mt5cli 0.4.0__tar.gz → 0.4.2__tar.gz

{mt5cli-0.4.0 → mt5cli-0.4.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: mt5cli
-Version: 0.4.0
+Version: 0.4.2
 Summary: Command-line tool for MetaTrader 5
 Project-URL: Repository, https://github.com/dceoy/mt5cli.git
 Author-email: dceoy <dceoy@users.noreply.github.com>
@@ -111,7 +111,46 @@ mt5cli -o history.db collect-history \
   --timeframe M1 --flags ALL --if-exists append --with-views
 ```
 
-History orders and deals are fetched per symbol and concatenated, so the symbol filter is applied consistently across all datasets. The `cash_events` view is derived from symbol-filtered `history_deals`, so account-level cash events with empty or non-matching symbols may be excluded. The `rates` table records the requested `timeframe` so appended runs at different timeframes remain distinguishable. The `positions_reconstructed` view aggregates trade deals by `position_id`, excludes positions without closing deals, and uses volume-weighted open/close prices; reversal deals (`DEAL_ENTRY_INOUT`) are reported via `volume_reversal` / `reversal_count` columns and do not contribute to the weighted prices.
+History orders and deals are fetched per symbol and concatenated, so the symbol filter is applied consistently across all datasets. The `cash_events` view is derived from symbol-filtered `history_deals`, so account-level cash events with empty or non-matching symbols may be excluded. The `rates` table records the requested `timeframe` so appended runs at different timeframes remain distinguishable. The `positions_reconstructed` view aggregates trade deals by `position_id`, excludes positions without closing-side entries, and uses volume-weighted open/close prices; reversal deals (`DEAL_ENTRY_INOUT`) are reported via `volume_reversal` / `reversal_count` columns.
+
+### Incremental history SDK
+
+For automated pipelines, use the importable incremental API instead of re-fetching fixed date ranges:
+
+```python
+from pdmt5 import Mt5Config, Mt5DataClient
+from mt5cli import Dataset, update_history, update_history_with_config
+
+# Reuse an already-connected pdmt5 client (does not open/close MT5)
+client = Mt5DataClient(config=Mt5Config(login=12345))
+client.initialize_and_login_mt5()
+try:
+    update_history(
+        client=client,
+        output="history.db",
+        symbols=["EURUSD", "GBPUSD"],
+        datasets={Dataset.rates, Dataset.history_deals},
+        timeframes=["M1", "H1"],  # default: all fixed MT5 timeframes
+        lookback_hours=24,
+        create_rate_views=True,
+        with_views=True,
+        include_account_events=True,
+    )
+finally:
+    client.shutdown()
+
+# Standalone wrapper that opens and closes MT5 for you
+update_history_with_config(
+    output="history.db",
+    symbols=["EURUSD"],
+    config=Mt5Config(login=12345),
+)
+```
+
+- **`collect-history`**: explicit date-range export into SQLite.
+- **`update_history`**: incremental append based on existing SQLite `MAX(time)` per symbol (and timeframe for rates); account-level deals use a separate cursor when `include_account_events=True`.
+- **`rates` table**: normalized storage with `symbol` and `timeframe` columns.
+- **Rate compatibility views**: mt5cli manages all `rate_*` views. Naming is `rate_<symbol>__<timeframe>` when a symbol has one timeframe, otherwise `rate_<symbol>__<granularity>_<timeframe>` (for example `rate_EURUSD__M1_1`). Stale `rate_*` views are dropped and recreated when rates change for offline tools such as mteor optimize.
 
 ## Requirements
 

{mt5cli-0.4.0 → mt5cli-0.4.2}/README.md

@@ -87,7 +87,46 @@ mt5cli -o history.db collect-history \
   --timeframe M1 --flags ALL --if-exists append --with-views
 ```
 
