names for symbol and granularity pairs.</span>
|
|
<a id="__codelineno-0-439" name="__codelineno-0-439"></a>
|
|
<a id="__codelineno-0-440" name="__codelineno-0-440"></a><span class="sd"> Args:</span>
|
|
<a id="__codelineno-0-441" name="__codelineno-0-441"></a><span class="sd"> conn_or_path: SQLite database path or open connection.</span>
|
|
<a id="__codelineno-0-442" name="__codelineno-0-442"></a><span class="sd"> symbols: Symbols stored in the normalized ``rates`` table.</span>
|
|
<a id="__codelineno-0-443" name="__codelineno-0-443"></a><span class="sd"> granularities: Timeframe names (for example ``M1``) or integer strings.</span>
|
|
<a id="__codelineno-0-444" name="__codelineno-0-444"></a><span class="sd"> require_existing: When True, require the database and managed views to exist.</span>
|
|
<a id="__codelineno-0-445" name="__codelineno-0-445"></a>
|
|
<a id="__codelineno-0-446" name="__codelineno-0-446"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-447" name="__codelineno-0-447"></a><span class="sd"> View names in row-major order: every ``granularity`` for the first</span>
|
|
<a id="__codelineno-0-448" name="__codelineno-0-448"></a><span class="sd"> symbol, then every granularity for the next symbol, and so on.</span>
|
|
<a id="__codelineno-0-449" name="__codelineno-0-449"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-450" name="__codelineno-0-450"></a> <span class="n">conn</span><span class="p">,</span> <span class="n">should_close</span> <span class="o">=</span> <span class="n">_open_history_connection</span><span class="p">(</span><span class="n">conn_or_path</span><span class="p">)</span>
|
|
<a id="__codelineno-0-451" name="__codelineno-0-451"></a> <span class="k">try</span><span class="p">:</span>
|
|
<a id="__codelineno-0-452" name="__codelineno-0-452"></a> <span class="k">if</span> <span class="n">conn</span> <span class="ow">is</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-453" name="__codelineno-0-453"></a> <span class="k">return</span> <span class="p">[</span>
|
|
<a id="__codelineno-0-454" name="__codelineno-0-454"></a> <span class="n">resolve_rate_view_name</span><span class="p">(</span>
|
|
<a id="__codelineno-0-455" name="__codelineno-0-455"></a> <span class="n">conn_or_path</span><span class="p">,</span>
|
|
<a id="__codelineno-0-456" name="__codelineno-0-456"></a> <span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-457" name="__codelineno-0-457"></a> <span class="n">granularity</span><span class="p">,</span>
|
|
<a id="__codelineno-0-458" name="__codelineno-0-458"></a> <span class="n">require_existing</span><span class="o">=</span><span class="n">require_existing</span><span class="p">,</span>
|
|
<a id="__codelineno-0-459" name="__codelineno-0-459"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-460" name="__codelineno-0-460"></a> <span class="k">for</span> <span class="n">symbol</span> <span class="ow">in</span> <span class="n">symbols</span>
|
|
<a id="__codelineno-0-461" name="__codelineno-0-461"></a> <span class="k">for</span> <span class="n">granularity</span> <span class="ow">in</span> <span class="n">granularities</span>
|
|
<a id="__codelineno-0-462" name="__codelineno-0-462"></a> <span class="p">]</span>
|
|
<a id="__codelineno-0-463" name="__codelineno-0-463"></a> <span class="n">timeframe_counts</span> <span class="o">=</span> <span class="n">_load_rates_timeframe_counts</span><span class="p">(</span><span class="n">conn</span><span class="p">)</span>
|
|
<a id="__codelineno-0-464" name="__codelineno-0-464"></a> <span class="n">existing_views</span> <span class="o">=</span> <span class="n">_load_existing_rate_views</span><span class="p">(</span><span class="n">conn</span><span class="p">)</span>
|
|
<a id="__codelineno-0-465" name="__codelineno-0-465"></a> <span class="n">resolved</span><span class="p">:</span> <span class="nb">list</span><span class="p">[</span><span class="nb">str</span><span class="p">]</span> <span class="o">=</span> <span class="p">[]</span>
|
|
<a id="__codelineno-0-466" name="__codelineno-0-466"></a> <span class="k">for</span> <span class="n">symbol</span> <span class="ow">in</span> <span class="n">symbols</span><span class="p">:</span>
|
|
<a id="__codelineno-0-467" name="__codelineno-0-467"></a> <span class="k">for</span> <span class="n">granularity</span> <span class="ow">in</span> <span class="n">granularities</span><span class="p">:</span>
|
|
<a id="__codelineno-0-468" name="__codelineno-0-468"></a> <span class="n">timeframe</span> <span class="o">=</span> <span class="n">parse_timeframe</span><span class="p">(</span><span class="n">granularity</span><span class="p">)</span>
|
|
<a id="__codelineno-0-469" name="__codelineno-0-469"></a> <span class="n">resolved</span><span class="o">.</span><span class="n">append</span><span class="p">(</span>
|
|
<a id="__codelineno-0-470" name="__codelineno-0-470"></a> <span class="n">_resolve_rate_view_name_from_context</span><span class="p">(</span>
|
|
<a id="__codelineno-0-471" name="__codelineno-0-471"></a> <span class="n">symbol</span><span class="o">=</span><span class="n">symbol</span><span class="p">,</span>
|
|
<a id="__codelineno-0-472" name="__codelineno-0-472"></a> <span class="n">timeframe</span><span class="o">=</span><span class="n">timeframe</span><span class="p">,</span>
|
|
<a id="__codelineno-0-473" name="__codelineno-0-473"></a> <span class="n">granularity_name</span><span class="o">=</span><span class="n">resolve_granularity_name</span><span class="p">(</span><span class="n">timeframe</span><span class="p">),</span>
|
|
<a id="__codelineno-0-474" name="__codelineno-0-474"></a> <span class="n">timeframe_counts</span><span class="o">=</span><span class="n">timeframe_counts</span><span class="p">,</span>
|
|
<a id="__codelineno-0-475" name="__codelineno-0-475"></a> <span class="n">existing_views</span><span class="o">=</span><span class="n">existing_views</span><span class="p">,</span>
|
|
<a id="__codelineno-0-476" name="__codelineno-0-476"></a> <span class="n">require_existing</span><span class="o">=</span><span class="n">require_existing</span><span class="p">,</span>
|
|
<a id="__codelineno-0-477" name="__codelineno-0-477"></a> <span class="p">),</span>
|
|
<a id="__codelineno-0-478" name="__codelineno-0-478"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-479" name="__codelineno-0-479"></a> <span class="k">return</span> <span class="n">resolved</span>
|
|
<a id="__codelineno-0-480" name="__codelineno-0-480"></a> <span class="k">finally</span><span class="p">:</span>
|
|
<a id="__codelineno-0-481" name="__codelineno-0-481"></a> <span class="k">if</span> <span class="n">should_close</span> <span class="ow">and</span> <span class="n">conn</span> <span class="ow">is</span> <span class="ow">not</span> <span class="kc">None</span><span class="p">:</span>
|
|
<a id="__codelineno-0-482" name="__codelineno-0-482"></a> <span class="n">conn</span><span class="o">.</span><span class="n">close</span><span class="p">()</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.write_collected_datasets" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">write_collected_datasets</span>
|
|
|
|
|
|
<a href="#mt5cli.history.write_collected_datasets" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">write_collected_datasets</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5DataClient">Mt5DataClient</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">],</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">datasets</span><span class="p">:</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">],</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">timeframe</span><span class="p">:</span> <span class="n"><span title="int">int</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">flags</span><span class="p">:</span> <span class="n"><span title="int">int</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">date_from</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="IfExists (mt5cli.utils.IfExists)" href="../utils/#mt5cli.utils.IfExists">IfExists</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-11" name="__codelineno-0-11" href="#__codelineno-0-11"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="tuple">tuple</span></span><span class="p">[</span><span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">],</span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]]]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Collect selected datasets and stream each symbol frame into SQLite.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="tuple">tuple</span>[<span title="set">set</span>[<a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a>], <span title="dict">dict</span>[<a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a>, <span title="set">set</span>[<span title="str">str</span>]]]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Written datasets and their columns.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-1473">1473</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1474">1474</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1475">1475</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1476">1476</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1477">1477</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1478">1478</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1479">1479</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1480">1480</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1481">1481</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1482">1482</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1483">1483</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1484">1484</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1485">1485</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1486">1486</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1487">1487</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1488">1488</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1489">1489</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1490">1490</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1491">1491</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1492">1492</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1493">1493</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1494">1494</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1495">1495</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1496">1496</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1497">1497</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1498">1498</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1499">1499</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1500">1500</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1501">1501</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1502">1502</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1503">1503</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1504">1504</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1505">1505</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1506">1506</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1507">1507</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1508">1508</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1509">1509</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1510">1510</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1511">1511</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1512">1512</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1513">1513</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1514">1514</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1515">1515</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1516">1516</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1517">1517</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1518">1518</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1519">1519</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1520">1520</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1521">1521</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1522">1522</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1523">1523</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1524">1524</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1525">1525</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1526">1526</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1527">1527</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1528">1528</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1529">1529</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1530">1530</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1531">1531</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1532">1532</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1533">1533</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1534">1534</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1535">1535</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1536">1536</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1537">1537</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1473" name="__codelineno-0-1473"></a><span class="k">def</span><span class="w"> </span><span class="nf">write_collected_datasets</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1474" name="__codelineno-0-1474"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1475" name="__codelineno-0-1475"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5DataClient</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1476" name="__codelineno-0-1476"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
