b2bb2ad0a0
* Add public helpers to resolve rate compatibility view names. Expose resolve_rate_view_name and resolve_rate_view_names in mt5cli.history so consumers can derive mt5cli-managed SQLite view names from stored rates metadata without reimplementing the naming rules. Co-authored-by: Cursor <cursoragent@cursor.com> * Add reusable export, tick-window, and margin helpers for downstream tools. Expose SQLite append/dedup export, recent tick retrieval, and minimum margin summary through the SDK and CLI so projects like mteor can depend on mt5cli instead of duplicating MT5 data plumbing. Co-authored-by: Cursor <cursoragent@cursor.com> * Bump version to 0.4.3. Co-authored-by: Cursor <cursoragent@cursor.com> * Address PR review feedback for rate view resolution and SDK helpers. Harden SQLite read-only connections, tighten view discovery, improve recent_ticks fetch efficiency, default SQLite export to append, and expand tests and docs. Co-authored-by: Cursor <cursoragent@cursor.com> * Fix read-only SQLite URI construction on Windows. Use Path.as_uri() so encoded file URIs work cross-platform with mode=ro. Co-authored-by: Cursor <cursoragent@cursor.com> --------- Co-authored-by: Cursor <cursoragent@cursor.com>
983 lines
34 KiB
Python
983 lines
34 KiB
Python
"""Tests for mt5cli.sdk module."""
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from __future__ import annotations
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import logging
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import sqlite3
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from datetime import UTC, datetime, timedelta
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from typing import TYPE_CHECKING
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from unittest.mock import MagicMock
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import pandas as pd
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import pytest
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from pytest_mock import MockerFixture # noqa: TC002
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if TYPE_CHECKING:
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from pathlib import Path
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from mt5cli import sdk
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from mt5cli.history import DEFAULT_HISTORY_TIMEFRAMES
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from mt5cli.sdk import (
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Mt5CliClient,
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account_info,
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build_config,
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collect_history,
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copy_rates_from,
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copy_rates_from_pos,
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copy_rates_range,
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copy_ticks_from,
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copy_ticks_range,
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history_deals,
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history_orders,
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last_error,
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market_book,
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minimum_margins,
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orders,
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positions,
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recent_ticks,
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symbol_info,
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symbol_info_tick,
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symbols,
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terminal_info,
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update_history,
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update_history_with_config,
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version,
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)
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from mt5cli.utils import Dataset
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_DEALS_FIXTURE: dict[str, list[object]] = {
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"ticket": [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14],
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"position_id": [100, 100, 100, 0, 200, 200, 300, 400, 400, 500, 500, 600, 600, 600],
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"symbol": [
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"EURUSD",
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"EURUSD",
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"EURUSD",
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"",
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"EURUSD",
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"EURUSD",
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"GBPUSD",
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"GBPUSD",
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"GBPUSD",
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"EURUSD",
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"EURUSD",
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"GBPUSD",
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"GBPUSD",
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"GBPUSD",
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],
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"time": [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14],
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"type": [0, 0, 1, 2, 0, 1, 0, 0, 2, 0, 1, 0, 1, 1],
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"entry": [0, 0, 1, 0, 0, 1, 0, 0, 2, 0, 3, 0, 2, 1],
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"volume": [1.0, 3.0, 4.0, 0.0, 2.0, 2.0, 5.0, 1.0, 1.0, 2.0, 2.0, 3.0, 1.0, 3.0],
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"price": [
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1.10,
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1.20,
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1.50,
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0.0,
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2.00,
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2.20,
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1.30,
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1.30,
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1.40,
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1.00,
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1.05,
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1.10,
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9.99,
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1.40,
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],
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"profit": [0.0, 0.0, 10.0, 5.0, 0.0, 8.0, 0.0, 0.0, -1.0, 0.0, 3.0, 0.0, -2.0, 7.0],
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}
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@pytest.fixture
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def mock_client(mocker: MockerFixture) -> MagicMock:
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"""Create and patch a mock Mt5DataClient for SDK tests."""
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client = MagicMock()
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sample_df = pd.DataFrame({"col": [1]})
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client.copy_rates_from_as_df.return_value = sample_df
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client.copy_rates_from_pos_as_df.return_value = sample_df
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client.copy_rates_range_as_df.return_value = sample_df
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client.copy_ticks_from_as_df.return_value = sample_df
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client.copy_ticks_range_as_df.return_value = sample_df
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client.account_info_as_df.return_value = sample_df
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client.terminal_info_as_df.return_value = sample_df
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client.symbols_get_as_df.return_value = sample_df
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client.symbol_info_as_df.return_value = sample_df
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client.orders_get_as_df.return_value = sample_df
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client.positions_get_as_df.return_value = sample_df
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client.history_orders_get_as_df.return_value = sample_df
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client.history_deals_get_as_df.return_value = sample_df
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client.version_as_df.return_value = sample_df
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client.last_error_as_df.return_value = sample_df
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client.symbol_info_tick_as_df.return_value = sample_df
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client.market_book_get_as_df.return_value = sample_df
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mocker.patch("mt5cli.sdk.Mt5DataClient", return_value=client)
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return client
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def _build_history_client(mocker: MockerFixture) -> MagicMock:
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"""Build a mocked Mt5DataClient with per-symbol history results."""
