Daichi Narushima
74e3754a80
* feat: add MT5 order metadata, coverage report, and env-backed CLI config * fix: align review-driven trading and history contracts * Bump pdmt5 to 1.1.0 * test: stabilize history gaps CLI assertion * fix: address review follow-ups for gaps and filling mode
156 lines
4.5 KiB
Python
156 lines
4.5 KiB
Python
"""mt5cli: Generic MT5 data and execution infrastructure for Python applications.
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Downstream packages should import from this module (``from mt5cli import ...``)
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rather than private submodule helpers. See ``docs/api/public-contract.md`` for
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the stable SDK contract, CLI surface, internal modules, and out-of-scope
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strategy responsibilities.
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"""
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from importlib.metadata import version
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from .client import MT5Client, build_config, mt5_session
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from .contract import STABLE_SDK_EXPORTS
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from .exceptions import (
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Mt5CliError,
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Mt5ConnectionError,
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Mt5OperationError,
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Mt5SchemaError,
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)
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from .history import (
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RateTarget,
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build_rate_targets,
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drop_forming_rate_bar,
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load_rate_series_by_granularity,
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load_rate_series_from_sqlite,
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report_rate_gaps,
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)
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from .sdk import (
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AccountSpec,
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ThrottledHistoryUpdater,
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collect_history,
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collect_latest_closed_rates_by_granularity,
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collect_latest_closed_rates_for_accounts,
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collect_latest_rates_for_accounts_with_retries,
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fetch_latest_closed_rates,
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resolve_account_spec,
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resolve_account_specs,
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update_history,
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update_history_with_config,
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update_observability,
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update_observability_with_config,
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)
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from .trading import (
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ExecutionStatus,
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MarginVolume,
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OrderExecutionResult,
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OrderFillingMode,
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OrderLimits,
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OrderSide,
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OrderTimeMode,
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PositionSide,
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ProjectionMode,
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calculate_account_projected_margin_ratio,
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calculate_margin_and_volume,
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calculate_new_position_margin_ratio,
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calculate_positions_margin,
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calculate_positions_margin_by_symbol,
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calculate_positions_margin_safe,
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calculate_projected_margin_ratio,
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calculate_spread_ratio,
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calculate_symbol_group_margin_ratio,
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calculate_trailing_stop_updates,
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calculate_volume_by_margin,
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close_open_positions,
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create_trading_client,
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detect_position_side,
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determine_order_limits,
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ensure_symbol_selected,
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estimate_order_margin,
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extract_tick_price,
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fetch_latest_closed_rates_for_trading_client,
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fetch_latest_closed_rates_indexed,
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fetch_recent_history_deals_for_trading_client,
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get_account_snapshot,
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get_positions_frame,
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get_symbol_snapshot,
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get_tick_snapshot,
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mt5_trading_session,
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normalize_order_volume,
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place_market_order,
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resolve_broker_filling_mode,
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update_sltp_for_open_positions,
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update_trailing_stop_loss_for_open_positions,
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)
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__version__ = version(__package__) if __package__ else None
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__all__ = [
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"STABLE_SDK_EXPORTS",
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"AccountSpec",
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"ExecutionStatus",
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"MT5Client",
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"MarginVolume",
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"Mt5CliError",
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"Mt5ConnectionError",
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"Mt5OperationError",
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"Mt5SchemaError",
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"OrderExecutionResult",
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"OrderFillingMode",
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"OrderLimits",
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"OrderSide",
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"OrderTimeMode",
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"PositionSide",
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"ProjectionMode",
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"RateTarget",
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"ThrottledHistoryUpdater",
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"build_config",
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"build_rate_targets",
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"calculate_account_projected_margin_ratio",
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"calculate_margin_and_volume",
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"calculate_new_position_margin_ratio",
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"calculate_positions_margin",
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"calculate_positions_margin_by_symbol",
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"calculate_positions_margin_safe",
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"calculate_projected_margin_ratio",
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"calculate_spread_ratio",
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"calculate_symbol_group_margin_ratio",
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"calculate_trailing_stop_updates",
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"calculate_volume_by_margin",
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"close_open_positions",
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"collect_history",
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"collect_latest_closed_rates_by_granularity",
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"collect_latest_closed_rates_for_accounts",
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"collect_latest_rates_for_accounts_with_retries",
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"create_trading_client",
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"detect_position_side",
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"determine_order_limits",
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"drop_forming_rate_bar",
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"ensure_symbol_selected",
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"estimate_order_margin",
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"extract_tick_price",
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"fetch_latest_closed_rates",
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"fetch_latest_closed_rates_for_trading_client",
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"fetch_latest_closed_rates_indexed",
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"fetch_recent_history_deals_for_trading_client",
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"get_account_snapshot",
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"get_positions_frame",
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"get_symbol_snapshot",
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"get_tick_snapshot",
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"load_rate_series_by_granularity",
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"load_rate_series_from_sqlite",
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"mt5_session",
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"mt5_trading_session",
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"normalize_order_volume",
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"place_market_order",
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"report_rate_gaps",
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"resolve_account_spec",
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"resolve_account_specs",
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"resolve_broker_filling_mode",
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"update_history",
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"update_history_with_config",
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"update_observability",
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"update_observability_with_config",
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"update_sltp_for_open_positions",
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"update_trailing_stop_loss_for_open_positions",
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]
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