-History orders and deals are fetched per symbol and concatenated, so the symbol filter is applied consistently across all datasets. The `cash_events` view is derived from symbol-filtered `history_deals`, so account-level cash events with empty or non-matching symbols may be excluded. The `rates` table records the requested `timeframe` so appended runs at different timeframes remain distinguishable. The `positions_reconstructed` view aggregates trade deals by `position_id`, excludes positions without closing deals, and uses volume-weighted open/close prices; reversal deals (`DEAL_ENTRY_INOUT`) are reported via `volume_reversal` / `reversal_count` columns and do not contribute to the weighted prices.
+History orders and deals are fetched per symbol and concatenated, so the symbol filter is applied consistently across all datasets. The `cash_events` view is derived from symbol-filtered `history_deals`, so account-level cash events with empty or non-matching symbols may be excluded. The `rates` table records the requested `timeframe` so appended runs at different timeframes remain distinguishable. The `positions_reconstructed` view aggregates trade deals by `position_id`, excludes positions without closing-side entries, and uses volume-weighted open/close prices; reversal deals (`DEAL_ENTRY_INOUT`) are reported via `volume_reversal` / `reversal_count` columns.
+
+### Incremental history SDK
+
+For automated pipelines, use the importable incremental API instead of re-fetching fixed date ranges:
+
+```python
+from pdmt5 import Mt5Config, Mt5DataClient
+from mt5cli import Dataset, update_history, update_history_with_config
+
+# Reuse an already-connected pdmt5 client (does not open/close MT5)
+client = Mt5DataClient(config=Mt5Config(login=12345))
+client.initialize_and_login_mt5()
+try:
+    update_history(
+        client=client,
+        output="history.db",
+        symbols=["EURUSD", "GBPUSD"],
+        datasets={Dataset.rates, Dataset.history_deals},
+        timeframes=["M1", "H1"],  # default: all fixed MT5 timeframes
+        lookback_hours=24,
+        create_rate_views=True,
+        with_views=True,
+        include_account_events=True,
+    )
+finally:
+    client.shutdown()
+
+# Standalone wrapper that opens and closes MT5 for you
+update_history_with_config(
+    output="history.db",
+    symbols=["EURUSD"],
+    config=Mt5Config(login=12345),
+)
+```
+
+- **`collect-history`**: explicit date-range export into SQLite.
+- **`update_history`**: incremental append based on existing SQLite `MAX(time)` per symbol (and timeframe for rates); account-level deals use a separate cursor when `include_account_events=True`.
+- **`rates` table**: normalized storage with `symbol` and `timeframe` columns.
+- **Rate compatibility views**: mt5cli manages all `rate_*` views. Naming is `rate_<symbol>__<timeframe>` when a symbol has one timeframe, otherwise `rate_<symbol>__<granularity>_<timeframe>` (for example `rate_EURUSD__M1_1`). Stale `rate_*` views are dropped and recreated when rates change for offline tools such as mteor optimize.
 
 ## Requirements
 

mt5cli-0.4.2/docs/api/history.md

@@ -0,0 +1,131 @@
+# History Collection (SQLite)
+
+::: mt5cli.history
+
+## `collect-history` schema
+
+The `collect-history` command (and the matching `collect_history` SDK function) writes
+selected MT5 datasets into one SQLite database. Each dataset becomes a table; column
+names and types mirror the pdmt5 DataFrame schema for that export, with two additions:
+
+- `symbol` is prepended on every table.
+- `timeframe` is prepended on `rates` so appended runs at different bar sizes stay
+  distinguishable.
+
+SQLite does not declare foreign keys. Rows are linked logically by `symbol`, time
+windows, and (for deals) `position_id` / `order`. Duplicate rows are removed on
+append using dataset-specific keys (for example `ticket` on history tables, or
+`(symbol, timeframe, time)` on rates).
+
+Optional views are created when `--with-views` is set and the `history-deals` dataset
+was written.
+
+### Entity-relationship diagram
+
+Sample layout for a full collection with `--with-views`:
+
+```mermaid
+erDiagram
+    rates {
+        TEXT symbol "dedup key"
+        INTEGER timeframe "dedup key"
+        TEXT time "dedup key"
+        REAL open
+        REAL high
+        REAL low
+        REAL close
+        INTEGER tick_volume
+        INTEGER spread
+        INTEGER real_volume
+    }
+
+    ticks {
+        TEXT symbol "dedup key"
+        TEXT time "dedup key"
+        INTEGER time_msc "dedup key (preferred)"
+        REAL bid
+        REAL ask
+        REAL last
+        INTEGER volume
+        INTEGER flags
+        REAL volume_real
+    }
+
+    history_orders {
+        INTEGER ticket "dedup key"
+        TEXT symbol
+        TEXT time
+        INTEGER type
+        INTEGER state
+        REAL volume_initial
+        REAL price_open
+        REAL price_current
+        INTEGER magic
+    }
+
+    history_deals {
+        INTEGER ticket "dedup key"
+        INTEGER order
+        INTEGER position_id "groups position view"
+        TEXT symbol
+        TEXT time
+        INTEGER type "0/1 trade, else cash event"
+        INTEGER entry "0 IN, 1 OUT, 2 INOUT, 3 OUT_BY"
+        REAL volume
+        REAL price
+        REAL profit
+        REAL commission
+        REAL swap
+        REAL fee
+    }
+
+    cash_events {
+        INTEGER ticket
+        TEXT symbol
+        TEXT time
+        INTEGER type
+        REAL profit
+    }
+
+    positions_reconstructed {
+        INTEGER position_id
+        TEXT symbol
+        TEXT open_time
+        TEXT close_time
+        INTEGER direction
+        REAL volume_open
+        REAL volume_close
+        REAL volume_reversal
+        REAL open_price
+        REAL close_price
+        REAL total_profit
+        INTEGER reversal_count
+        INTEGER deals_count
+    }
+
+    rates ||--o{ history_deals : "symbol (logical)"
+    ticks ||--o{ history_deals : "symbol (logical)"
+    history_orders ||--o{ history_deals : "order ~ ticket (logical)"
+    history_deals ||--|| cash_events : "VIEW: type NOT IN (0,1)"
+    history_deals ||--o{ positions_reconstructed : "VIEW: GROUP BY position_id"
+```
+
+### Tables and views
+
+| Object                    | Kind  | Source               | Notes                                                                                       |
+| ------------------------- | ----- | -------------------- | ------------------------------------------------------------------------------------------- |
+| `rates`                   | table | `copy_rates_range`   | Indexed on `(symbol, timeframe, time)` when columns exist.                                  |
+| `ticks`                   | table | `copy_ticks_range`   | Indexed on `(symbol, time)` when columns exist.                                             |
+| `history_orders`          | table | `history_orders_get` | Fetched per `--symbol`, then concatenated.                                                  |
+| `history_deals`           | table | `history_deals_get`  | Fetched per `--symbol`, then concatenated. Indexed on `(position_id, symbol)` when present. |
+| `cash_events`             | view  | `history_deals`      | Non-trade deal types (deposits, balance ops, etc.). Requires `type` column.                 |
+| `positions_reconstructed` | view  | `history_deals`      | One row per closed `position_id`; volume-weighted prices and reversal stats.                |
+
+Column sets can vary with terminal and pdmt5 version. Views are skipped with a warning
+when required columns are missing.
+
+### Incremental collection
+
+The `update_history` SDK path uses the same base tables and optional
+`cash_events` / `positions_reconstructed` views. It additionally maintains
+`rate_<symbol>__<timeframe>` compatibility views when `create_rate_views=True`.

