Files
mt5cli/tests/test_contracts.py
T
Daichi Narushima 93565681e1 fix: decouple mt5cli from pdmt5 high-level trading helpers (#76)
* fix: decouple mt5cli from pdmt5 high-level trading helpers

- Replace Mt5TradingClient type annotations with internal _Mt5ClientProtocol
- Lazy-import Mt5TradingClient in create_trading_client to avoid hard dependency
- Replace Mt5TradingError with Mt5OperationError in mt5cli validation paths
- Update exception handling to support future pdmt5 versions without Mt5TradingError
- Add test to enforce that mt5cli doesn't import high-level symbols at module level
- Update documentation to clarify dependency boundaries

mt5cli now relies only on low-level MT5 primitives:
- Mt5Config for configuration
- Mt5RuntimeError for runtime errors
- Raw MT5 methods (order_send, order_check, account_info, etc.)

This aligns with pdmt5's direction to remove high-level trading helpers and focus
on low-level MT5 access plus DataFrame/dict conversion.

Fixes #75 (dceoy/mt5cli#75)

Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01PcGVFTVgyqzse3LLw38ber

* fix: address PR #76 review feedback on pdmt5 decoupling

- Replace Mt5TradingClient with Mt5DataClient in create_trading_client()
  so the function no longer depends on the high-level trading client
- Fix _RECOVERABLE_MT5_ERRORS in exceptions.py to use tuple unpacking
  form, removing the incorrect ternary assignment
- Add pragma: no cover to except ImportError branches in exceptions.py
  and sdk.py (dead code when pdmt5 is installed)
- Switch coverage exclude_lines to exclude_also so the default
  pragma: no cover pattern is preserved; also exclude bare ... stubs
  (Protocol method bodies) from coverage
- Correct inaccurate note in docs/api/public-contract.md: Mt5TradingClient
  is no longer required internally; Mt5TradingError is conditionally
  available but mt5cli raises Mt5OperationError for trading failures
- Update all mock patches from pdmt5.Mt5TradingClient to
  mt5cli.trading.Mt5DataClient to match the new module-level import

---------

Co-authored-by: Claude <noreply@anthropic.com>
2026-06-26 22:26:54 +09:00

862 lines
30 KiB
Python

"""Contract tests for the mt5cli public API and dataset schemas."""
from __future__ import annotations
import importlib
import sqlite3
from datetime import UTC, datetime
from importlib.metadata import requires
from typing import TYPE_CHECKING, get_type_hints
from unittest.mock import MagicMock
if TYPE_CHECKING:
from pathlib import Path
import pandas as pd
import pytest
from pdmt5 import Mt5RuntimeError, Mt5TradingError
from pytest_mock import MockerFixture # noqa: TC002
import mt5cli
from mt5cli import (
STABLE_SDK_EXPORTS,
AccountSpec,
ExecutionStatus,
MarginVolume,
MT5Client,
Mt5CliError,
Mt5ConnectionError,
Mt5OperationError,
Mt5SchemaError,
OrderExecutionResult,
OrderLimits,
RateTarget,
build_config,
build_rate_targets,
calculate_account_projected_margin_ratio,
calculate_margin_and_volume,
calculate_positions_margin,
calculate_projected_margin_ratio,
calculate_symbol_group_margin_ratio,
calculate_trailing_stop_updates,
drop_forming_rate_bar,
ensure_symbol_selected,
extract_tick_price,
fetch_latest_closed_rates,
fetch_latest_closed_rates_for_trading_client,
fetch_latest_closed_rates_indexed,
load_rate_series_from_sqlite,
mt5_session,
mt5_trading_session,
normalize_order_volume,
place_market_order,
resolve_account_spec,
resolve_account_specs,
)
from mt5cli.converters import (
ensure_utc,
granularity_name,
normalize_symbol,
normalize_symbols,
parse_date_range,
recent_window,