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client = MagicMock()
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def _rates(**kwargs: object) -> pd.DataFrame:
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return pd.DataFrame({
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"time": [1],
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"open": [1.0],
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"symbol_arg": [kwargs.get("symbol")],
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})
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def _ticks(**kwargs: object) -> pd.DataFrame:
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return pd.DataFrame({
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"time": [1],
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"bid": [1.0],
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"symbol_arg": [kwargs.get("symbol")],
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})
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client.copy_rates_range_as_df.side_effect = _rates
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client.copy_ticks_range_as_df.side_effect = _ticks
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def _orders(**kwargs: object) -> pd.DataFrame:
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return pd.DataFrame({"ticket": [10], "symbol": [kwargs.get("symbol")]})
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def _deals(**kwargs: object) -> pd.DataFrame:
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sym = kwargs.get("symbol")
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df = pd.DataFrame(_DEALS_FIXTURE)
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return df[df["symbol"] == sym].reset_index(drop=True)
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client.history_orders_get_as_df.side_effect = _orders
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client.history_deals_get_as_df.side_effect = _deals
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mocker.patch("mt5cli.sdk.Mt5DataClient", return_value=client)
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return client
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class TestConnectionLifecycle:
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"""Tests for MT5 connection lifecycle helpers."""
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def test_connected_client_shuts_down(self, mocker: MockerFixture) -> None:
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"""Test that _connected_client always shuts down."""
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mock_client = MagicMock()
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mocker.patch("mt5cli.sdk.Mt5DataClient", return_value=mock_client)
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config = MagicMock()
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with sdk._connected_client(config): # type: ignore[reportPrivateUsage]
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mock_client.initialize_and_login_mt5.assert_called_once()
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mock_client.shutdown.assert_called_once()
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def test_connected_client_shutdown_on_init_failure(
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self,
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mocker: MockerFixture,
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) -> None:
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"""Test that shutdown is called when initialize/login fails."""
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mock_client = MagicMock()
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mock_client.initialize_and_login_mt5.side_effect = RuntimeError(
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"login failed",
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)
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mocker.patch("mt5cli.sdk.Mt5DataClient", return_value=mock_client)
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with (
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pytest.raises(RuntimeError, match="login failed"),
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sdk._connected_client(MagicMock()), # type: ignore[reportPrivateUsage]
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):
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pass
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mock_client.shutdown.assert_called_once()
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def test_run_with_client_shutdown_on_error(
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self,
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mocker: MockerFixture,
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) -> None:
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"""Test that shutdown is called even when fetch raises."""
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mock_client = MagicMock()
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mock_client.account_info_as_df.side_effect = RuntimeError("boom")
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mocker.patch("mt5cli.sdk.Mt5DataClient", return_value=mock_client)
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with pytest.raises(RuntimeError, match="boom"):
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sdk._run_with_client( # type: ignore[reportPrivateUsage]
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MagicMock(),
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lambda c: c.account_info_as_df(),
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)
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mock_client.shutdown.assert_called_once()
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def test_client_context_manager_reuses_connection(
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self,
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mocker: MockerFixture,
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) -> None:
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"""Test that context-managed client reuses one connection."""
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mock_client = MagicMock()
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mock_client.account_info_as_df.return_value = pd.DataFrame({"a": [1]})
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mock_client.terminal_info_as_df.return_value = pd.DataFrame({"b": [2]})
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mocker.patch("mt5cli.sdk.Mt5DataClient", return_value=mock_client)
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with Mt5CliClient() as client:
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client.account_info()
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client.terminal_info()
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assert client.config is not None
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mock_client.initialize_and_login_mt5.assert_called_once()
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mock_client.shutdown.assert_called_once()
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assert mock_client.account_info_as_df.call_count == 1
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assert mock_client.terminal_info_as_df.call_count == 1
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def test_client_context_manager_shutdown_on_init_failure(
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self,
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mocker: MockerFixture,
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) -> None:
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"""Test that shutdown is called when context manager login fails."""
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mock_client = MagicMock()
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mock_client.initialize_and_login_mt5.side_effect = RuntimeError(
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"login failed",
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)
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mocker.patch("mt5cli.sdk.Mt5DataClient", return_value=mock_client)
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client = Mt5CliClient()
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with pytest.raises(RuntimeError, match="login failed"), client:
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pass
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mock_client.shutdown.assert_called_once()
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assert client._client is None # type: ignore[reportPrivateUsage]
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def test_exit_without_enter_is_noop(self) -> None:
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"""Test that __exit__ without __enter__ does not fail."""
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client = Mt5CliClient()
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client.__exit__(None, None, None)
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class TestModuleFunctions:
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"""Tests for module-level SDK wrappers."""