|
<a id="__codelineno-0-1477" name="__codelineno-0-1477"></a> <span class="n">datasets</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">],</span>
|
|
<a id="__codelineno-0-1478" name="__codelineno-0-1478"></a> <span class="n">timeframe</span><span class="p">:</span> <span class="nb">int</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1479" name="__codelineno-0-1479"></a> <span class="n">flags</span><span class="p">:</span> <span class="nb">int</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1480" name="__codelineno-0-1480"></a> <span class="n">date_from</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1481" name="__codelineno-0-1481"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1482" name="__codelineno-0-1482"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n">IfExists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1483" name="__codelineno-0-1483"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">tuple</span><span class="p">[</span><span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">],</span> <span class="nb">dict</span><span class="p">[</span><span class="n">Dataset</span><span class="p">,</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">]]]:</span>
|
|
<a id="__codelineno-0-1484" name="__codelineno-0-1484"></a><span class="w"> </span><span class="sd">"""Collect selected datasets and stream each symbol frame into SQLite.</span>
|
|
<a id="__codelineno-0-1485" name="__codelineno-0-1485"></a>
|
|
<a id="__codelineno-0-1486" name="__codelineno-0-1486"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-1487" name="__codelineno-0-1487"></a><span class="sd"> Written datasets and their columns.</span>
|
|
<a id="__codelineno-0-1488" name="__codelineno-0-1488"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1489" name="__codelineno-0-1489"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="n">Dataset</span><span class="p">,</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">]]</span> <span class="o">=</span> <span class="p">{}</span>
|
|
<a id="__codelineno-0-1490" name="__codelineno-0-1490"></a> <span class="n">written_tables</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">]</span> <span class="o">=</span> <span class="nb">set</span><span class="p">()</span>
|
|
<a id="__codelineno-0-1491" name="__codelineno-0-1491"></a> <span class="k">if</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">rates</span> <span class="ow">in</span> <span class="n">datasets</span> <span class="ow">and</span> <span class="n">write_rates_dataset</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1492" name="__codelineno-0-1492"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1493" name="__codelineno-0-1493"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1494" name="__codelineno-0-1494"></a> <span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1495" name="__codelineno-0-1495"></a> <span class="n">timeframe</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1496" name="__codelineno-0-1496"></a> <span class="n">date_from</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1497" name="__codelineno-0-1497"></a> <span class="n">date_to</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1498" name="__codelineno-0-1498"></a> <span class="n">if_exists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1499" name="__codelineno-0-1499"></a> <span class="n">written_columns</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1500" name="__codelineno-0-1500"></a> <span class="p">):</span>
|
|
<a id="__codelineno-0-1501" name="__codelineno-0-1501"></a> <span class="n">written_tables</span><span class="o">.</span><span class="n">add</span><span class="p">(</span><span class="n">Dataset</span><span class="o">.</span><span class="n">rates</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1502" name="__codelineno-0-1502"></a> <span class="k">if</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">ticks</span> <span class="ow">in</span> <span class="n">datasets</span> <span class="ow">and</span> <span class="n">write_ticks_dataset</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1503" name="__codelineno-0-1503"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1504" name="__codelineno-0-1504"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1505" name="__codelineno-0-1505"></a> <span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1506" name="__codelineno-0-1506"></a> <span class="n">flags</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1507" name="__codelineno-0-1507"></a> <span class="n">date_from</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1508" name="__codelineno-0-1508"></a> <span class="n">date_to</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1509" name="__codelineno-0-1509"></a> <span class="n">if_exists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1510" name="__codelineno-0-1510"></a> <span class="n">written_columns</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1511" name="__codelineno-0-1511"></a> <span class="p">):</span>
|
|
<a id="__codelineno-0-1512" name="__codelineno-0-1512"></a> <span class="n">written_tables</span><span class="o">.</span><span class="n">add</span><span class="p">(</span><span class="n">Dataset</span><span class="o">.</span><span class="n">ticks</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1513" name="__codelineno-0-1513"></a> <span class="k">if</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">history_orders</span> <span class="ow">in</span> <span class="n">datasets</span> <span class="ow">and</span> <span class="n">write_history_dataset</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1514" name="__codelineno-0-1514"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1515" name="__codelineno-0-1515"></a> <span class="n">client</span><span class="o">.</span><span class="n">history_orders_get_as_df</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1516" name="__codelineno-0-1516"></a> <span class="n">Dataset</span><span class="o">.</span><span class="n">history_orders</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1517" name="__codelineno-0-1517"></a> <span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1518" name="__codelineno-0-1518"></a> <span class="n">date_from</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1519" name="__codelineno-0-1519"></a> <span class="n">date_to</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1520" name="__codelineno-0-1520"></a> <span class="n">if_exists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1521" name="__codelineno-0-1521"></a> <span class="n">written_columns</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1522" name="__codelineno-0-1522"></a> <span class="n">include_account_events</span><span class="o">=</span><span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1523" name="__codelineno-0-1523"></a> <span class="p">):</span>
|
|
<a id="__codelineno-0-1524" name="__codelineno-0-1524"></a> <span class="n">written_tables</span><span class="o">.</span><span class="n">add</span><span class="p">(</span><span class="n">Dataset</span><span class="o">.</span><span class="n">history_orders</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1525" name="__codelineno-0-1525"></a> <span class="k">if</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">history_deals</span> <span class="ow">in</span> <span class="n">datasets</span> <span class="ow">and</span> <span class="n">write_history_dataset</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1526" name="__codelineno-0-1526"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1527" name="__codelineno-0-1527"></a> <span class="n">client</span><span class="o">.</span><span class="n">history_deals_get_as_df</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1528" name="__codelineno-0-1528"></a> <span class="n">Dataset</span><span class="o">.</span><span class="n">history_deals</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1529" name="__codelineno-0-1529"></a> <span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1530" name="__codelineno-0-1530"></a> <span class="n">date_from</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1531" name="__codelineno-0-1531"></a> <span class="n">date_to</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1532" name="__codelineno-0-1532"></a> <span class="n">if_exists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1533" name="__codelineno-0-1533"></a> <span class="n">written_columns</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1534" name="__codelineno-0-1534"></a> <span class="n">include_account_events</span><span class="o">=</span><span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1535" name="__codelineno-0-1535"></a> <span class="p">):</span>
|
|
<a id="__codelineno-0-1536" name="__codelineno-0-1536"></a> <span class="n">written_tables</span><span class="o">.</span><span class="n">add</span><span class="p">(</span><span class="n">Dataset</span><span class="o">.</span><span class="n">history_deals</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1537" name="__codelineno-0-1537"></a> <span class="k">return</span> <span class="n">written_tables</span><span class="p">,</span> <span class="n">written_columns</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.write_history_dataset" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">write_history_dataset</span>
|
|
|
|
|
|
<a href="#mt5cli.history.write_history_dataset" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">write_history_dataset</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">fetch</span><span class="p">:</span> <span class="n"><span title="collections.abc.Callable">Callable</span></span><span class="p">[</span><span class="o">...</span><span class="p">,</span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span><span class="p">],</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">dataset</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">],</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">date_from</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="IfExists (mt5cli.utils.IfExists)" href="../utils/#mt5cli.utils.IfExists">IfExists</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]],</span>
|
|