)
from mt5cli.exceptions import (
call_with_normalized_errors,
is_recoverable_mt5_error,
normalize_mt5_exception,
)
from mt5cli.history import (
create_rate_compatibility_views,
load_rate_data,
resolve_rate_view_name,
)
from mt5cli.retry import retry_with_backoff
from mt5cli.schemas import (
DEDUP_KEYS,
REQUIRED_COLUMNS,
TIME_COLUMNS,
DataKind,
ensure_utc_columns,
normalize_dataframe,
normalize_time_columns,
schema_columns,
validate_schema,
)
from mt5cli.utils import (
Dataset,
detect_format,
export_dataframe,
export_dataframe_to_sqlite,
)
def _sample_frame(kind: DataKind) -> pd.DataFrame:
if kind is DataKind.rates:
return pd.DataFrame({
"time": [datetime(2024, 1, 1, tzinfo=UTC)],
"open": [1.1],
"high": [1.2],
"low": [1.0],
"close": [1.15],
"tick_volume": [10],
"spread": [1],
"real_volume": [0],
})
if kind is DataKind.ticks:
return pd.DataFrame({
"time": [datetime(2024, 1, 1, tzinfo=UTC)],
"bid": [1.1],
"ask": [1.11],
"last": [1.105],
"volume": [1],
"time_msc": [datetime(2024, 1, 1, tzinfo=UTC)],
"flags": [2],
"volume_real": [0.0],
})
if kind is DataKind.orders:
return pd.DataFrame({
"ticket": [1],
"time_setup": [datetime(2024, 1, 1, tzinfo=UTC)],
"type": [0],
"state": [1],
"symbol": ["EURUSD"],
"volume_current": [0.1],
"price_open": [1.1],
})
if kind is DataKind.positions:
return pd.DataFrame({
"ticket": [1],
"time": [datetime(2024, 1, 1, tzinfo=UTC)],
"type": [0],
"symbol": ["EURUSD"],
"volume": [0.1],
"price_open": [1.1],
"price_current": [1.11],
"profit": [1.0],
})
if kind is DataKind.history_orders:
return pd.DataFrame({
"ticket": [1],
"time_setup": [datetime(2024, 1, 1, tzinfo=UTC)],
"type": [0],
"state": [3],
"symbol": ["EURUSD"],
"volume_initial": [0.1],
"price_open": [1.1],
})
return pd.DataFrame({
"ticket": [1],
"order": [2],
"time": [datetime(2024, 1, 1, tzinfo=UTC)],
"type": [0],
"entry": [0],
"symbol": ["EURUSD"],
"volume": [0.1],
"price": [1.1],
"profit": [0.0],
})
@pytest.mark.parametrize("kind", list(DataKind))
def test_required_columns_contract(kind: DataKind) -> None:
"""Each dataset kind exposes a non-empty required column contract."""
assert REQUIRED_COLUMNS[kind]
validate_schema(_sample_frame(kind), kind)
@pytest.mark.parametrize("kind", list(DataKind))
def test_normalize_dataframe_injects_storage_metadata(kind: DataKind) -> None:
"""Normalization accepts MT5 frames and optional storage metadata."""
frame = _sample_frame(kind)
normalized = normalize_dataframe(
frame,
kind,
symbol="eurusd",
timeframe="M1" if kind is DataKind.rates else None,
)
if kind is DataKind.rates:
assert normalized.loc[0, "symbol"] == "eurusd"
assert normalized.loc[0, "timeframe"] == 1
validate_schema(normalized, kind)
def test_validate_schema_raises_for_missing_columns() -> None:
"""Schema validation fails fast on missing required columns."""
with pytest.raises(Mt5SchemaError, match="missing required columns"):
validate_schema(pd.DataFrame({"time": [1]}), DataKind.rates)
def test_history_dedup_keys_match_schema_contract() -> None:
"""SQLite history dedup keys stay aligned with schema contracts."""
assert DEDUP_KEYS[DataKind.rates][0] == ("symbol", "timeframe", "time")
assert DEDUP_KEYS[DataKind.ticks][0] == ("symbol", "time_msc")
assert Dataset.rates.table_name == "rates"
@pytest.mark.parametrize(
("raw", "expected"),
[
(" eurusd ", "eurusd"),
("GbpJpy", "GbpJpy"),
("XAUUSDm", "XAUUSDm"),
("US500.cash", "US500.cash"),
("EURUSD.r", "EURUSD.r"),
],
)
def test_normalize_symbol(raw: str, expected: str) -> None:
"""Symbol normalization trims whitespace and preserves broker casing."""