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@pytest.mark.parametrize(
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("fn", "args", "method"),
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[
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(
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copy_rates_from,
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("EURUSD", "M1", "2024-01-01", 10),
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"copy_rates_from_as_df",
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),
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(
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copy_rates_from_pos,
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("EURUSD", "M1", 0, 10),
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"copy_rates_from_pos_as_df",
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),
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(
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copy_ticks_from,
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("EURUSD", "2024-01-01", 10, "ALL"),
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"copy_ticks_from_as_df",
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),
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(
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copy_ticks_range,
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("EURUSD", "2024-01-01", "2024-02-01", "ALL"),
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"copy_ticks_range_as_df",
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),
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(account_info, (), "account_info_as_df"),
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(terminal_info, (), "terminal_info_as_df"),
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(symbols, ("*USD*",), "symbols_get_as_df"),
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(symbol_info, ("EURUSD",), "symbol_info_as_df"),
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(orders, (), "orders_get_as_df"),
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(positions, (), "positions_get_as_df"),
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(history_orders, (), "history_orders_get_as_df"),
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(history_deals, (), "history_deals_get_as_df"),
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(version, (), "version_as_df"),
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(last_error, (), "last_error_as_df"),
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(symbol_info_tick, ("EURUSD",), "symbol_info_tick_as_df"),
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(market_book, ("EURUSD",), "market_book_get_as_df"),
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],
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)
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def test_module_functions_delegate(
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self,
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mock_client: MagicMock,
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fn: object,
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args: tuple[object, ...],
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method: str,
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) -> None:
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"""Test module-level functions call the expected client methods."""
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config = build_config(login=123)
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result = fn(*args, config=config) # type: ignore[operator]
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assert isinstance(result, pd.DataFrame)
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getattr(mock_client, method).assert_called_once()
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class TestMt5CliClient:
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"""Tests for Mt5CliClient SDK methods."""
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def test_copy_rates_range_returns_dataframe(
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self,
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mock_client: MagicMock,
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) -> None:
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"""Test that copy_rates_range returns a DataFrame."""
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df = Mt5CliClient().copy_rates_range(
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"EURUSD",
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"D1",
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"2024-01-01",
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"2024-02-01",
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)
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assert isinstance(df, pd.DataFrame)
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mock_client.copy_rates_range_as_df.assert_called_once_with(
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symbol="EURUSD",
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timeframe=16408,
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date_from=datetime(2024, 1, 1, tzinfo=UTC),
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date_to=datetime(2024, 2, 1, tzinfo=UTC),
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)
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def test_copy_ticks_from_parses_flags(
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self,
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mock_client: MagicMock,
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) -> None:
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"""Test that string tick flags are parsed."""
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Mt5CliClient().copy_ticks_from("EURUSD", "2024-01-01", 100, "INFO")
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mock_client.copy_ticks_from_as_df.assert_called_once_with(
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symbol="EURUSD",
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date_from=datetime(2024, 1, 1, tzinfo=UTC),
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count=100,
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flags=2,
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)
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def test_history_orders_accepts_string_dates(
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self,
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mock_client: MagicMock,
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) -> None:
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"""Test that string datetime inputs are parsed."""
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Mt5CliClient().history_orders(
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date_from="2024-01-01",
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date_to="2024-02-01",
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)
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mock_client.history_orders_get_as_df.assert_called_once_with(
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date_from=datetime(2024, 1, 1, tzinfo=UTC),
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date_to=datetime(2024, 2, 1, tzinfo=UTC),
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group=None,
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symbol=None,
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ticket=None,
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position=None,
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)
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def test_module_function_delegates_to_client(
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self,
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mock_client: MagicMock,
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) -> None:
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"""Test module-level copy_rates_range delegates to the client."""
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df = copy_rates_range(
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"USDJPY",
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"M1",
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"2024-01-01",
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"2024-02-01",
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)
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assert isinstance(df, pd.DataFrame)
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mock_client.copy_rates_range_as_df.assert_called_once()
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class TestCollectHistory:
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"""Tests for collect_history SDK function."""
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@pytest.fixture
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def history_client(self, mocker: MockerFixture) -> MagicMock:
|
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"""Create a mocked Mt5DataClient with history-style DataFrames."""
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return _build_history_client(mocker)
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|
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def test_collect_history_writes_all_tables(
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self,
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tmp_path: Path,
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history_client: MagicMock,
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) -> None:
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"""Test that collect_history writes rates, ticks, and history tables."""
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output = tmp_path / "history.db"
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collect_history(
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output,
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["EURUSD", "GBPUSD"],
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"2024-01-01",
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"2024-02-01",
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)
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assert history_client.copy_rates_range_as_df.call_count == 2
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assert history_client.copy_ticks_range_as_df.call_count == 2
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with sqlite3.connect(output) as conn:
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tables = {
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row[0]
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for row in conn.execute(
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"SELECT name FROM sqlite_master WHERE type='table'",
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).fetchall()
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}
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assert {"rates", "ticks", "history_orders", "history_deals"} <= tables
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|
|
def test_collect_history_with_views(
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self,
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tmp_path: Path,
|
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history_client: MagicMock, # noqa: ARG002
|
|
) -> None:
|
|
"""Test that with_views creates cash_events and positions views."""