<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-11" name="__codelineno-0-11" href="#__codelineno-0-11"></a> <span class="n">include_account_events</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-12" name="__codelineno-0-12" href="#__codelineno-0-12"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="bool">bool</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Stream a history dataset into SQLite.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>True if the target table was written.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-1094">1094</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1095">1095</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1096">1096</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1097">1097</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1098">1098</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1099">1099</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1100">1100</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1101">1101</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1102">1102</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1103">1103</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1104">1104</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1105">1105</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1106">1106</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1107">1107</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1108">1108</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1109">1109</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1110">1110</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1111">1111</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1112">1112</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1113">1113</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1114">1114</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1115">1115</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1116">1116</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1117">1117</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1118">1118</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1119">1119</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1120">1120</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1121">1121</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1122">1122</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1123">1123</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1124">1124</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1125">1125</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1126">1126</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1127">1127</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1128">1128</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1129">1129</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1130">1130</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1131">1131</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1132">1132</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1133">1133</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1134">1134</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1135">1135</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1136">1136</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1137">1137</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1138">1138</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1139">1139</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1140">1140</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1141">1141</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1094" name="__codelineno-0-1094"></a><span class="k">def</span><span class="w"> </span><span class="nf">write_history_dataset</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1095" name="__codelineno-0-1095"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1096" name="__codelineno-0-1096"></a> <span class="n">fetch</span><span class="p">:</span> <span class="n">Callable</span><span class="p">[</span><span class="o">...</span><span class="p">,</span> <span class="n">pd</span><span class="o">.</span><span class="n">DataFrame</span><span class="p">],</span>
|
|
<a id="__codelineno-0-1097" name="__codelineno-0-1097"></a> <span class="n">dataset</span><span class="p">:</span> <span class="n">Dataset</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1098" name="__codelineno-0-1098"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
|
<a id="__codelineno-0-1099" name="__codelineno-0-1099"></a> <span class="n">date_from</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1100" name="__codelineno-0-1100"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1101" name="__codelineno-0-1101"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n">IfExists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1102" name="__codelineno-0-1102"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="n">Dataset</span><span class="p">,</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">]],</span>
|
|
<a id="__codelineno-0-1103" name="__codelineno-0-1103"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1104" name="__codelineno-0-1104"></a> <span class="n">include_account_events</span><span class="p">:</span> <span class="nb">bool</span> <span class="o">=</span> <span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1105" name="__codelineno-0-1105"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">bool</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1106" name="__codelineno-0-1106"></a><span class="w"> </span><span class="sd">"""Stream a history dataset into SQLite.</span>
|
|
<a id="__codelineno-0-1107" name="__codelineno-0-1107"></a>
|
|
<a id="__codelineno-0-1108" name="__codelineno-0-1108"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-1109" name="__codelineno-0-1109"></a><span class="sd"> True if the target table was written.</span>
|
|
<a id="__codelineno-0-1110" name="__codelineno-0-1110"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1111" name="__codelineno-0-1111"></a> <span class="n">table_exists</span> <span class="o">=</span> <span class="kc">False</span>
|
|
<a id="__codelineno-0-1112" name="__codelineno-0-1112"></a> <span class="k">if</span> <span class="n">include_account_events</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1113" name="__codelineno-0-1113"></a> <span class="n">frame</span> <span class="o">=</span> <span class="n">filter_trade_history_frame</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1114" name="__codelineno-0-1114"></a> <span class="n">fetch</span><span class="p">(</span><span class="n">date_from</span><span class="o">=</span><span class="n">date_from</span><span class="p">,</span> <span class="n">date_to</span><span class="o">=</span><span class="n">date_to</span><span class="p">),</span>
|
|
<a id="__codelineno-0-1115" name="__codelineno-0-1115"></a> <span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1116" name="__codelineno-0-1116"></a> <span class="n">include_account_events</span><span class="o">=</span><span class="kc">True</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1117" name="__codelineno-0-1117"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1118" name="__codelineno-0-1118"></a> <span class="k">return</span> <span class="n">write_streamed_frame</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1119" name="__codelineno-0-1119"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1120" name="__codelineno-0-1120"></a> <span class="n">frame</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1121" name="__codelineno-0-1121"></a> <span class="n">dataset</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1122" name="__codelineno-0-1122"></a> <span class="n">table_exists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1123" name="__codelineno-0-1123"></a> <span class="n">if_exists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1124" name="__codelineno-0-1124"></a> <span class="n">written_columns</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1125" name="__codelineno-0-1125"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1126" name="__codelineno-0-1126"></a> <span class="k">for</span> <span class="n">sym</span> <span class="ow">in</span> <span class="n">symbols</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1127" name="__codelineno-0-1127"></a> <span class="n">frame</span> <span class="o">=</span> <span class="n">fetch</span><span class="p">(</span><span class="n">date_from</span><span class="o">=</span><span class="n">date_from</span><span class="p">,</span> <span class="n">date_to</span><span class="o">=</span><span class="n">date_to</span><span class="p">,</span> <span class="n">symbol</span><span class="o">=</span><span class="n">sym</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1128" name="__codelineno-0-1128"></a> <span class="n">frame</span> <span class="o">=</span> <span class="n">filter_trade_history_frame</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1129" name="__codelineno-0-1129"></a> <span class="n">frame</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1130" name="__codelineno-0-1130"></a> <span class="p">[</span><span class="n">sym</span><span class="p">],</span>
|
|
<a id="__codelineno-0-1131" name="__codelineno-0-1131"></a> <span class="n">include_account_events</span><span class="o">=</span><span class="kc">False</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1132" name="__codelineno-0-1132"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1133" name="__codelineno-0-1133"></a> <span class="n">table_exists</span> <span class="o">=</span> <span class="n">write_streamed_frame</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1134" name="__codelineno-0-1134"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1135" name="__codelineno-0-1135"></a> <span class="n">frame</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1136" name="__codelineno-0-1136"></a> <span class="n">dataset</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1137" name="__codelineno-0-1137"></a> <span class="n">table_exists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1138" name="__codelineno-0-1138"></a> <span class="n">if_exists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1139" name="__codelineno-0-1139"></a> <span class="n">written_columns</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1140" name="__codelineno-0-1140"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1141" name="__codelineno-0-1141"></a> <span class="k">return</span> <span class="n">table_exists</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.write_incremental_datasets" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">write_incremental_datasets</span>
|
|
|
|
|
|
<a href="#mt5cli.history.write_incremental_datasets" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">write_incremental_datasets</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5DataClient">Mt5DataClient</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">],</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">selected_datasets</span><span class="p">:</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">],</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">resolved_timeframes</span><span class="p">:</span> <span class="n"><span title="list">list</span></span><span class="p">[</span><span class="n"><span title="int">int</span></span><span class="p">],</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">resolved_tick_flags</span><span class="p">:</span> <span class="n"><span title="int">int</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">fallback_start</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> <span class="n">end_date</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-11" name="__codelineno-0-11" href="#__codelineno-0-11"></a> <span class="n">deduplicate</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-12" name="__codelineno-0-12" href="#__codelineno-0-12"></a> <span class="n">create_rate_views</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-13" name="__codelineno-0-13" href="#__codelineno-0-13"></a> <span class="n">with_views</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-14" name="__codelineno-0-14" href="#__codelineno-0-14"></a> <span class="n">include_account_events</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-15" name="__codelineno-0-15" href="#__codelineno-0-15"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="tuple">tuple</span></span><span class="p">[</span><span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">],</span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]]]</span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Append selected datasets incrementally and refresh indexes and views.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="tuple">tuple</span>[<span title="set">set</span>[<a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a>], <span title="dict">dict</span>[<a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a>, <span title="set">set</span>[<span title="str">str</span>]]]</code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>Written datasets and their columns.