assert normalize_symbol(raw) == expected
def test_normalize_symbols_deduplicates() -> None:
"""Symbol lists are normalized and de-duplicated in order."""
assert normalize_symbols(["XAUUSDm", " XAUUSDm ", "EURUSD.r", "eurusd"]) == [
"XAUUSDm",
"EURUSD.r",
"eurusd",
]
def test_parse_date_range_rejects_inverted_bounds() -> None:
"""Date ranges must not be inverted."""
with pytest.raises(ValueError, match="must not be after"):
parse_date_range("2024-02-01", "2024-01-01")
def test_recent_window_builds_trailing_bounds() -> None:
"""Recent windows end at the provided timestamp."""
end = datetime(2024, 1, 2, tzinfo=UTC)
start, resolved_end = recent_window(hours=24, date_to=end)
assert resolved_end == end
assert start < end
def test_granularity_name_maps_timeframe_alias() -> None:
"""Granularity labels resolve MT5 timeframe aliases."""
assert granularity_name("M1") == "M1"
@pytest.mark.parametrize(
"exc",
[Mt5RuntimeError("init failed"), Mt5TradingError("trade failed")],
)
def test_is_recoverable_mt5_error(exc: Exception) -> None:
"""Recoverable MT5 errors are classified consistently."""
assert is_recoverable_mt5_error(exc)
@pytest.mark.parametrize(
("exc", "expected_type"),
[
(Mt5RuntimeError("x"), Mt5ConnectionError),
(Mt5TradingError("x"), Mt5OperationError),
],
)
def test_normalize_mt5_exception_maps_types(
exc: Exception,
expected_type: type[Mt5ConnectionError | Mt5OperationError],
) -> None:
"""MT5 exceptions map to stable mt5cli types."""
assert isinstance(normalize_mt5_exception(exc), expected_type)
def test_call_with_normalized_errors_reraises_mapped_type() -> None:
"""Normalized error helper re-raises mapped mt5cli exceptions."""
def _raise() -> None:
message = "boom"
raise Mt5RuntimeError(message)
with pytest.raises(Mt5ConnectionError):
call_with_normalized_errors(_raise)
def test_retry_with_backoff_retries_recoverable_errors(
mocker: MockerFixture,
) -> None:
"""Retry helper retries recoverable MT5 failures."""
calls = {"count": 0}
def _flaky() -> str:
calls["count"] += 1
if calls["count"] == 1:
message = "transient"
raise Mt5RuntimeError(message)
return "ok"
mocker.patch("mt5cli.retry.time.sleep")
assert retry_with_backoff(_flaky, retry_count=1) == "ok"
assert calls["count"] == 2
def test_public_api_exports_mt5_client() -> None:
"""MT5Client is the primary importable client abstraction."""
client = MT5Client(config=build_config())
assert isinstance(client, MT5Client)
assert isinstance(client, MT5Client.__mro__[1])
def test_mt5_client_order_primitives_use_connected_client(
mock_client: object,
) -> None:
"""Order check/send route through the same client fetch path as exports."""
request = {"action": 1}
client = MT5Client()
client.order_check(request)
client.order_send(request)
assert mock_client.order_check_as_df.call_count == 1 # type: ignore[attr-defined]
assert mock_client.order_send_as_df.call_count == 1 # type: ignore[attr-defined]
def test_storage_export_round_trip_csv(tmp_path: Path) -> None:
"""Storage helpers export normalized rate frames to CSV."""
frame = normalize_dataframe(
_sample_frame(DataKind.rates),
DataKind.rates,
symbol="EURUSD",
timeframe="M1",
)
output = tmp_path / "rates.csv"
export_dataframe(frame, output, detect_format(output))
loaded = pd.read_csv(output)
assert len(loaded) == 1
assert "close" in loaded.columns
def test_normalize_symbol_rejects_empty_value() -> None:
"""Empty symbols are rejected after trimming."""
