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Daichi Narushima da74c11087 Add collect-history command for bulk data collection (#14) 
* Add collect-history command for bulk SQLite export

Bundles rates, ticks, history-orders, and history-deals for one or more
symbols into a single SQLite database. Tick collection uses
copy_ticks_range_as_df with a --flags option defaulting to ALL. With
--with-views, optional cash_events and positions_reconstructed views are
derived from history_deals when the required columns are present.

* Extend collect-history with datasets, if-exists, timeframe, view fixes

- Fetch history-orders and history-deals per symbol so --symbol applies
  consistently across all four datasets.
- Add repeatable --dataset (rates, ticks, history-orders, history-deals)
  so ticks are no longer required and any subset can be collected.
- Add --if-exists append|replace|fail to control SQLite table conflict
  behavior instead of hard-coding replace.
- Record the requested timeframe in a timeframe column on the rates
  table so appended runs at different timeframes stay distinguishable.
- Fix positions_reconstructed to exclude positions with no closing
  deals, use volume-weighted open/close prices, and report reversal
  deals (DEAL_ENTRY_INOUT) via volume_reversal / reversal_count without
  contributing to weighted prices.
- Update tests, README, docs, and skill to match.

* Address collect-history review feedback

* Stream collect-history writes per symbol

* Address PR cleanup for collect-history

---------

Co-authored-by: Claude <noreply@anthropic.com>
2026-05-29 01:22:59 +09:00

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# mt5cli
Command-line tool for MetaTrader 5 data export.
## Overview
mt5cli is a CLI application that exports MetaTrader 5 trading data to multiple file formats. It is built on top of [pdmt5](https://github.com/dceoy/pdmt5), a pandas-based data handler for MetaTrader 5.
## Features
- **Multi-format export**: CSV, JSON, Parquet, and SQLite3 output formats
- **Auto-detection**: Format detection from file extensions
- **Comprehensive data access**: Rates, ticks, account info, symbols, orders, positions, and trading history
- **Flexible timeframes**: Named timeframes (M1, H1, D1, etc.) and numeric values
- **Connection management**: Optional credentials, server, and timeout configuration
## Installation
```bash
pip install mt5cli
```
## Quick Start
```bash
# Export account information to CSV
mt5cli -o account.csv account-info
# Export EURUSD M1 rates to Parquet
mt5cli -o rates.parquet rates-from --symbol EURUSD --timeframe M1 \
--date-from 2024-01-01 --count 1000
# Export ticks to JSON
mt5cli -o ticks.json ticks-from --symbol EURUSD \
--date-from 2024-01-01 --count 500 --flags ALL
# Export symbols to SQLite3 with custom table name
mt5cli -o data.db --table symbols symbols --group "*USD*"
# Export with connection credentials
mt5cli --login 12345 --password mypass --server MyBroker-Demo \
-o positions.csv positions
```
## Commands
### Rates
| Command | Description |
| ---------------- | ---------------------------------- |
| `rates-from` | Export rates from a start date |
| `rates-from-pos` | Export rates from a start position |
| `rates-range` | Export rates for a date range |
### Ticks
| Command | Description |
| ------------- | ------------------------------ |
| `ticks-from` | Export ticks from a start date |
| `ticks-range` | Export ticks for a date range |
### Information
| Command | Description |
| ------------------ | --------------------------------------- |
| `account-info` | Export account information |
| `terminal-info` | Export terminal information |
| `version` | Export MetaTrader 5 version information |
| `last-error` | Export the last error information |
| `symbols` | Export symbol list |
| `symbol-info` | Export symbol details |
| `symbol-info-tick` | Export the last tick for a symbol |
| `market-book` | Export market depth (order book) |
### Trading
| Command | Description |
| ---------------- | ----------------------------------------------------------- |
| `orders` | Export active orders |
| `positions` | Export open positions |
| `history-orders` | Export historical orders |
| `history-deals` | Export historical deals |
| `order-check` | Check funds sufficiency for a trade request |
| `order-send` | Send a trade request to the trade server (`--yes` required) |
Use `order-check` to validate a request payload before running `order-send --yes`.
### Bulk Collection
| Command | Description |
| ----------------- | -------------------------------------------------------------------------------------------------------------------------------------------------- |
| `collect-history` | Collect rates, ticks, history-orders, and history-deals for one or more symbols into a single SQLite database (optional cash-event/position views) |
```bash
mt5cli -o history.db collect-history \
--symbol EURUSD --symbol GBPUSD \
--date-from 2024-01-01 --date-to 2024-02-01 \
--dataset rates --dataset history-deals \
--timeframe M1 --flags ALL --if-exists append --with-views
```
`collect-history` options:
| Option | Default | Description |
| -------------- | ---------- | --------------------------------------------------------------------------------------------- |
| `--symbol/-s` | _required_ | Symbol to collect (repeat for multiple). |
| `--date-from` | _required_ | Start date in ISO 8601. |
| `--date-to` | _required_ | End date in ISO 8601. |
| `--dataset` | all four | Repeatable: `rates`, `ticks`, `history-orders`, `history-deals`. |
| `--timeframe` | `M1` | Rates timeframe; recorded in a `timeframe` column on the `rates` table. |
| `--flags` | `ALL` | Tick copy flags forwarded to `copy_ticks_range`. |
| `--if-exists` | `fail` | `append`, `replace`, or `fail` when a target table already exists. |
| `--with-views` | off | Add `cash_events` and `positions_reconstructed` views (requires the `history-deals` dataset). |
History orders and deals are fetched per symbol and concatenated, so the symbol filter is applied consistently across all datasets. The `cash_events` view is derived from symbol-filtered `history_deals`, so account-level cash events with empty or non-matching symbols may be excluded. The `positions_reconstructed` view excludes positions with no closing deal, uses volume-weighted open/close prices, and reports reversal deals (`DEAL_ENTRY_INOUT`) via `volume_reversal` / `reversal_count`.
## Global Options
| Option | Description |
| -------------- | ------------------------------------------------------- |
| `-o, --output` | Output file path (required) |
| `-f, --format` | Output format (auto-detected from extension if omitted) |
| `--table` | Table name for SQLite3 output (default: "data") |
| `--login` | Trading account login |
| `--password` | Trading account password |
| `--server` | Trading server name |
| `--path` | Path to MetaTrader5 terminal EXE file |
| `--timeout` | Connection timeout in milliseconds |
| `--log-level` | Logging level (DEBUG, INFO, WARNING, ERROR) |
## Requirements
- Python 3.11+
- Windows OS (MetaTrader 5 requirement)
- MetaTrader 5 platform
## API Reference
Browse the API documentation for detailed module information:
- [CLI Module](api/cli.md) - CLI application with export commands and utility functions
## Development
This project follows strict code quality standards:
- Type hints required (strict mode)
- Comprehensive linting with Ruff
- Test coverage tracking
- Google-style docstrings
## License
MIT License - see [LICENSE](https://github.com/dceoy/mt5cli/blob/main/LICENSE) file for details.
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