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-1390">1390</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1391">1391</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1392">1392</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1393">1393</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1394">1394</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1395">1395</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1396">1396</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1397">1397</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1398">1398</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1399">1399</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1400">1400</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1401">1401</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1402">1402</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1403">1403</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1404">1404</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1405">1405</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1406">1406</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1407">1407</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1408">1408</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1409">1409</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1410">1410</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1411">1411</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1412">1412</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1413">1413</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1414">1414</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1415">1415</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1416">1416</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1417">1417</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1418">1418</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1419">1419</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1420">1420</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1421">1421</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1422">1422</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1423">1423</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1424">1424</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1425">1425</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1426">1426</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1427">1427</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1428">1428</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1429">1429</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1430">1430</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1431">1431</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1432">1432</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1433">1433</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1434">1434</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1435">1435</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1436">1436</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1437">1437</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1438">1438</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1439">1439</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1440">1440</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1441">1441</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1442">1442</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1443">1443</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1444">1444</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1445">1445</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1446">1446</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1447">1447</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1448">1448</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1449">1449</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1450">1450</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1451">1451</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1452">1452</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1453">1453</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1454">1454</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1455">1455</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1456">1456</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1457">1457</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1458">1458</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1459">1459</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1460">1460</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1461">1461</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1462">1462</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1463">1463</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1464">1464</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1465">1465</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1466">1466</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1467">1467</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1468">1468</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1469">1469</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1470">1470</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1390" name="__codelineno-0-1390"></a><span class="k">def</span><span class="w"> </span><span class="nf">write_incremental_datasets</span><span class="p">(</span> <span class="c1"># noqa: PLR0913</span>
|
|
<a id="__codelineno-0-1391" name="__codelineno-0-1391"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1392" name="__codelineno-0-1392"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5DataClient</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1393" name="__codelineno-0-1393"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
|
<a id="__codelineno-0-1394" name="__codelineno-0-1394"></a> <span class="n">selected_datasets</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">],</span>
|
|
<a id="__codelineno-0-1395" name="__codelineno-0-1395"></a> <span class="n">resolved_timeframes</span><span class="p">:</span> <span class="nb">list</span><span class="p">[</span><span class="nb">int</span><span class="p">],</span>
|
|
<a id="__codelineno-0-1396" name="__codelineno-0-1396"></a> <span class="n">resolved_tick_flags</span><span class="p">:</span> <span class="nb">int</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1397" name="__codelineno-0-1397"></a> <span class="n">fallback_start</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1398" name="__codelineno-0-1398"></a> <span class="n">end_date</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1399" name="__codelineno-0-1399"></a> <span class="o">*</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1400" name="__codelineno-0-1400"></a> <span class="n">deduplicate</span><span class="p">:</span> <span class="nb">bool</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1401" name="__codelineno-0-1401"></a> <span class="n">create_rate_views</span><span class="p">:</span> <span class="nb">bool</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1402" name="__codelineno-0-1402"></a> <span class="n">with_views</span><span class="p">:</span> <span class="nb">bool</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1403" name="__codelineno-0-1403"></a> <span class="n">include_account_events</span><span class="p">:</span> <span class="nb">bool</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1404" name="__codelineno-0-1404"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">tuple</span><span class="p">[</span><span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">],</span> <span class="nb">dict</span><span class="p">[</span><span class="n">Dataset</span><span class="p">,</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">]]]:</span>
|
|
<a id="__codelineno-0-1405" name="__codelineno-0-1405"></a><span class="w"> </span><span class="sd">"""Append selected datasets incrementally and refresh indexes and views.</span>
|
|
<a id="__codelineno-0-1406" name="__codelineno-0-1406"></a>
|
|
<a id="__codelineno-0-1407" name="__codelineno-0-1407"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-1408" name="__codelineno-0-1408"></a><span class="sd"> Written datasets and their columns.</span>
|
|
<a id="__codelineno-0-1409" name="__codelineno-0-1409"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1410" name="__codelineno-0-1410"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="n">Dataset</span><span class="p">,</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">]]</span> <span class="o">=</span> <span class="p">{}</span>
|
|
<a id="__codelineno-0-1411" name="__codelineno-0-1411"></a> <span class="n">written_tables</span><span class="p">:</span> <span class="nb">set</span><span class="p">[</span><span class="n">Dataset</span><span class="p">]</span> <span class="o">=</span> <span class="nb">set</span><span class="p">()</span>
|
|
<a id="__codelineno-0-1412" name="__codelineno-0-1412"></a> <span class="n">dedup_scopes</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="n">Dataset</span><span class="p">,</span> <span class="nb">list</span><span class="p">[</span><span class="n">DedupScope</span><span class="p">]]</span> <span class="o">=</span> <span class="p">{}</span>
|
|
<a id="__codelineno-0-1413" name="__codelineno-0-1413"></a> <span class="k">if</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">rates</span> <span class="ow">in</span> <span class="n">selected_datasets</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1414" name="__codelineno-0-1414"></a> <span class="n">_write_incremental_rates</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1415" name="__codelineno-0-1415"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1416" name="__codelineno-0-1416"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1417" name="__codelineno-0-1417"></a> <span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1418" name="__codelineno-0-1418"></a> <span class="n">resolved_timeframes</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1419" name="__codelineno-0-1419"></a> <span class="n">fallback_start</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1420" name="__codelineno-0-1420"></a> <span class="n">end_date</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1421" name="__codelineno-0-1421"></a> <span class="n">written_columns</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1422" name="__codelineno-0-1422"></a> <span class="n">written_tables</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1423" name="__codelineno-0-1423"></a> <span class="n">dedup_scopes</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1424" name="__codelineno-0-1424"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1425" name="__codelineno-0-1425"></a> <span class="k">if</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">ticks</span> <span class="ow">in</span> <span class="n">selected_datasets</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1426" name="__codelineno-0-1426"></a> <span class="n">_write_incremental_ticks</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1427" name="__codelineno-0-1427"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1428" name="__codelineno-0-1428"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1429" name="__codelineno-0-1429"></a> <span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1430" name="__codelineno-0-1430"></a> <span class="n">resolved_tick_flags</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1431" name="__codelineno-0-1431"></a> <span class="n">fallback_start</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1432" name="__codelineno-0-1432"></a> <span class="n">end_date</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1433" name="__codelineno-0-1433"></a> <span class="n">written_columns</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1434" name="__codelineno-0-1434"></a> <span class="n">written_tables</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1435" name="__codelineno-0-1435"></a> <span class="n">dedup_scopes</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1436" name="__codelineno-0-1436"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1437" name="__codelineno-0-1437"></a> <span class="k">if</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">history_orders</span> <span class="ow">in</span> <span class="n">selected_datasets</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1438" name="__codelineno-0-1438"></a> <span class="n">_write_incremental_history_orders</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1439" name="__codelineno-0-1439"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1440" name="__codelineno-0-1440"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1441" name="__codelineno-0-1441"></a> <span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1442" name="__codelineno-0-1442"></a> <span class="n">fallback_start</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1443" name="__codelineno-0-1443"></a> <span class="n">end_date</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1444" name="__codelineno-0-1444"></a> <span class="n">written_columns</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1445" name="__codelineno-0-1445"></a> <span class="n">written_tables</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1446" name="__codelineno-0-1446"></a> <span class="n">dedup_scopes</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1447" name="__codelineno-0-1447"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1448" name="__codelineno-0-1448"></a> <span class="k">if</span> <span class="n">Dataset</span><span class="o">.