with pytest.raises(ValueError, match="must not be empty"):
normalize_symbol(" ")
def test_ensure_utc_handles_naive_and_aware_datetimes() -> None:
"""UTC coercion accepts naive and timezone-aware datetimes."""
naive = datetime(2024, 1, 1, tzinfo=UTC).replace(tzinfo=None)
aware = datetime(2024, 1, 1, tzinfo=UTC)
assert ensure_utc(naive).tzinfo == UTC
assert ensure_utc(aware).tzinfo == UTC
assert ensure_utc("2024-01-01T00:00:00+00:00").tzinfo == UTC
def test_recent_window_validation_errors() -> None:
"""Recent window helpers validate mutually exclusive length arguments."""
with pytest.raises(ValueError, match="exactly one"):
recent_window()
with pytest.raises(ValueError, match="exactly one"):
recent_window(hours=1, seconds=1)
with pytest.raises(ValueError, match="positive"):
recent_window(hours=0)
def test_recent_window_supports_seconds_argument() -> None:
"""Recent windows can be built from a seconds-based length."""
end = datetime(2024, 1, 2, tzinfo=UTC)
start, resolved_end = recent_window(seconds=3600, date_to=end)
assert resolved_end == end
assert start < end
def test_parse_date_range_returns_ordered_bounds() -> None:
"""Valid date ranges return UTC-aware bounds."""
start, end = parse_date_range("2024-01-01", "2024-02-01")
assert start < end
def test_granularity_name_falls_back_for_unknown_timeframe(
mocker: MockerFixture,
) -> None:
"""Unknown timeframe integers stringify as granularity labels."""
mocker.patch(
"mt5cli.converters._get_timeframe_name",
side_effect=ValueError("unknown"),
)
assert granularity_name(1) == "1"
def test_normalize_mt5_exception_passthrough_and_generic() -> None:
"""Normalization preserves mt5cli errors and wraps unknown exceptions."""
original = Mt5CliError("known")
assert normalize_mt5_exception(original) is original
assert isinstance(normalize_mt5_exception(ValueError("x")), Mt5CliError)
def test_schema_columns_and_extra_required_validation() -> None:
"""Schema helpers expose contracts and honor extra required columns."""
assert schema_columns(DataKind.rates) == REQUIRED_COLUMNS[DataKind.rates]
validate_schema(pd.DataFrame(), DataKind.rates)
frame = _sample_frame(DataKind.rates)
with pytest.raises(Mt5SchemaError, match="storage_symbol"):
validate_schema(frame, DataKind.rates, extra_required=["storage_symbol"])
def test_normalize_dataframe_empty_and_tick_sort_paths() -> None:
"""Normalization handles empty frames and tick time_msc sorting."""
empty = pd.DataFrame()
assert normalize_dataframe(empty, DataKind.rates).empty
ticks = _sample_frame(DataKind.ticks)
ticks = pd.concat([ticks, ticks], ignore_index=True)
sorted_ticks = normalize_dataframe(ticks, DataKind.ticks, sort=True)
assert len(sorted_ticks) == 2
unsorted_ticks = normalize_dataframe(ticks, DataKind.ticks, sort=False)
assert len(unsorted_ticks) == 2
def test_normalize_dataframe_rate_timeframe_without_symbol() -> None:
"""Rate normalization can inject timeframe without symbol metadata."""
frame = _sample_frame(DataKind.rates)
normalized = normalize_dataframe(frame, DataKind.rates, timeframe="M1")
assert "timeframe" in normalized.columns
def test_normalize_dataframe_keeps_existing_symbol_and_timeframe() -> None:
"""Normalization does not duplicate existing storage metadata columns."""
frame = normalize_dataframe(
_sample_frame(DataKind.rates),
DataKind.rates,
symbol="EURUSD",
timeframe="M1",
)
normalized = normalize_dataframe(
frame,
DataKind.rates,
symbol="GBPUSD",
timeframe="H1",
)
assert normalized.loc[0, "symbol"] == "EURUSD"
assert normalized.loc[0, "timeframe"] == 1
def test_normalize_time_columns_skips_absent_time_fields() -> None:
"""Time normalization ignores absent optional time columns."""