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|
output = tmp_path / "history.db"
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collect_history(
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output,
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["EURUSD", "GBPUSD"],
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"2024-01-01",
|
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"2024-02-01",
|
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with_views=True,
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|
)
|
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with sqlite3.connect(output) as conn:
|
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views = {
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row[0]
|
|
for row in conn.execute(
|
|
"SELECT name FROM sqlite_master WHERE type='view'",
|
|
).fetchall()
|
|
}
|
|
positions = {
|
|
row[0]
|
|
for row in conn.execute(
|
|
"SELECT position_id FROM positions_reconstructed",
|
|
).fetchall()
|
|
}
|
|
assert {"cash_events", "positions_reconstructed"} <= views
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assert set(positions) == {100, 200, 500, 600}
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|
|
|
def test_collect_history_rates_table_has_timeframe(
|
|
self,
|
|
tmp_path: Path,
|
|
history_client: MagicMock, # noqa: ARG002
|
|
) -> None:
|
|
"""Test that the rates table carries the requested timeframe value."""
|
|
output = tmp_path / "history.db"
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|
collect_history(
|
|
output,
|
|
["EURUSD"],
|
|
"2024-01-01",
|
|
"2024-02-01",
|
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datasets={Dataset.rates},
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|
timeframe="H1",
|
|
)
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|
with sqlite3.connect(output) as conn:
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|
rows = conn.execute(
|
|
"SELECT DISTINCT timeframe FROM rates",
|
|
).fetchall()
|
|
assert rows == [(16385,)]
|
|
|
|
def test_collect_history_views_skipped_when_columns_missing(
|
|
self,
|
|
tmp_path: Path,
|
|
mocker: MockerFixture,
|
|
caplog: pytest.LogCaptureFixture,
|
|
) -> None:
|
|
"""Test that views are not created when required columns are missing."""
|
|
client = MagicMock()
|
|
client.copy_rates_range_as_df.return_value = pd.DataFrame({"x": [1]})
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|
client.copy_ticks_range_as_df.return_value = pd.DataFrame({"x": [1]})
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|
client.history_orders_get_as_df.return_value = pd.DataFrame({"x": [1]})
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client.history_deals_get_as_df.return_value = pd.DataFrame({"x": [1]})
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mocker.patch("mt5cli.sdk.Mt5DataClient", return_value=client)
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output = tmp_path / "history.db"
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|
with caplog.at_level(logging.WARNING, logger="mt5cli.sdk"):
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collect_history(
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output,
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["EURUSD"],
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"2024-01-01",
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"2024-02-01",
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with_views=True,
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|
)
|
|
with sqlite3.connect(output) as conn:
|
|
views = {
|
|
row[0]
|
|
for row in conn.execute(
|
|
"SELECT name FROM sqlite_master WHERE type='view'",
|
|
).fetchall()
|
|
}
|
|
assert "cash_events" not in views
|
|
assert "positions_reconstructed" not in views
|
|
|
|
|
|
class TestUpdateHistory:
|
|
"""Tests for update_history SDK functions."""
|
|
|
|
@pytest.fixture
|
|
def connected_client(self) -> MagicMock:
|
|
"""Create a connected mock client without MT5 lifecycle patching."""
|
|
return MagicMock()
|
|
|
|
def test_update_history_appends_incrementally(
|
|
self,
|
|
connected_client: MagicMock,
|
|
mocker: MockerFixture,
|
|
tmp_path: Path,
|
|
) -> None:
|
|
"""Test sequential SQLite history updates use existing max timestamps."""
|
|
date_to = datetime(2024, 1, 2, tzinfo=UTC)
|
|
first_expected_start = datetime(2024, 1, 1, tzinfo=UTC)
|
|
second_expected_start = datetime(2024, 1, 1, 12, tzinfo=UTC)
|
|
rate_starts: list[datetime] = []
|
|
deal_starts: list[datetime] = []
|
|
|
|
def make_rates(**kwargs: object) -> pd.DataFrame:
|
|
assert kwargs["symbol"] == "EURUSD"
|
|
assert kwargs["timeframe"] == 1
|
|
assert kwargs["date_to"] == date_to
|
|
rate_starts.append(kwargs["date_from"]) # type: ignore[arg-type]
|
|
return pd.DataFrame({
|
|
"time": ["2024-01-01T12:00:00+00:00"],
|
|
"open": [1.0 + len(rate_starts) / 10],
|
|
})
|
|
|
|
def make_deals(**kwargs: object) -> pd.DataFrame:
|
|
assert kwargs["date_to"] == date_to
|
|
deal_starts.append(kwargs["date_from"]) # type: ignore[arg-type]
|
|
return pd.DataFrame({
|
|
"ticket": [10],
|
|
"position_id": [100],
|
|
"symbol": ["EURUSD"],
|
|
"time": ["2024-01-01T12:00:00+00:00"],
|
|
"type": [0],
|
|
"entry": [0],
|
|
"volume": [1.0],
|
|
"price": [1.1],
|
|
"profit": [0.0],
|
|
})
|
|
|
|
connected_client.copy_rates_range_as_df.side_effect = make_rates
|
|
connected_client.history_deals_get_as_df.side_effect = make_deals
|
|
mocker.patch("mt5cli.sdk.Mt5DataClient")
|
|
output = tmp_path / "incremental-history.db"
|
|
|
|
for _ in range(2):
|
|
update_history(
|
|
client=connected_client,
|
|
output=output,
|
|
symbols=["EURUSD"],
|
|
datasets={Dataset.rates, Dataset.history_deals},
|
|
timeframes=["M1"],
|
|
lookback_hours=24,
|
|
date_to=date_to,
|
|
with_views=True,
|
|
)
|
|
|
|
assert rate_starts == [first_expected_start, second_expected_start]
|
|
assert deal_starts == [first_expected_start, first_expected_start]
|
|
connected_client.initialize_and_login_mt5.assert_not_called()
|
|
connected_client.shutdown.assert_not_called()
|
|
with sqlite3.connect(output) as conn:
|
|
assert conn.execute("SELECT COUNT(*) FROM rates").fetchone() == (1,)
|
|
assert conn.execute("SELECT open FROM rates").fetchone() == (1.2,)
|
|
assert conn.execute(
|
|
"SELECT COUNT(*) FROM history_deals",
|
|
).fetchone() == (1,)
|
|
assert conn.execute(
|
|
"SELECT name FROM sqlite_master WHERE name = 'cash_events'",
|
|
).fetchone() == ("cash_events",)
|
|
|
|
def test_update_history_rejects_invalid_inputs(
|
|
self,
|
|
connected_client: MagicMock,
|
|
tmp_path: Path,
|
|
) -> None:
|
|
"""Test validation errors for incremental history updates."""
|
|
output = tmp_path / "invalid-update.db"
|
|
with pytest.raises(ValueError, match="At least one symbol"):
|
|
update_history(
|
|
client=connected_client,
|
|
output=output,
|
|
symbols=[],
|
|
)
|
|
with pytest.raises(ValueError, match="lookback_hours must be positive"):
|
|
update_history(
|
|
client=connected_client,
|
|
output=output,
|
|
symbols=["EURUSD"],
|
|
lookback_hours=0,
|
|
)
|
|
with pytest.raises(ValueError, match="Invalid timeframe"):
|
|
update_history(
|
|
client=connected_client,
|
|
output=output,
|
|
symbols=["EURUSD"],
|
|
datasets={Dataset.rates},
|
|
timeframes=["BAD"],
|
|
)
|
|
with pytest.raises(ValueError, match="Invalid tick flags"):
|
|
update_history(
|
|
client=connected_client,
|
|
output=output,
|
|
symbols=["EURUSD"],
|
|
datasets={Dataset.ticks},
|
|
flags="BAD",
|
|
)
|
|
|
|
def test_update_history_noops_for_empty_datasets(
|
|
self,
|
|
connected_client: MagicMock,
|
|
mocker: MockerFixture,
|
|
tmp_path: Path,
|
|
) -> None:
|
|
"""Test empty dataset selection skips MT5 and SQLite writes."""
|
|
writer = mocker.patch("mt5cli.sdk.write_incremental_datasets")
|
|
connect = mocker.patch("mt5cli.sdk.sqlite3.connect")
|
|
update_history(
|
|
client=connected_client,
|
|
output=tmp_path / "empty-datasets.db",
|
|
symbols=["EURUSD"],
|
|
datasets=set(),
|
|
)
|
|
writer.assert_not_called()
|
|
connect.assert_not_called()
|
|
|
|
def test_update_history_uses_all_default_timeframes(
|
|
self,
|
|
connected_client: MagicMock,
|
|
mocker: MockerFixture,
|
|
tmp_path: Path,
|
|
) -> None:
|
|
"""Test that timeframes=None writes rates for all default MT5 timeframes."""
|
|
timeframes_written: list[int] = []
|
|
|
|
def capture(
|
|
*args: object,
|
|
**_kwargs: object,
|
|
) -> tuple[set[Dataset], dict[Dataset, set[str]]]:
|
|
timeframes_written.extend(args[4]) # type: ignore[arg-type]
|
|
return set(), {}
|
|
|
|
mocker.patch("mt5cli.sdk.write_incremental_datasets", side_effect=capture)
|
|
update_history(
|
|
client=connected_client,
|
|
output=tmp_path / "default-timeframes.db",
|
|
symbols=["EURUSD"],
|
|
datasets={Dataset.rates},
|
|
timeframes=None,
|
|
lookback_hours=1,
|
|
date_to=datetime(2024, 1, 1, tzinfo=UTC),
|
|
)
|
|
assert len(timeframes_written) == len(DEFAULT_HISTORY_TIMEFRAMES)
|
|
|
|
def test_update_history_uses_specified_timeframes(
|
|
self,
|
|
connected_client: MagicMock,
|
|
mocker: MockerFixture,
|
|
tmp_path: Path,
|
|
) -> None:
|
|
"""Test explicit timeframes limit rate updates."""