</span><span class="n">history_deals</span> <span class="ow">in</span> <span class="n">selected_datasets</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1449" name="__codelineno-0-1449"></a> <span class="n">_write_incremental_history_deals</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1450" name="__codelineno-0-1450"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1451" name="__codelineno-0-1451"></a> <span class="n">client</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1452" name="__codelineno-0-1452"></a> <span class="n">symbols</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1453" name="__codelineno-0-1453"></a> <span class="n">fallback_start</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1454" name="__codelineno-0-1454"></a> <span class="n">end_date</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1455" name="__codelineno-0-1455"></a> <span class="n">written_columns</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1456" name="__codelineno-0-1456"></a> <span class="n">written_tables</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1457" name="__codelineno-0-1457"></a> <span class="n">dedup_scopes</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1458" name="__codelineno-0-1458"></a> <span class="n">include_account_events</span><span class="o">=</span><span class="n">include_account_events</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1459" name="__codelineno-0-1459"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1460" name="__codelineno-0-1460"></a> <span class="n">_finalize_incremental_writes</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1461" name="__codelineno-0-1461"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1462" name="__codelineno-0-1462"></a> <span class="n">selected_datasets</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1463" name="__codelineno-0-1463"></a> <span class="n">written_columns</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1464" name="__codelineno-0-1464"></a> <span class="n">written_tables</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1465" name="__codelineno-0-1465"></a> <span class="n">dedup_scopes</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1466" name="__codelineno-0-1466"></a> <span class="n">deduplicate</span><span class="o">=</span><span class="n">deduplicate</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1467" name="__codelineno-0-1467"></a> <span class="n">create_rate_views</span><span class="o">=</span><span class="n">create_rate_views</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1468" name="__codelineno-0-1468"></a> <span class="n">with_views</span><span class="o">=</span><span class="n">with_views</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1469" name="__codelineno-0-1469"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1470" name="__codelineno-0-1470"></a> <span class="k">return</span> <span class="n">written_tables</span><span class="p">,</span> <span class="n">written_columns</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.write_rates_dataset" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">write_rates_dataset</span>
|
|
|
|
|
|
<a href="#mt5cli.history.write_rates_dataset" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">write_rates_dataset</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5DataClient">Mt5DataClient</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">],</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">timeframe</span><span class="p">:</span> <span class="n"><span title="int">int</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">date_from</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="IfExists (mt5cli.utils.IfExists)" href="../utils/#mt5cli.utils.IfExists">IfExists</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]],</span>
|
|
<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="bool">bool</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Stream rates frames into SQLite.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>True if the rates table was written.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-1021">1021</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1022">1022</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1023">1023</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1024">1024</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1025">1025</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1026">1026</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1027">1027</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1028">1028</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1029">1029</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1030">1030</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1031">1031</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1032">1032</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1033">1033</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1034">1034</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1035">1035</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1036">1036</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1037">1037</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1038">1038</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1039">1039</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1040">1040</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1041">1041</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1042">1042</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1043">1043</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1044">1044</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1045">1045</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1046">1046</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1047">1047</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1048">1048</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1049">1049</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1050">1050</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1051">1051</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1052">1052</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1053">1053</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1054">1054</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1055">1055</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1021" name="__codelineno-0-1021"></a><span class="k">def</span><span class="w"> </span><span class="nf">write_rates_dataset</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1022" name="__codelineno-0-1022"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1023" name="__codelineno-0-1023"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5DataClient</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1024" name="__codelineno-0-1024"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
|
<a id="__codelineno-0-1025" name="__codelineno-0-1025"></a> <span class="n">timeframe</span><span class="p">:</span> <span class="nb">int</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1026" name="__codelineno-0-1026"></a> <span class="n">date_from</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1027" name="__codelineno-0-1027"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1028" name="__codelineno-0-1028"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n">IfExists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1029" name="__codelineno-0-1029"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="n">Dataset</span><span class="p">,</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">]],</span>
|
|
<a id="__codelineno-0-1030" name="__codelineno-0-1030"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">bool</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1031" name="__codelineno-0-1031"></a><span class="w"> </span><span class="sd">"""Stream rates frames into SQLite.</span>
|
|
<a id="__codelineno-0-1032" name="__codelineno-0-1032"></a>
|
|
<a id="__codelineno-0-1033" name="__codelineno-0-1033"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-1034" name="__codelineno-0-1034"></a><span class="sd"> True if the rates table was written.</span>
|
|
<a id="__codelineno-0-1035" name="__codelineno-0-1035"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1036" name="__codelineno-0-1036"></a> <span class="n">table_exists</span> <span class="o">=</span> <span class="kc">False</span>
|
|
<a id="__codelineno-0-1037" name="__codelineno-0-1037"></a> <span class="k">for</span> <span class="n">sym</span> <span class="ow">in</span> <span class="n">symbols</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1038" name="__codelineno-0-1038"></a> <span class="n">frame</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">copy_rates_range_as_df</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1039" name="__codelineno-0-1039"></a> <span class="n">symbol</span><span class="o">=</span><span class="n">sym</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1040" name="__codelineno-0-1040"></a> <span class="n">timeframe</span><span class="o">=</span><span class="n">timeframe</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1041" name="__codelineno-0-1041"></a> <span class="n">date_from</span><span class="o">=</span><span class="n">date_from</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1042" name="__codelineno-0-1042"></a> <span class="n">date_to</span><span class="o">=</span><span class="n">date_to</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1043" name="__codelineno-0-1043"></a> <span class="p">)</span><span class="o">.</span><span class="n">drop</span><span class="p">(</span><span class="n">columns</span><span class="o">=</span><span class="p">[</span><span class="s2">"symbol"</span><span class="p">,</span> <span class="s2">"timeframe"</span><span class="p">],</span> <span class="n">errors</span><span class="o">=</span><span class="s2">"ignore"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1044" name="__codelineno-0-1044"></a> <span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="n">frame</span><span class="o">.</span><span class="n">columns</span><span class="p">)</span> <span class="o">!=</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1045" name="__codelineno-0-1045"></a> <span class="n">frame</span><span class="o">.</span><span class="n">insert</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span> <span class="s2">"symbol"</span><span class="p">,</span> <span class="n">sym</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1046" name="__codelineno-0-1046"></a> <span class="n">frame</span><span class="o">.</span><span class="n">insert</span><span class="p">(</span><span class="mi">1</span><span class="p">,</span> <span class="s2">"timeframe"</span><span class="p">,</span> <span class="n">timeframe</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1047" name="__codelineno-0-1047"></a> <span class="n">table_exists</span> <span class="o">=</span> <span class="n">write_streamed_frame</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1048" name="__codelineno-0-1048"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1049" name="__codelineno-0-1049"></a> <span class="n">frame</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1050" name="__codelineno-0-1050"></a> <span class="n">Dataset</span><span class="o">.</span><span class="n">rates</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1051" name="__codelineno-0-1051"></a> <span class="n">table_exists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1052" name="__codelineno-0-1052"></a> <span class="n">if_exists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1053" name="__codelineno-0-1053"></a> <span class="n">written_columns</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1054" name="__codelineno-0-1054"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1055" name="__codelineno-0-1055"></a> <span class="k">return</span> <span class="n">table_exists</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.write_streamed_frame" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">write_streamed_frame</span>