frame = pd.DataFrame({"open": [1.0]})
result = normalize_time_columns(frame, DataKind.rates)
assert list(result.columns) == ["open"]
@pytest.mark.parametrize(
("col", "value", "kind"),
[
("time", 1704067200, DataKind.rates),
("time_msc", 1704067200000, DataKind.ticks),
("time", datetime(2024, 1, 1, tzinfo=UTC), DataKind.rates),
("time", "2024-01-01T00:00:00+00:00", DataKind.rates),
],
)
def test_normalize_time_columns_coerces_value(
col: str,
value: object,
kind: DataKind,
) -> None:
"""Time column values are coerced to UTC timestamps regardless of input type."""
frame = pd.DataFrame({col: [value]})
result = normalize_time_columns(frame, kind)
assert result.loc[0, col] == pd.Timestamp("2024-01-01T00:00:00+00:00")
def test_normalize_time_columns_handles_optional_order_times() -> None:
"""Optional order/history time columns are normalized when present."""
frame = pd.DataFrame({
"time_setup": [1704067200],
"time_setup_msc": [1704067200000],
"time_done": [1704153600],
"time_done_msc": [1704153600000],
})
result = normalize_time_columns(frame, DataKind.orders)
assert result.loc[0, "time_setup"] == pd.Timestamp("2024-01-01T00:00:00+00:00")
assert result.loc[0, "time_setup_msc"] == pd.Timestamp(
"2024-01-01T00:00:00+00:00",
)
assert result.loc[0, "time_done"] == pd.Timestamp("2024-01-02T00:00:00+00:00")
assert result.loc[0, "time_done_msc"] == pd.Timestamp(
"2024-01-02T00:00:00+00:00",
)
def test_time_columns_include_optional_order_fields() -> None:
"""Schema contracts document optional MT5 time columns per dataset kind."""
assert "time_done" in TIME_COLUMNS[DataKind.orders]
assert "time_setup_msc" in TIME_COLUMNS[DataKind.history_orders]
def test_normalize_dataframe_sorts_ticks_by_time_msc(
mocker: MockerFixture,
) -> None:
"""Tick frames without ``time`` can still sort on ``time_msc``."""
mocker.patch("mt5cli.schemas.validate_schema")
ticks = pd.concat([_sample_frame(DataKind.ticks)] * 2, ignore_index=True).drop(
columns=["time"],
)
ticks.loc[0, "time_msc"] = datetime(2024, 1, 1, tzinfo=UTC)
ticks.loc[1, "time_msc"] = datetime(2024, 1, 2, tzinfo=UTC)
ticks = pd.concat([ticks.iloc[[1]], ticks.iloc[[0]]], ignore_index=True)
normalized = normalize_dataframe(ticks, DataKind.ticks, sort=True)
assert normalized.iloc[0]["time_msc"] <= normalized.iloc[1]["time_msc"]
def test_ensure_utc_columns_skips_missing_columns() -> None:
"""UTC column coercion ignores absent columns."""
frame = _sample_frame(DataKind.rates)
result = ensure_utc_columns(frame, ["time", "missing"])
assert "time" in result.columns
def test_ensure_utc_columns_coerces_non_mt5_columns() -> None:
"""Non-MT5 columns still coerce to UTC datetimes."""
frame = pd.DataFrame({"created_at": ["2024-01-01T00:00:00+00:00"]})
result = ensure_utc_columns(frame, ["created_at"])
assert result.loc[0, "created_at"] == pd.Timestamp("2024-01-01T00:00:00+00:00")
def test_mt5_session_yields_connected_client(mocker: MockerFixture) -> None:
"""Public mt5_session yields an MT5Client bound to a connected session."""
connected = mocker.MagicMock()
context = mocker.MagicMock()
context.__enter__.return_value = connected
context.__exit__.return_value = False
mocker.patch("mt5cli.client.connected_client", return_value=context)
with mt5_session(build_config()) as client:
assert isinstance(client, MT5Client)
def test_retry_with_backoff_reraises_non_recoverable_errors() -> None:
"""Non-MT5 errors are not retried."""