|
|
timeframes_written: list[int] = []
|
|
|
|
def capture(
|
|
*args: object,
|
|
**_kwargs: object,
|
|
) -> tuple[set[Dataset], dict[Dataset, set[str]]]:
|
|
timeframes_written.extend(args[4]) # type: ignore[arg-type]
|
|
return set(), {}
|
|
|
|
mocker.patch("mt5cli.sdk.write_incremental_datasets", side_effect=capture)
|
|
update_history(
|
|
client=connected_client,
|
|
output=tmp_path / "specific-timeframes.db",
|
|
symbols=["EURUSD"],
|
|
datasets={Dataset.rates},
|
|
timeframes=["M1", "H1"],
|
|
lookback_hours=1,
|
|
date_to=datetime(2024, 1, 1, tzinfo=UTC),
|
|
)
|
|
assert timeframes_written == [1, 16385]
|
|
|
|
def test_update_history_updates_ticks_and_orders(
|
|
self,
|
|
connected_client: MagicMock,
|
|
tmp_path: Path,
|
|
) -> None:
|
|
"""Test incremental update writes selected ticks and orders datasets."""
|
|
date_to = datetime(2024, 1, 2, tzinfo=UTC)
|
|
expected_start = datetime(2024, 1, 1, tzinfo=UTC)
|
|
|
|
def make_ticks(**kwargs: object) -> pd.DataFrame:
|
|
assert kwargs["symbol"] == "EURUSD"
|
|
assert kwargs["date_from"] == expected_start
|
|
assert kwargs["date_to"] == date_to
|
|
assert kwargs["flags"] == 1
|
|
return pd.DataFrame({
|
|
"time": ["2024-01-01T12:00:00+00:00"],
|
|
"time_msc": [1_704_110_400_000],
|
|
"bid": [1.1],
|
|
})
|
|
|
|
def make_orders(**kwargs: object) -> pd.DataFrame:
|
|
assert kwargs["symbol"] == "EURUSD"
|
|
assert kwargs["date_from"] == expected_start
|
|
assert kwargs["date_to"] == date_to
|
|
return pd.DataFrame({
|
|
"ticket": [1],
|
|
"symbol": ["EURUSD"],
|
|
"time": ["2024-01-01T12:00:00+00:00"],
|
|
"type": [0],
|
|
})
|
|
|
|
connected_client.copy_ticks_range_as_df.side_effect = make_ticks
|
|
connected_client.history_orders_get_as_df.side_effect = make_orders
|
|
output = tmp_path / "ticks-orders.db"
|
|
update_history(
|
|
client=connected_client,
|
|
output=output,
|
|
symbols=["EURUSD"],
|
|
datasets={Dataset.ticks, Dataset.history_orders},
|
|
lookback_hours=24,
|
|
date_to=date_to,
|
|
)
|
|
with sqlite3.connect(output) as conn:
|
|
assert conn.execute("SELECT COUNT(*) FROM ticks").fetchone() == (1,)
|
|
assert conn.execute(
|
|
"SELECT COUNT(*) FROM history_orders",
|
|
).fetchone() == (1,)
|
|
|
|
def test_update_history_with_config_opens_and_closes_connection(
|
|
self,
|
|
mocker: MockerFixture,
|
|
tmp_path: Path,
|
|
) -> None:
|
|
"""Test update_history_with_config manages MT5 connection lifecycle."""
|
|
mock_client = MagicMock()
|
|
mocker.patch("mt5cli.sdk.Mt5DataClient", return_value=mock_client)
|
|
updater = mocker.patch("mt5cli.sdk.update_history")
|
|
update_history_with_config(
|
|
output=tmp_path / "config-wrapper.db",
|
|
symbols=["EURUSD"],
|
|
datasets={Dataset.history_deals},
|
|
timeframes=["M1"],
|
|
flags="ALL",
|
|
lookback_hours=1,
|
|
date_to=datetime(2024, 1, 1, tzinfo=UTC),
|
|
deduplicate=False,
|
|
create_rate_views=False,
|
|
with_views=True,
|
|
include_account_events=False,
|
|
)
|
|
mock_client.initialize_and_login_mt5.assert_called_once()
|
|
mock_client.shutdown.assert_called_once()
|
|
updater.assert_called_once()
|
|
assert updater.call_args.kwargs == {
|
|
"client": mock_client,
|
|
"output": tmp_path / "config-wrapper.db",
|
|
"symbols": ["EURUSD"],
|
|
"datasets": {Dataset.history_deals},
|
|
"timeframes": ["M1"],
|
|
"flags": "ALL",
|
|
"lookback_hours": 1,
|
|
"date_to": datetime(2024, 1, 1, tzinfo=UTC),
|
|
"deduplicate": False,
|
|
"create_rate_views": False,
|
|
"with_views": True,
|
|
"include_account_events": False,
|
|
}
|
|
|
|
def test_update_history_with_config_validates_before_connecting(
|
|
self,
|
|
mocker: MockerFixture,
|
|
tmp_path: Path,
|
|
) -> None:
|
|
"""Test invalid inputs fail before MT5 is initialized."""