|
|
|
|
|
|
<a href="#mt5cli.history.write_streamed_frame" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">write_streamed_frame</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">frame</span><span class="p">:</span> <span class="n"><span title="pandas.DataFrame">DataFrame</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">dataset</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">table_exists</span><span class="p">:</span> <span class="n"><span title="bool">bool</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="IfExists (mt5cli.utils.IfExists)" href="../utils/#mt5cli.utils.IfExists">IfExists</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]],</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="bool">bool</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Write one streamed dataset frame and track table state.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>True if the dataset table exists after this write attempt.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-712">712</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-713">713</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-714">714</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-715">715</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-716">716</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-717">717</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-718">718</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-719">719</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-720">720</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-721">721</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-722">722</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-723">723</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-724">724</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-725">725</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-726">726</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-727">727</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-728">728</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-729">729</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-712" name="__codelineno-0-712"></a><span class="k">def</span><span class="w"> </span><span class="nf">write_streamed_frame</span><span class="p">(</span>
|
|
<a id="__codelineno-0-713" name="__codelineno-0-713"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-714" name="__codelineno-0-714"></a> <span class="n">frame</span><span class="p">:</span> <span class="n">pd</span><span class="o">.</span><span class="n">DataFrame</span><span class="p">,</span>
|
|
<a id="__codelineno-0-715" name="__codelineno-0-715"></a> <span class="n">dataset</span><span class="p">:</span> <span class="n">Dataset</span><span class="p">,</span>
|
|
<a id="__codelineno-0-716" name="__codelineno-0-716"></a> <span class="n">table_exists</span><span class="p">:</span> <span class="nb">bool</span><span class="p">,</span>
|
|
<a id="__codelineno-0-717" name="__codelineno-0-717"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n">IfExists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-718" name="__codelineno-0-718"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="n">Dataset</span><span class="p">,</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">]],</span>
|
|
<a id="__codelineno-0-719" name="__codelineno-0-719"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">bool</span><span class="p">:</span>
|
|
<a id="__codelineno-0-720" name="__codelineno-0-720"></a><span class="w"> </span><span class="sd">"""Write one streamed dataset frame and track table state.</span>
|
|
<a id="__codelineno-0-721" name="__codelineno-0-721"></a>
|
|
<a id="__codelineno-0-722" name="__codelineno-0-722"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-723" name="__codelineno-0-723"></a><span class="sd"> True if the dataset table exists after this write attempt.</span>
|
|
<a id="__codelineno-0-724" name="__codelineno-0-724"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-725" name="__codelineno-0-725"></a> <span class="n">write_mode</span> <span class="o">=</span> <span class="n">IfExists</span><span class="o">.</span><span class="n">APPEND</span> <span class="k">if</span> <span class="n">table_exists</span> <span class="k">else</span> <span class="n">if_exists</span>
|
|
<a id="__codelineno-0-726" name="__codelineno-0-726"></a> <span class="k">if</span> <span class="n">append_dataframe</span><span class="p">(</span><span class="n">conn</span><span class="p">,</span> <span class="n">frame</span><span class="p">,</span> <span class="n">dataset</span><span class="o">.</span><span class="n">table_name</span><span class="p">,</span> <span class="n">write_mode</span><span class="p">):</span>
|
|
<a id="__codelineno-0-727" name="__codelineno-0-727"></a> <span class="n">record_written_columns</span><span class="p">(</span><span class="n">written_columns</span><span class="p">,</span> <span class="n">dataset</span><span class="p">,</span> <span class="n">frame</span><span class="p">)</span>
|
|
<a id="__codelineno-0-728" name="__codelineno-0-728"></a> <span class="k">return</span> <span class="kc">True</span>
|
|
<a id="__codelineno-0-729" name="__codelineno-0-729"></a> <span class="k">return</span> <span class="n">table_exists</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
<div class="doc doc-object doc-function">
|
|
|
|
|
|
<h3 id="mt5cli.history.write_ticks_dataset" class="doc doc-heading">
|
|
<span class="doc doc-object-name doc-function-name">write_ticks_dataset</span>
|
|
|
|
|
|
<a href="#mt5cli.history.write_ticks_dataset" class="headerlink" title="Permanent link">¶</a></h3>
|
|
<div class="doc-signature highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a><span class="nf">write_ticks_dataset</span><span class="p">(</span>
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> <span class="n">conn</span><span class="p">:</span> <span class="n"><span title="sqlite3.Connection">Connection</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> <span class="n">client</span><span class="p">:</span> <span class="n"><span title="pdmt5.Mt5DataClient">Mt5DataClient</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n"><span title="collections.abc.Sequence">Sequence</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">],</span>
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> <span class="n">flags</span><span class="p">:</span> <span class="n"><span title="int">int</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> <span class="n">date_from</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n"><span title="datetime.datetime">datetime</span></span><span class="p">,</span>
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n"><a class="autorefs autorefs-internal" title="IfExists (mt5cli.utils.IfExists)" href="../utils/#mt5cli.utils.IfExists">IfExists</a></span><span class="p">,</span>
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="n"><span title="dict">dict</span></span><span class="p">[</span><span class="n"><a class="autorefs autorefs-internal" title="Dataset (mt5cli.utils.Dataset)" href="../utils/#mt5cli.utils.Dataset">Dataset</a></span><span class="p">,</span> <span class="n"><span title="set">set</span></span><span class="p">[</span><span class="n"><span title="str">str</span></span><span class="p">]],</span>
|
|
<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a><span class="p">)</span> <span class="o">-></span> <span class="n"><span title="bool">bool</span></span>
|
|
</code></pre></div>
|
|
|
|
<div class="doc doc-contents ">
|
|
|
|
<p>Stream ticks frames into SQLite.</p>
|
|
|
|
|
|
<p><span class="doc-section-title">Returns:</span></p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Type</th>
|
|
<th>Description</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr class="doc-section-item">
|
|
<td>
|
|
<code><span title="bool">bool</span></code>
|
|
</td>
|
|
<td>
|
|
<div class="doc-md-description">
|
|
<p>True if the ticks table was written.</p>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
|
|
|
|
<details class="mkdocstrings-source">
|
|
<summary>Source code in <code>mt5cli/history.py</code></summary>
|
|
<div class="highlight"><table class="highlighttable"><tr><td class="linenos"><div class="linenodiv"><pre><span></span><span class="normal"><a href="#__codelineno-0-1058">1058</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1059">1059</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1060">1060</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1061">1061</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1062">1062</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1063">1063</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1064">1064</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1065">1065</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1066">1066</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1067">1067</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1068">1068</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1069">1069</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1070">1070</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1071">1071</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1072">1072</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1073">1073</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1074">1074</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1075">1075</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1076">1076</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1077">1077</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1078">1078</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1079">1079</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1080">1080</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1081">1081</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1082">1082</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1083">1083</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1084">1084</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1085">1085</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1086">1086</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1087">1087</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1088">1088</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1089">1089</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1090">1090</a></span>
|
|
<span class="normal"><a href="#__codelineno-0-1091">1091</a></span></pre></div></td><td class="code"><div><pre><span></span><code><a id="__codelineno-0-1058" name="__codelineno-0-1058"></a><span class="k">def</span><span class="w"> </span><span class="nf">write_ticks_dataset</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1059" name="__codelineno-0-1059"></a> <span class="n">conn</span><span class="p">:</span> <span class="n">sqlite3</span><span class="o">.</span><span class="n">Connection</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1060" name="__codelineno-0-1060"></a> <span class="n">client</span><span class="p">:</span> <span class="n">Mt5DataClient</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1061" name="__codelineno-0-1061"></a> <span class="n">symbols</span><span class="p">:</span> <span class="n">Sequence</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
|
<a id="__codelineno-0-1062" name="__codelineno-0-1062"></a> <span class="n">flags</span><span class="p">:</span> <span class="nb">int</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1063" name="__codelineno-0-1063"></a> <span class="n">date_from</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1064" name="__codelineno-0-1064"></a> <span class="n">date_to</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1065" name="__codelineno-0-1065"></a> <span class="n">if_exists</span><span class="p">:</span> <span class="n">IfExists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1066" name="__codelineno-0-1066"></a> <span class="n">written_columns</span><span class="p">:</span> <span class="nb">dict</span><span class="p">[</span><span class="n">Dataset</span><span class="p">,</span> <span class="nb">set</span><span class="p">[</span><span class="nb">str</span><span class="p">]],</span>
|
|