def _raise() -> None:
message = "fatal"
raise ValueError(message)
with pytest.raises(ValueError, match="fatal"):
retry_with_backoff(_raise, retry_count=2)
def test_storage_export_round_trip_sqlite(tmp_path: Path) -> None:
"""Storage helpers append deduplicated frames to SQLite."""
frame = normalize_dataframe(
_sample_frame(DataKind.rates),
DataKind.rates,
symbol="EURUSD",
timeframe="M1",
)
output = tmp_path / "rates.db"
export_dataframe_to_sqlite(
frame,
output,
"rates",
deduplicate_on=DEDUP_KEYS[DataKind.rates][0],
)
with __import__("sqlite3").connect(output) as conn:
count = conn.execute("SELECT COUNT(*) FROM rates").fetchone()[0]
assert count == 1
def test_storage_module_does_not_exist() -> None:
"""mt5cli.storage re-export module has been removed."""
with pytest.raises(ModuleNotFoundError):
importlib.import_module("mt5cli.storage")
class TestStableSdkContract:
"""Tests for the documented stable downstream SDK contract."""
def test_stable_exports_are_subset_of_all(self) -> None:
"""Every stable export is also listed in the package __all__."""
missing = sorted(STABLE_SDK_EXPORTS - set(mt5cli.__all__))
assert not missing, f"STABLE_SDK_EXPORTS missing from __all__: {missing}"
def test_stable_exports_cover_root_api(self) -> None:
"""STABLE_SDK_EXPORTS classifies every package-root symbol."""
tier_metadata = {"STABLE_SDK_EXPORTS"}
root_exports = set(mt5cli.__all__)
missing_from_root = sorted(STABLE_SDK_EXPORTS - root_exports)
assert not missing_from_root, (
f"STABLE_SDK_EXPORTS missing from __all__: {missing_from_root}"
)
unclassified = sorted(root_exports - STABLE_SDK_EXPORTS - tier_metadata)
assert not unclassified, (
f"Root exports not in STABLE_SDK_EXPORTS: {unclassified}"
)
@pytest.mark.parametrize("name", sorted(STABLE_SDK_EXPORTS))
def test_stable_exports_are_importable_from_package_root(self, name: str) -> None:
"""Stable SDK names resolve through ``from mt5cli import ...``."""
assert hasattr(mt5cli, name), f"{name!r} missing from mt5cli package root"
def test_drop_forming_rate_bar_from_package_root(self) -> None:
"""Closed-bar trimming is available from the stable package surface."""
frame = pd.DataFrame({"time": [1, 2, 3], "close": [1.0, 1.1, 1.2]})
closed = drop_forming_rate_bar(frame)
assert list(closed["close"]) == [1.0, 1.1]
assert len(closed) == 2
def test_fetch_latest_closed_rates_from_package_root(self) -> None:
"""Single-client closed-bar helper drops the forming row."""
client = MagicMock()
client.latest_rates.return_value = pd.DataFrame(
{"time": [1, 2, 3], "close": [1.0, 1.1, 1.2]},
)
result = fetch_latest_closed_rates(
client,
symbol="EURUSD",
granularity="M1",
count=2,
)
client.latest_rates.assert_called_once_with("EURUSD", "M1", 3, start_pos=0)
assert list(result["close"]) == [1.0, 1.1]
def test_fetch_latest_closed_rates_for_trading_client_from_package_root(
self,
) -> None:
"""Trading-client closed-bar helper is importable from the stable surface."""
client = MagicMock()
client.fetch_latest_rates_as_df.return_value = pd.DataFrame(
{"time": [1, 2, 3], "close": [1.0, 1.1, 1.2]},
)
result = fetch_latest_closed_rates_for_trading_client(
client,
symbol="EURUSD",
granularity="M1",
count=2,
)
assert list(result["close"]) == [1.0, 1.1]
def test_normalize_order_volume_from_package_root(self) -> None:
"""Volume normalization helper is importable from the stable surface."""
result = normalize_order_volume(
0.25,
volume_min=0.1,
volume_max=1.0,
volume_step=0.1,
)
assert abs(result - 0.2) < 1e-9
def test_calculate_positions_margin_from_package_root(self) -> None:
"""Position margin helper is importable from the stable surface."""
