Files
mt5cli/skills
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

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