|
|
mock_client = MagicMock()
|
|
mocker.patch("mt5cli.sdk.Mt5DataClient", return_value=mock_client)
|
|
with pytest.raises(ValueError, match="lookback_hours must be positive"):
|
|
update_history_with_config(
|
|
output=tmp_path / "invalid-config.db",
|
|
symbols=["EURUSD"],
|
|
lookback_hours=0,
|
|
)
|
|
mock_client.initialize_and_login_mt5.assert_not_called()
|
|
mock_client.shutdown.assert_not_called()
|
|
|
|
def test_update_history_with_config_noops_for_empty_datasets(
|
|
self,
|
|
mocker: MockerFixture,
|
|
tmp_path: Path,
|
|
) -> None:
|
|
"""Test empty dataset selection skips MT5 initialization."""
|
|
mock_client = MagicMock()
|
|
mocker.patch("mt5cli.sdk.Mt5DataClient", return_value=mock_client)
|
|
updater = mocker.patch("mt5cli.sdk.update_history")
|
|
update_history_with_config(
|
|
output=tmp_path / "empty-config.db",
|
|
symbols=["EURUSD"],
|
|
datasets=set(),
|
|
)
|
|
mock_client.initialize_and_login_mt5.assert_not_called()
|
|
mock_client.shutdown.assert_not_called()
|
|
updater.assert_not_called()
|
|
|
|
def test_update_history_defaults_date_to_now(
|
|
self,
|
|
connected_client: MagicMock,
|
|
mocker: MockerFixture,
|
|
tmp_path: Path,
|
|
) -> None:
|
|
"""Test update_history uses current UTC time when date_to is omitted."""
|
|
captured: dict[str, datetime] = {}
|
|
|
|
def capture(
|
|
*args: object,
|
|
**_kwargs: object,
|
|
) -> tuple[set[Dataset], dict[Dataset, set[str]]]:
|
|
captured["end"] = args[7] # type: ignore[assignment]
|
|
return set(), {}
|
|
|
|
mocker.patch("mt5cli.sdk.write_incremental_datasets", side_effect=capture)
|
|
before = datetime.now(UTC)
|
|
update_history(
|
|
client=connected_client,
|
|
output=tmp_path / "now-default.db",
|
|
symbols=["EURUSD"],
|
|
datasets={Dataset.rates},
|
|
timeframes=["M1"],
|
|
lookback_hours=12,
|
|
)
|
|
after = datetime.now(UTC)
|
|
assert before <= captured["end"] <= after
|
|
|
|
|
|
class TestRecentTicks:
|
|
"""Tests for recent_ticks helper."""
|
|
|
|
def test_recent_ticks_uses_explicit_date_to_window(
|
|
self,
|
|
mocker: MockerFixture,
|
|
) -> None:
|
|
"""Test recent_ticks fetches the requested trailing window."""
|
|
client = MagicMock()
|
|
end = datetime(2024, 1, 2, 12, 0, 0, tzinfo=UTC)
|
|
client.copy_ticks_from_as_df.return_value = pd.DataFrame({
|
|
"time": [end],
|
|
"bid": [1.0],
|
|
})
|
|
mocker.patch("mt5cli.sdk.Mt5DataClient", return_value=client)
|
|
result = recent_ticks(
|
|
"EURUSD",
|
|
60,
|
|
date_to=end,
|
|
count=100,
|
|
flags="INFO",
|
|
config=build_config(login=123),
|
|
)
|
|
assert isinstance(result, pd.DataFrame)
|
|
client.copy_ticks_from_as_df.assert_called_once_with(
|
|
symbol="EURUSD",
|
|
date_from=end - timedelta(seconds=60),
|
|
count=100,
|
|
flags=2,
|
|
)
|
|
client.copy_ticks_range_as_df.assert_not_called()
|
|
|
|
def test_recent_ticks_uses_latest_tick_when_date_to_omitted(
|
|
self,
|
|
mocker: MockerFixture,
|
|
) -> None:
|
|
"""Test recent_ticks anchors the window on the latest tick time."""
|
|
client = MagicMock()
|
|
tick = MagicMock()
|
|
tick.time = datetime(2024, 1, 2, 12, 0, 0, tzinfo=UTC)
|
|
client.symbol_info_tick.return_value = tick
|
|
client.copy_ticks_from_as_df.return_value = pd.DataFrame({
|
|
"time": [1, 2],
|
|
"bid": [1.0, 1.1],
|
|
})
|
|
client.copy_ticks_range_as_df.return_value = pd.DataFrame({
|
|
"time": [1, 2, 3],
|
|
"bid": [1.0, 1.1, 1.2],
|
|
})
|
|
mocker.patch("mt5cli.sdk.Mt5DataClient", return_value=client)
|
|
result = Mt5CliClient().recent_ticks("EURUSD", 30, count=2, flags="ALL")
|
|
assert len(result) == 2
|
|
client.symbol_info_tick.assert_called_once_with("EURUSD")
|
|
client.copy_ticks_from_as_df.assert_called_once()
|
|
_, kwargs = client.copy_ticks_range_as_df.call_args
|
|
assert kwargs["symbol"] == "EURUSD"
|
|
assert kwargs["date_to"] == tick.time
|
|
assert kwargs["date_from"] == tick.time - timedelta(seconds=30)
|
|
assert kwargs["flags"] == 1
|
|
|
|
def test_recent_ticks_rejects_unsupported_tick_time(
|
|
self,
|
|
mocker: MockerFixture,
|
|
) -> None:
|
|
"""Test recent_ticks raises when the latest tick time is unsupported."""