client = MagicMock()
client.mt5.POSITION_TYPE_BUY = 0
client.mt5.POSITION_TYPE_SELL = 1
client.mt5.ORDER_TYPE_BUY = 10
client.mt5.ORDER_TYPE_SELL = 11
client.positions_get_as_df.return_value = pd.DataFrame()
assert calculate_positions_margin(client) == 0
def test_generic_trading_helpers_from_package_root(self) -> None:
"""New generic trading helpers resolve through the stable surface."""
price = extract_tick_price({"bid": "1.2"}, "bid")
assert price is not None
assert abs(price - 1.2) < 1e-9
assert callable(calculate_trailing_stop_updates)
assert callable(calculate_account_projected_margin_ratio)
assert callable(calculate_projected_margin_ratio)
assert callable(calculate_symbol_group_margin_ratio)
def test_load_rate_series_from_sqlite_requires_managed_views(
self,
tmp_path: Path,
) -> None:
"""Multi-series loading fails clearly when managed views are absent."""
db_path = tmp_path / "empty-views.db"
with sqlite3.connect(db_path) as conn:
conn.execute(
"CREATE TABLE rates("
" symbol TEXT, timeframe INTEGER, time TEXT, close REAL)",
)
targets = build_rate_targets(["EURUSD"], ["M1"])
with pytest.raises(ValueError, match="No rate compatibility view exists"):
load_rate_series_from_sqlite(db_path, targets, count=10)
assert targets == [RateTarget(symbol="EURUSD", timeframe=1)]
def test_resolve_account_spec_from_package_root(
self,
monkeypatch: pytest.MonkeyPatch,
) -> None:
"""Account credential resolution uses generic ${ENV_VAR} placeholders."""
monkeypatch.setenv("APP_MT5_LOGIN", "555")
monkeypatch.setenv("APP_MT5_PASSWORD", "secret")
account = AccountSpec(
symbols=["EURUSD"],
login="${APP_MT5_LOGIN}",
password="${APP_MT5_PASSWORD}",
server="Broker-Demo",
)
resolved = resolve_account_spec(account, timeout=3000)
assert resolved.login == "555"
assert resolved.password == "secret" # noqa: S105
assert resolved.timeout == 3000
batch = resolve_account_specs([account], server="Override")
assert batch[0].server == "Override"
def test_mt5_trading_session_lifecycle_from_package_root(
self,
mocker: MockerFixture,
) -> None:
"""Trading session helper initializes and always shuts down."""
mock_client = MagicMock()
mocker.patch(
"mt5cli.trading.Mt5DataClient",
return_value=mock_client,
)
with mt5_trading_session(login=12345, server="Broker-Demo") as client:
assert client is mock_client
mock_client.initialize_and_login_mt5.assert_called_once()
mock_client.shutdown.assert_called_once()
def test_trading_order_helpers_importable_from_package_root(self) -> None:
"""Order planning helpers resolve through the stable package surface."""
assert callable(calculate_margin_and_volume)
assert callable(ensure_symbol_selected)
assert callable(place_market_order)
margin_hints = get_type_hints(MarginVolume)
limits_hints = get_type_hints(OrderLimits)
execution_hints = get_type_hints(OrderExecutionResult)
assert margin_hints["buy_volume"] is float
assert limits_hints["stop_loss"] == float | None
assert execution_hints["status"] == ExecutionStatus
def test_mt5_trading_session_shuts_down_on_exception(
self,
mocker: MockerFixture,
) -> None:
"""Trading session helper shuts down even when the body raises."""
mock_client = MagicMock()
mocker.patch(
"mt5cli.trading.Mt5DataClient",
return_value=mock_client,
)
message = "strategy error"
with (
pytest.raises(RuntimeError, match=message),
mt5_trading_session(login=12345, server="Broker-Demo"),
):
raise RuntimeError(message)
mock_client.shutdown.assert_called_once()
def test_fetch_latest_closed_rates_indexed_from_package_root(
self,
mocker: MockerFixture,
) -> None:
"""Indexed closed-bar helper returns a UTC DatetimeIndex named 'time'."""