<a id="__codelineno-0-1067" name="__codelineno-0-1067"></a><span class="p">)</span> <span class="o">-></span> <span class="nb">bool</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1068" name="__codelineno-0-1068"></a><span class="w"> </span><span class="sd">"""Stream ticks frames into SQLite.</span>
|
|
<a id="__codelineno-0-1069" name="__codelineno-0-1069"></a>
|
|
<a id="__codelineno-0-1070" name="__codelineno-0-1070"></a><span class="sd"> Returns:</span>
|
|
<a id="__codelineno-0-1071" name="__codelineno-0-1071"></a><span class="sd"> True if the ticks table was written.</span>
|
|
<a id="__codelineno-0-1072" name="__codelineno-0-1072"></a><span class="sd"> """</span>
|
|
<a id="__codelineno-0-1073" name="__codelineno-0-1073"></a> <span class="n">table_exists</span> <span class="o">=</span> <span class="kc">False</span>
|
|
<a id="__codelineno-0-1074" name="__codelineno-0-1074"></a> <span class="k">for</span> <span class="n">sym</span> <span class="ow">in</span> <span class="n">symbols</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1075" name="__codelineno-0-1075"></a> <span class="n">frame</span> <span class="o">=</span> <span class="n">client</span><span class="o">.</span><span class="n">copy_ticks_range_as_df</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1076" name="__codelineno-0-1076"></a> <span class="n">symbol</span><span class="o">=</span><span class="n">sym</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1077" name="__codelineno-0-1077"></a> <span class="n">date_from</span><span class="o">=</span><span class="n">date_from</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1078" name="__codelineno-0-1078"></a> <span class="n">date_to</span><span class="o">=</span><span class="n">date_to</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1079" name="__codelineno-0-1079"></a> <span class="n">flags</span><span class="o">=</span><span class="n">flags</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1080" name="__codelineno-0-1080"></a> <span class="p">)</span><span class="o">.</span><span class="n">drop</span><span class="p">(</span><span class="n">columns</span><span class="o">=</span><span class="p">[</span><span class="s2">"symbol"</span><span class="p">],</span> <span class="n">errors</span><span class="o">=</span><span class="s2">"ignore"</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1081" name="__codelineno-0-1081"></a> <span class="k">if</span> <span class="nb">len</span><span class="p">(</span><span class="n">frame</span><span class="o">.</span><span class="n">columns</span><span class="p">)</span> <span class="o">!=</span> <span class="mi">0</span><span class="p">:</span>
|
|
<a id="__codelineno-0-1082" name="__codelineno-0-1082"></a> <span class="n">frame</span><span class="o">.</span><span class="n">insert</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span> <span class="s2">"symbol"</span><span class="p">,</span> <span class="n">sym</span><span class="p">)</span>
|
|
<a id="__codelineno-0-1083" name="__codelineno-0-1083"></a> <span class="n">table_exists</span> <span class="o">=</span> <span class="n">write_streamed_frame</span><span class="p">(</span>
|
|
<a id="__codelineno-0-1084" name="__codelineno-0-1084"></a> <span class="n">conn</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1085" name="__codelineno-0-1085"></a> <span class="n">frame</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1086" name="__codelineno-0-1086"></a> <span class="n">Dataset</span><span class="o">.</span><span class="n">ticks</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1087" name="__codelineno-0-1087"></a> <span class="n">table_exists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1088" name="__codelineno-0-1088"></a> <span class="n">if_exists</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1089" name="__codelineno-0-1089"></a> <span class="n">written_columns</span><span class="p">,</span>
|
|
<a id="__codelineno-0-1090" name="__codelineno-0-1090"></a> <span class="p">)</span>
|
|
<a id="__codelineno-0-1091" name="__codelineno-0-1091"></a> <span class="k">return</span> <span class="n">table_exists</span>
|
|
</code></pre></div></td></tr></table></div>
|
|
</details>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
|
|
|
|
</div>
|
|
|
|
</div>
|
|
|
|
</div><h2 id="collect-history-schema"><code>collect-history</code> schema<a class="headerlink" href="#collect-history-schema" title="Permanent link">¶</a></h2>
|
|
<p>The <code>collect-history</code> command (and the matching <code>collect_history</code> SDK function) writes
|
|
selected MT5 datasets into one SQLite database. Each dataset becomes a table; column
|
|
names and types mirror the pdmt5 DataFrame schema for that export, with two additions:</p>
|
|
<ul>
|
|
<li><code>symbol</code> is prepended on every table.</li>
|
|
<li><code>timeframe</code> is prepended on <code>rates</code> so appended runs at different bar sizes stay
|
|
distinguishable.</li>
|
|
</ul>
|
|
<p>SQLite does not declare foreign keys. Rows are linked logically by <code>symbol</code>, time
|
|
windows, and (for deals) <code>position_id</code> / <code>order</code>. Duplicate rows are removed on
|
|
append using dataset-specific keys (for example <code>ticket</code> on history tables, or
|
|
<code>(symbol, timeframe, time)</code> on rates).</p>
|
|
<p>Optional views are created when <code>--with-views</code> is set and the <code>history-deals</code> dataset
|
|
was written.</p>
|
|
<h3 id="entity-relationship-diagram">Entity-relationship diagram<a class="headerlink" href="#entity-relationship-diagram" title="Permanent link">¶</a></h3>
|
|
<p>Sample layout for a full collection with <code>--with-views</code>:</p>
|
|
<div class="highlight"><pre><span></span><code><a id="__codelineno-0-1" name="__codelineno-0-1" href="#__codelineno-0-1"></a>erDiagram
|
|
<a id="__codelineno-0-2" name="__codelineno-0-2" href="#__codelineno-0-2"></a> rates {
|
|
<a id="__codelineno-0-3" name="__codelineno-0-3" href="#__codelineno-0-3"></a> TEXT symbol "dedup key"
|
|
<a id="__codelineno-0-4" name="__codelineno-0-4" href="#__codelineno-0-4"></a> INTEGER timeframe "dedup key"
|
|
<a id="__codelineno-0-5" name="__codelineno-0-5" href="#__codelineno-0-5"></a> TEXT time "dedup key"
|
|
<a id="__codelineno-0-6" name="__codelineno-0-6" href="#__codelineno-0-6"></a> REAL open
|
|
<a id="__codelineno-0-7" name="__codelineno-0-7" href="#__codelineno-0-7"></a> REAL high
|
|
<a id="__codelineno-0-8" name="__codelineno-0-8" href="#__codelineno-0-8"></a> REAL low
|
|
<a id="__codelineno-0-9" name="__codelineno-0-9" href="#__codelineno-0-9"></a> REAL close
|
|
<a id="__codelineno-0-10" name="__codelineno-0-10" href="#__codelineno-0-10"></a> INTEGER tick_volume
|
|
<a id="__codelineno-0-11" name="__codelineno-0-11" href="#__codelineno-0-11"></a> INTEGER spread
|
|
<a id="__codelineno-0-12" name="__codelineno-0-12" href="#__codelineno-0-12"></a> INTEGER real_volume
|
|
<a id="__codelineno-0-13" name="__codelineno-0-13" href="#__codelineno-0-13"></a> }
|
|
<a id="__codelineno-0-14" name="__codelineno-0-14" href="#__codelineno-0-14"></a>
|
|
<a id="__codelineno-0-15" name="__codelineno-0-15" href="#__codelineno-0-15"></a> ticks {
|
|
<a id="__codelineno-0-16" name="__codelineno-0-16" href="#__codelineno-0-16"></a> TEXT symbol "dedup key"
|
|
<a id="__codelineno-0-17" name="__codelineno-0-17" href="#__codelineno-0-17"></a> TEXT time "dedup key"
|
|
<a id="__codelineno-0-18" name="__codelineno-0-18" href="#__codelineno-0-18"></a> INTEGER time_msc "dedup key (preferred)"
|
|
<a id="__codelineno-0-19" name="__codelineno-0-19" href="#__codelineno-0-19"></a> REAL bid
|
|
<a id="__codelineno-0-20" name="__codelineno-0-20" href="#__codelineno-0-20"></a> REAL ask
|
|
<a id="__codelineno-0-21" name="__codelineno-0-21" href="#__codelineno-0-21"></a> REAL last
|
|
<a id="__codelineno-0-22" name="__codelineno-0-22" href="#__codelineno-0-22"></a> INTEGER volume
|
|
<a id="__codelineno-0-23" name="__codelineno-0-23" href="#__codelineno-0-23"></a> INTEGER flags
|
|
<a id="__codelineno-0-24" name="__codelineno-0-24" href="#__codelineno-0-24"></a> REAL volume_real
|
|
<a id="__codelineno-0-25" name="__codelineno-0-25" href="#__codelineno-0-25"></a> }
|
|
<a id="__codelineno-0-26" name="__codelineno-0-26" href="#__codelineno-0-26"></a>
|
|
<a id="__codelineno-0-27" name="__codelineno-0-27" href="#__codelineno-0-27"></a> history_orders {
|
|
<a id="__codelineno-0-28" name="__codelineno-0-28" href="#__codelineno-0-28"></a> INTEGER ticket "dedup key"
|
|
<a id="__codelineno-0-29" name="__codelineno-0-29" href="#__codelineno-0-29"></a> TEXT symbol
|
|
<a id="__codelineno-0-30" name="__codelineno-0-30" href="#__codelineno-0-30"></a> TEXT time
|
|
<a id="__codelineno-0-31" name="__codelineno-0-31" href="#__codelineno-0-31"></a> INTEGER type
|
|
<a id="__codelineno-0-32" name="__codelineno-0-32" href="#__codelineno-0-32"></a> INTEGER state
|
|
<a id="__codelineno-0-33" name="__codelineno-0-33" href="#__codelineno-0-33"></a> REAL volume_initial
|
|
<a id="__codelineno-0-34" name="__codelineno-0-34" href="#__codelineno-0-34"></a> REAL price_open
|
|
<a id="__codelineno-0-35" name="__codelineno-0-35" href="#__codelineno-0-35"></a> REAL price_current
|
|
<a id="__codelineno-0-36" name="__codelineno-0-36" href="#__codelineno-0-36"></a> INTEGER magic
|
|
<a id="__codelineno-0-37" name="__codelineno-0-37" href="#__codelineno-0-37"></a> }
|
|
<a id="__codelineno-0-38" name="__codelineno-0-38" href="#__codelineno-0-38"></a>
|
|
<a id="__codelineno-0-39" name="__codelineno-0-39" href="#__codelineno-0-39"></a> history_deals {
|
|
<a id="__codelineno-0-40" name="__codelineno-0-40" href="#__codelineno-0-40"></a> INTEGER ticket "dedup key"
|
|
<a id="__codelineno-0-41" name="__codelineno-0-41" href="#__codelineno-0-41"></a> INTEGER order
|
|
<a id="__codelineno-0-42" name="__codelineno-0-42" href="#__codelineno-0-42"></a> INTEGER position_id "groups position view"
|
|
<a id="__codelineno-0-43" name="__codelineno-0-43" href="#__codelineno-0-43"></a> TEXT symbol
|
|
<a id="__codelineno-0-44" name="__codelineno-0-44" href="#__codelineno-0-44"></a> TEXT time
|
|
<a id="__codelineno-0-45" name="__codelineno-0-45" href="#__codelineno-0-45"></a> INTEGER type "0/1 trade, else cash event"
|
|
<a id="__codelineno-0-46" name="__codelineno-0-46" href="#__codelineno-0-46"></a> INTEGER entry "0 IN, 1 OUT, 2 INOUT, 3 OUT_BY"
|
|
<a id="__codelineno-0-47" name="__codelineno-0-47" href="#__codelineno-0-47"></a> REAL volume
|
|
<a id="__codelineno-0-48" name="__codelineno-0-48" href="#__codelineno-0-48"></a> REAL price
|
|
<a id="__codelineno-0-49" name="__codelineno-0-49" href="#__codelineno-0-49"></a> REAL profit
|
|
<a id="__codelineno-0-50" name="__codelineno-0-50" href="#__codelineno-0-50"></a> REAL commission
|
|
<a id="__codelineno-0-51" name="__codelineno-0-51" href="#__codelineno-0-51"></a> REAL swap
|
|
<a id="__codelineno-0-52" name="__codelineno-0-52" href="#__codelineno-0-52"></a> REAL fee
|
|
<a id="__codelineno-0-53" name="__codelineno-0-53" href="#__codelineno-0-53"></a> }
|
|
<a id="__codelineno-0-54" name="__codelineno-0-54" href="#__codelineno-0-54"></a>
|
|
<a id="__codelineno-0-55" name="__codelineno-0-55" href="#__codelineno-0-55"></a> cash_events {
|
|
<a id="__codelineno-0-56" name="__codelineno-0-56" href="#__codelineno-0-56"></a> INTEGER ticket
|
|
<a id="__codelineno-0-57" name="__codelineno-0-57" href="#__codelineno-0-57"></a> TEXT symbol
|
|
<a id="__codelineno-0-58" name="__codelineno-0-58" href="#__codelineno-0-58"></a> TEXT time
|
|
<a id="__codelineno-0-59" name="__codelineno-0-59" href="#__codelineno-0-59"></a> INTEGER type
|
|
<a id="__codelineno-0-60" name="__codelineno-0-60" href="#__codelineno-0-60"></a> REAL profit
|
|
<a id="__codelineno-0-61" name="__codelineno-0-61" href="#__codelineno-0-61"></a> }
|
|
<a id="__codelineno-0-62" name="__codelineno-0-62" href="#__codelineno-0-62"></a>
|
|
<a id="__codelineno-0-63" name="__codelineno-0-63" href="#__codelineno-0-63"></a> positions_reconstructed {
|
|
<a id="__codelineno-0-64" name="__codelineno-0-64" href="#__codelineno-0-64"></a> INTEGER position_id
|
|
<a id="__codelineno-0-65" name="__codelineno-0-65" href="#__codelineno-0-65"></a> TEXT symbol
|
|
<a id="__codelineno-0-66" name="__codelineno-0-66" href="#__codelineno-0-66"></a> TEXT open_time
|
|
<a id="__codelineno-0-67" name="__codelineno-0-67" href="#__codelineno-0-67"></a> TEXT close_time
|
|
<a id="__codelineno-0-68" name="__codelineno-0-68" href="#__codelineno-0-68"></a> INTEGER direction
|
|
<a id="__codelineno-0-69" name="__codelineno-0-69" href="#__codelineno-0-69"></a> REAL volume_open
|
|