{mt5cli-0.4.0 → mt5cli-0.4.2}/docs/api/index.md

@@ -18,6 +18,10 @@ Utility module providing constants, enums, Click parameter types, and helper fun
 
 Programmatic SDK for read-only MetaTrader 5 data collection. Returns pandas DataFrames and provides `collect_history` for SQLite bulk collection.
 
+### [History Collection (SQLite)](history.md)
+
+SQLite storage helpers for the `collect-history` command schema, incremental updates, deduplication, indexes, and optional views.
+
 ## Architecture Overview
 
 The package follows a simple architecture built on top of pdmt5:

{mt5cli-0.4.0 → mt5cli-0.4.2}/docs/index.md

@@ -152,6 +152,8 @@ mt5cli -o history.db collect-history \
 
 History orders and deals are fetched per symbol and concatenated, so the symbol filter is applied consistently across all datasets. The `cash_events` view is derived from symbol-filtered `history_deals`, so account-level cash events with empty or non-matching symbols may be excluded. The `positions_reconstructed` view excludes positions with no closing deal, uses volume-weighted open/close prices, and reports reversal deals (`DEAL_ENTRY_INOUT`) via `volume_reversal` / `reversal_count`.
 
+See the [History schema diagram](api/history.md#entity-relationship-diagram) for a sample ER layout of the resulting database.
+
 ## Global Options
 
 | Option         | Description                                             |

{mt5cli-0.4.0 → mt5cli-0.4.2}/mkdocs.yml

@@ -24,6 +24,7 @@ theme:
   features:
     - content.code.annotate
     - content.code.copy
+    - content.code.mermaid
     - navigation.indexes
     - navigation.sections
     - navigation.tabs
@@ -57,6 +58,7 @@ nav:
       - Overview: api/index.md
       - CLI: api/cli.md
       - SDK: api/sdk.md
+      - History Collection (SQLite): api/history.md
       - Utils: api/utils.md
 
 markdown_extensions:

{mt5cli-0.4.0 → mt5cli-0.4.2}/mt5cli/__init__.py

@@ -22,15 +22,19 @@ from .sdk import (
     symbol_info_tick,
     symbols,
     terminal_info,
+    update_history,
+    update_history_with_config,
 )
 from .sdk import (
     version as mt5_version,
 )
-from .utils import detect_format, export_dataframe
+from .utils import Dataset, IfExists, detect_format, export_dataframe
 
 __version__ = version(__package__) if __package__ else None
 
 __all__ = [
+    "Dataset",
+    "IfExists",
     "Mt5CliClient",
     "account_info",
     "build_config",
@@ -53,4 +57,6 @@ __all__ = [
     "symbol_info_tick",
     "symbols",
     "terminal_info",
+    "update_history",
+    "update_history_with_config",
 ]