|
|
client = MagicMock()
|
|
tick = MagicMock()
|
|
tick.time = object()
|
|
client.symbol_info_tick.return_value = tick
|
|
mocker.patch("mt5cli.sdk.Mt5DataClient", return_value=client)
|
|
with pytest.raises(TypeError, match="Unsupported tick time value"):
|
|
Mt5CliClient().recent_ticks("EURUSD", 30)
|
|
|
|
@pytest.mark.parametrize(
|
|
"tick_time",
|
|
[
|
|
"2024-01-02T12:00:00+00:00",
|
|
1704196800,
|
|
],
|
|
)
|
|
def test_recent_ticks_coerces_string_and_unix_tick_times(
|
|
self,
|
|
mocker: MockerFixture,
|
|
tick_time: str | int,
|
|
) -> None:
|
|
"""Test recent_ticks accepts string and unix tick timestamps."""
|
|
client = MagicMock()
|
|
tick = MagicMock()
|
|
tick.time = tick_time
|
|
client.symbol_info_tick.return_value = tick
|
|
expected_end = (
|
|
datetime(2024, 1, 2, 12, 0, 0, tzinfo=UTC)
|
|
if isinstance(tick_time, str)
|
|
else datetime.fromtimestamp(tick_time, tz=UTC)
|
|
)
|
|
client.copy_ticks_from_as_df.return_value = pd.DataFrame({
|
|
"time": [expected_end],
|
|
})
|
|
mocker.patch("mt5cli.sdk.Mt5DataClient", return_value=client)
|
|
Mt5CliClient().recent_ticks("EURUSD", 30)
|
|
_, kwargs = client.copy_ticks_from_as_df.call_args
|
|
assert kwargs["date_from"] == expected_end - timedelta(seconds=30)
|
|
|
|
def test_recent_ticks_returns_full_frame_when_count_not_positive(
|
|
self,
|
|
mocker: MockerFixture,
|
|
) -> None:
|
|
"""Test non-positive count returns the full range without trimming."""
|
|
client = MagicMock()
|
|
end = datetime(2024, 1, 2, 12, 0, 0, tzinfo=UTC)
|
|
client.copy_ticks_range_as_df.return_value = pd.DataFrame({
|
|
"time": [1, 2, 3],
|
|
"bid": [1.0, 1.1, 1.2],
|
|
})
|
|
mocker.patch("mt5cli.sdk.Mt5DataClient", return_value=client)
|
|
result = recent_ticks(
|
|
"EURUSD",
|
|
60,
|
|
date_to=end,
|
|
count=0,
|
|
config=build_config(login=123),
|
|
)
|
|
assert len(result) == 3
|
|
client.copy_ticks_from_as_df.assert_not_called()
|
|
client.copy_ticks_range_as_df.assert_called_once_with(
|
|
symbol="EURUSD",
|
|
date_from=end - timedelta(seconds=60),
|
|
date_to=end,
|
|
flags=1,
|
|
)
|
|
|
|
|
|
class TestMinimumMargins:
|
|
"""Tests for minimum_margins helper."""
|
|
|
|
def test_minimum_margins_shape(
|
|
self,
|
|
mocker: MockerFixture,
|
|
) -> None:
|
|
"""Test minimum_margins returns the expected summary columns."""
|
|
client = MagicMock()
|
|
sym = MagicMock(volume_min=0.01)
|
|
account = MagicMock(currency="USD")
|
|
tick = MagicMock(ask=1.1010, bid=1.1000)
|
|
client.symbol_info.return_value = sym
|
|
client.account_info.return_value = account
|
|
client.symbol_info_tick.return_value = tick
|
|
client.order_calc_margin.side_effect = [12.5, 12.4]
|
|
client.mt5.ORDER_TYPE_BUY = 0
|
|
client.mt5.ORDER_TYPE_SELL = 1
|
|
mocker.patch("mt5cli.sdk.Mt5DataClient", return_value=client)
|
|
|
|
result = minimum_margins("EURUSD", config=build_config(login=123))
|
|
|
|
pd.testing.assert_frame_equal(
|
|
result,
|
|
pd.DataFrame([
|
|
{
|
|
"symbol": "EURUSD",
|
|
"account_currency": "USD",
|
|
"volume_min": 0.01,
|
|
"buy_margin": 12.5,
|
|
"sell_margin": 12.4,
|
|
}
|
|
]),
|
|
)
|
|
client.order_calc_margin.assert_any_call(0, "EURUSD", 0.01, 1.1010)
|
|
client.order_calc_margin.assert_any_call(1, "EURUSD", 0.01, 1.1000)
|