<a id="__codelineno-0-70" name="__codelineno-0-70" href="#__codelineno-0-70"></a> REAL volume_close
|
|
<a id="__codelineno-0-71" name="__codelineno-0-71" href="#__codelineno-0-71"></a> REAL volume_reversal
|
|
<a id="__codelineno-0-72" name="__codelineno-0-72" href="#__codelineno-0-72"></a> REAL open_price
|
|
<a id="__codelineno-0-73" name="__codelineno-0-73" href="#__codelineno-0-73"></a> REAL close_price
|
|
<a id="__codelineno-0-74" name="__codelineno-0-74" href="#__codelineno-0-74"></a> REAL total_profit
|
|
<a id="__codelineno-0-75" name="__codelineno-0-75" href="#__codelineno-0-75"></a> INTEGER reversal_count
|
|
<a id="__codelineno-0-76" name="__codelineno-0-76" href="#__codelineno-0-76"></a> INTEGER deals_count
|
|
<a id="__codelineno-0-77" name="__codelineno-0-77" href="#__codelineno-0-77"></a> }
|
|
<a id="__codelineno-0-78" name="__codelineno-0-78" href="#__codelineno-0-78"></a>
|
|
<a id="__codelineno-0-79" name="__codelineno-0-79" href="#__codelineno-0-79"></a> rates ||--o{ history_deals : "symbol (logical)"
|
|
<a id="__codelineno-0-80" name="__codelineno-0-80" href="#__codelineno-0-80"></a> ticks ||--o{ history_deals : "symbol (logical)"
|
|
<a id="__codelineno-0-81" name="__codelineno-0-81" href="#__codelineno-0-81"></a> history_orders ||--o{ history_deals : "order ~ ticket (logical)"
|
|
<a id="__codelineno-0-82" name="__codelineno-0-82" href="#__codelineno-0-82"></a> history_deals ||--|| cash_events : "VIEW: type NOT IN (0,1)"
|
|
<a id="__codelineno-0-83" name="__codelineno-0-83" href="#__codelineno-0-83"></a> history_deals ||--o{ positions_reconstructed : "VIEW: GROUP BY position_id"
|
|
</code></pre></div>
|
|
<h3 id="tables-and-views">Tables and views<a class="headerlink" href="#tables-and-views" title="Permanent link">¶</a></h3>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>Object</th>
|
|
<th>Kind</th>
|
|
<th>Source</th>
|
|
<th>Notes</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr>
|
|
<td><code>rates</code></td>
|
|
<td>table</td>
|
|
<td><code>copy_rates_range</code></td>
|
|
<td>Indexed on <code>(symbol, timeframe, time)</code> when columns exist.</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>ticks</code></td>
|
|
<td>table</td>
|
|
<td><code>copy_ticks_range</code></td>
|
|
<td>Indexed on <code>(symbol, time)</code> when columns exist.</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>history_orders</code></td>
|
|
<td>table</td>
|
|
<td><code>history_orders_get</code></td>
|
|
<td>Fetched per <code>--symbol</code>, then concatenated.</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>history_deals</code></td>
|
|
<td>table</td>
|
|
<td><code>history_deals_get</code></td>
|
|
<td>Fetched per <code>--symbol</code>, then concatenated. Indexed on <code>(position_id, symbol)</code> when present.</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>cash_events</code></td>
|
|
<td>view</td>
|
|
<td><code>history_deals</code></td>
|
|
<td>Non-trade deal types (deposits, balance ops, etc.). Requires <code>type</code> column.</td>
|
|
</tr>
|
|
<tr>
|
|
<td><code>positions_reconstructed</code></td>
|
|
<td>view</td>
|
|
<td><code>history_deals</code></td>
|
|
<td>One row per closed <code>position_id</code>; volume-weighted prices and reversal stats.</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
<p>Column sets can vary with terminal and pdmt5 version. Views are skipped with a warning
|
|
when required columns are missing.</p>
|
|
<h3 id="incremental-collection">Incremental collection<a class="headerlink" href="#incremental-collection" title="Permanent link">¶</a></h3>
|
|
<p>The <code>update_history</code> SDK path uses the same base tables and optional
|
|
<code>cash_events</code> / <code>positions_reconstructed</code> views. It additionally maintains
|
|
<code>rate_<symbol>__<timeframe></code> compatibility views when <code>create_rate_views=True</code>.</p>
|
|
<h3 id="rate-view-resolution">Rate view resolution<a class="headerlink" href="#rate-view-resolution" title="Permanent link">¶</a></h3>
|
|
<p>Downstream tools can resolve mt5cli-managed compatibility view names from an
|
|
existing SQLite history database without creating files or guessing legacy
|
|
naming schemes:</p>
|
|
<div class="highlight"><pre><span></span><code><a id="__codelineno-1-1" name="__codelineno-1-1" href="#__codelineno-1-1"></a><span class="kn">from</span><span class="w"> </span><span class="nn">pathlib</span><span class="w"> </span><span class="kn">import</span> <span class="n">Path</span>
|
|
<a id="__codelineno-1-2" name="__codelineno-1-2" href="#__codelineno-1-2"></a>
|
|
<a id="__codelineno-1-3" name="__codelineno-1-3" href="#__codelineno-1-3"></a><span class="kn">from</span><span class="w"> </span><span class="nn">mt5cli.history</span><span class="w"> </span><span class="kn">import</span> <span class="n">resolve_rate_view_name</span><span class="p">,</span> <span class="n">resolve_rate_view_names</span>
|
|
<a id="__codelineno-1-4" name="__codelineno-1-4" href="#__codelineno-1-4"></a>
|
|
<a id="__codelineno-1-5" name="__codelineno-1-5" href="#__codelineno-1-5"></a><span class="c1"># Single symbol and granularity</span>
|
|
<a id="__codelineno-1-6" name="__codelineno-1-6" href="#__codelineno-1-6"></a><span class="n">view</span> <span class="o">=</span> <span class="n">resolve_rate_view_name</span><span class="p">(</span><span class="n">Path</span><span class="p">(</span><span class="s2">"history.db"</span><span class="p">),</span> <span class="s2">"EURUSD"</span><span class="p">,</span> <span class="s2">"M1"</span><span class="p">)</span>
|
|
<a id="__codelineno-1-7" name="__codelineno-1-7" href="#__codelineno-1-7"></a>
|
|
<a id="__codelineno-1-8" name="__codelineno-1-8" href="#__codelineno-1-8"></a><span class="c1"># Batch resolution in row-major order</span>
|
|
<a id="__codelineno-1-9" name="__codelineno-1-9" href="#__codelineno-1-9"></a><span class="n">views</span> <span class="o">=</span> <span class="n">resolve_rate_view_names</span><span class="p">(</span>
|
|
<a id="__codelineno-1-10" name="__codelineno-1-10" href="#__codelineno-1-10"></a> <span class="n">Path</span><span class="p">(</span><span class="s2">"history.db"</span><span class="p">),</span>
|
|
<a id="__codelineno-1-11" name="__codelineno-1-11" href="#__codelineno-1-11"></a> <span class="p">[</span><span class="s2">"EURUSD"</span><span class="p">,</span> <span class="s2">"GBPUSD"</span><span class="p">],</span>
|
|
<a id="__codelineno-1-12" name="__codelineno-1-12" href="#__codelineno-1-12"></a> <span class="p">[</span><span class="s2">"M1"</span><span class="p">,</span> <span class="s2">"H1"</span><span class="p">],</span>
|
|
<a id="__codelineno-1-13" name="__codelineno-1-13" href="#__codelineno-1-13"></a><span class="p">)</span>
|
|
</code></pre></div>
|
|
<p>Resolution rules:</p>
|
|
<ul>
|
|
<li>Returns <code>rate_<symbol>__<timeframe></code> when a symbol stores one timeframe.</li>
|
|
<li>Returns <code>rate_<symbol>__<granularity>_<timeframe></code> when multiple timeframes
|
|
are stored for the same symbol.</li>
|
|
<li>When multiple naming candidates apply, prefers an existing managed
|
|
<code>rate_*__*</code> view from the candidate list.</li>
|
|
<li>Falls back to single-timeframe naming when the database path is missing or
|
|
<code>rates</code> metadata is unavailable.</li>
|
|
<li>Pass <code>require_existing=True</code> to raise <code>ValueError</code> instead of returning a
|
|
best-guess name when the database or view is missing.</li>
|
|
<li>Accepts either a SQLite path or an open <code>sqlite3.Connection</code>.</li>
|
|
</ul>
|
|
<h3 id="rate-data-loading">Rate data loading<a class="headerlink" href="#rate-data-loading" title="Permanent link">¶</a></h3>
|
|
<p>Use <code>load_rate_data()</code> to load a table or view from a SQLite path, or
|
|
<code>load_rate_data_from_connection()</code> when you already have a connection:</p>
|
|
<div class="highlight"><pre><span></span><code><a id="__codelineno-2-1" name="__codelineno-2-1" href="#__codelineno-2-1"></a><span class="kn">from</span><span class="w"> </span><span class="nn">pathlib</span><span class="w"> </span><span class="kn">import</span> <span class="n">Path</span>
|
|
<a id="__codelineno-2-2" name="__codelineno-2-2" href="#__codelineno-2-2"></a>
|
|
<a id="__codelineno-2-3" name="__codelineno-2-3" href="#__codelineno-2-3"></a><span class="kn">from</span><span class="w"> </span><span class="nn">mt5cli</span><span class="w"> </span><span class="kn">import</span> <span class="n">load_rate_data</span>
|
|
<a id="__codelineno-2-4" name="__codelineno-2-4" href="#__codelineno-2-4"></a><span class="kn">from</span><span class="w"> </span><span class="nn">mt5cli.history</span><span class="w"> </span><span class="kn">import</span> <span class="n">resolve_rate_view_name</span>
|
|
<a id="__codelineno-2-5" name="__codelineno-2-5" href="#__codelineno-2-5"></a>
|
|
<a id="__codelineno-2-6" name="__codelineno-2-6" href="#__codelineno-2-6"></a><span class="n">view</span> <span class="o">=</span> <span class="n">resolve_rate_view_name</span><span class="p">(</span><span class="n">Path</span><span class="p">(</span><span class="s2">"history.db"</span><span class="p">),</span> <span class="s2">"EURUSD"</span><span class="p">,</span> <span class="s2">"M1"</span><span class="p">,</span> <span class="n">require_existing</span><span class="o">=</span><span class="kc">True</span><span class="p">)</span>
|
|
<a id="__codelineno-2-7" name="__codelineno-2-7" href="#__codelineno-2-7"></a><span class="n">rates</span> <span class="o">=</span> <span class="n">load_rate_data</span><span class="p">(</span><span class="n">Path</span><span class="p">(</span><span class="s2">"history.db"</span><span class="p">),</span> <span class="n">view</span><span class="p">,</span> <span class="n">count</span><span class="o">=</span><span class="mi">1000</span><span class="p">)</span>
|
|
</code></pre></div>
|
|
<p>The loader accepts close-based OHLC rate data or tick-like bid/ask data. It
|
|
validates that <code>time</code> exists, parses timestamps with pandas, and returns a
|
|
DataFrame indexed by ascending <code>DatetimeIndex</code> named <code>time</code>.</p></div>
|
|
</div>
|
|
</div>
|
|
|
|
<footer class="col-md-12">
|
|
<hr>
|
|
<p>Documentation built with <a href="https://www.mkdocs.org/">MkDocs</a>.</p>
|
|
</footer>
|
|
<script src="../../js/bootstrap.bundle.min.js"></script>
|
|
<script>
|
|
var base_url = "../..",
|
|
shortcuts = {"help": 191, "next": 78, "previous": 80, "search": 83};
|
|
</script>
|
|
<script src="../../js/base.js"></script>
|
|
<script src="../../search/main.js"></script>
|
|
|
|
<div class="modal" id="mkdocs_search_modal" tabindex="-1" role="dialog" aria-labelledby="searchModalLabel" aria-hidden="true">
|
|
<div class="modal-dialog modal-lg">
|
|
<div class="modal-content">
|
|
<div class="modal-header">
|
|
<h4 class="modal-title" id="searchModalLabel">Search</h4>
|
|
<button type="button" class="btn-close" data-bs-dismiss="modal" aria-label="Close"></button>
|
|
</div>
|
|
<div class="modal-body">
|
|
<p>From here you can search these documents. Enter your search terms below.</p>
|
|
<form>
|
|
<div class="form-group">
|
|
<input type="search" class="form-control" placeholder="Search..." id="mkdocs-search-query" title="Type search term here">
|
|
</div>
|
|
</form>
|
|
<div id="mkdocs-search-results" data-no-results-text="No results found"></div>
|
|
</div>
|
|
<div class="modal-footer">
|
|
</div>
|
|
</div>
|
|
</div>
|
|
</div><div class="modal" id="mkdocs_keyboard_modal" tabindex="-1" role="dialog" aria-labelledby="keyboardModalLabel" aria-hidden="true">
|
|
<div class="modal-dialog">
|
|
<div class="modal-content">
|
|
<div class="modal-header">
|
|
<h4 class="modal-title" id="keyboardModalLabel">Keyboard Shortcuts</h4>
|
|
<button type="button" class="btn-close" data-bs-dismiss="modal" aria-label="Close"></button>
|
|
</div>
|
|
<div class="modal-body">
|
|
<table class="table">
|
|
<thead>
|
|
<tr>
|
|
<th style="width: 20%;">Keys</th>
|
|
<th>Action</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr>
|
|
<td class="help shortcut"><kbd>?</kbd></td>
|
|
<td>Open this help</td>
|
|
</tr>
|
|
<tr>
|
|
<td class="next shortcut"><kbd>n</kbd></td>
|
|
<td>Next page</td>
|
|
</tr>
|
|
<tr>
|
|
<td class="prev shortcut"><kbd>p</kbd></td>
|
|
<td>Previous page</td>
|
|
</tr>
|
|
<tr>
|
|
<td class="search shortcut"><kbd>s</kbd></td>
|
|
<td>Search</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
</div>
|
|
<div class="modal-footer">
|
|
</div>
|
|
</div>
|
|
</div>
|
|
</div>
|
|
|
|
</body>
|
|
</html>
|