client = MagicMock()
mocker.patch(
"mt5cli.trading.fetch_latest_closed_rates_for_trading_client",
return_value=pd.DataFrame(
{
"time": [1704067200, 1704153600, 1704240000],
"close": [1.0, 1.1, 1.2],
},
),
)
result = fetch_latest_closed_rates_indexed(
client,
symbol="EURUSD",
granularity="M1",
count=2,
)
assert isinstance(result.index, pd.DatetimeIndex)
assert result.index.name == "time"
assert result.index.tz is not None
assert "time" not in result.columns
assert "close" in result.columns
def test_rate_view_helpers_in_history_module(self, tmp_path: Path) -> None:
"""Rate view helpers are available from mt5cli.history."""
db_path = tmp_path / "rates.db"
with sqlite3.connect(db_path) as conn:
conn.execute(
"CREATE TABLE rates("
" symbol TEXT, timeframe INTEGER, time TEXT, close REAL)",
)
conn.execute(
"INSERT INTO rates(symbol, timeframe, time, close) VALUES (?, ?, ?, ?)",
("EURUSD", 1, "2024-01-01T00:00:00+00:00", 1.0),
)
create_rate_compatibility_views(conn)
assert resolve_rate_view_name(db_path, "EURUSD", "M1") == "rate_EURUSD__1"
missing = tmp_path / "missing.db"
with pytest.raises(ValueError, match="SQLite database not found"):
resolve_rate_view_name(missing, "EURUSD", "M1", require_existing=True)
def test_load_rate_data_in_history_module(self, tmp_path: Path) -> None:
"""SQLite rate loading normalizes timestamps through mt5cli.history."""
db_path = tmp_path / "view.db"
with sqlite3.connect(db_path) as conn:
conn.execute(
'CREATE VIEW "rate_EURUSD__1" AS'
" SELECT '2024-01-01T00:00:00+00:00' AS time, 1.1 AS close",
)
frame = load_rate_data(db_path, "rate_EURUSD__1")
assert frame.index.name == "time"
assert abs(float(frame.iloc[0]["close"]) - 1.1) < 1e-9
@pytest.mark.parametrize(
"name",
[
"Mt5Config",
"Mt5RuntimeError",
"Mt5TradingClient",
"Mt5TradingError",
"TICK_FLAG_MAP",
"TIMEFRAME_MAP",
],
)
def test_pdmt5_pass_through_names_removed_from_public_contract(name: str) -> None:
"""Removed pdmt5 pass-through names are not part of the public contract."""
assert name not in STABLE_SDK_EXPORTS, (
f"{name!r} should not be in STABLE_SDK_EXPORTS"
)
assert name not in mt5cli.__all__, f"{name!r} should not be in mt5cli.__all__"
def test_mt5cli_does_not_import_high_level_trading_symbols() -> None:
"""mt5cli doesn't import Mt5TradingClient or Mt5TradingError at module level."""
trading_module = importlib.import_module("mt5cli.trading")
module_dict = vars(trading_module)
assert "Mt5TradingClient" not in module_dict, (
"mt5cli.trading should not import Mt5TradingClient at module level"
)
assert "Mt5TradingError" not in module_dict, (
"mt5cli.trading should not import Mt5TradingError at module level"
)
# ---------------------------------------------------------------------------
# Packaging metadata
# ---------------------------------------------------------------------------
def test_parquet_extra_declares_pyarrow() -> None:
"""Package metadata lists pyarrow under the parquet optional extra."""
reqs = requires("mt5cli") or []
parquet_reqs = [r for r in reqs if "pyarrow" in r and "parquet" in r]
assert parquet_reqs, "pyarrow not found in parquet optional extra"
def test_pyarrow_not_in_core_dependencies() -> None:
"""Pyarrow is not a core dependency; it belongs only in the parquet extra."""
reqs = requires("mt5cli") or []
core_reqs = [r for r in reqs if "extra ==" not in r]
assert not any("pyarrow" in r for r in core_reqs), (
"pyarrow should not appear in core dependencies"
)