mt5cli 0.8.2__tar.gz → 0.8.3__tar.gz

{mt5cli-0.8.2 → mt5cli-0.8.3}/.agents/skills/pr-feedback-triage/SKILL.md

@@ -27,7 +27,7 @@ If no PR or review comments are identifiable, ask for the target PR or the copie
 ## Modes
 
 - `dry_run`: inspect review feedback and report the triage only. Do not edit files, run write-mode formatters, commit, push, post replies, or resolve review threads.
-- `no_push`: local edits and verification are allowed, but do not push commits or otherwise update the remote branch. Report the local diff or local commits that still need to be pushed.
+- `no_push`: local edits and verification are allowed, but do not push commits or otherwise update the remote branch. Report the local diff or local commits that still need to be pushed. Do not resolve threads whose resolution depends on unpushed local edits.
 - `no_reply`: do not post replies, submit reviews, or resolve review threads. Provide suggested replies and resolution actions in the final report instead.
 
 When a mode disables an action, skip that destructive or externally visible action even if normal workflow text would otherwise allow it.
@@ -46,7 +46,7 @@ Gather the complete feedback set before editing:
 - Fetch unresolved review threads, requested-change reviews, PR-level summary comments, and copied comments.
 - Use platform-native APIs/CLI when available. Paginate results; do not inspect only the first page of threads or comments.
 - For bot reviewers that post both summary comments and inline comments, collect both. Summary comments often contain severity, rationale, and fix instructions; inline comments contain the exact file and line context.
-- Preserve each thread/comment identifier needed to reply or resolve later.
+- Preserve every thread/comment identifier needed to reply or resolve later.
 - Compare each comment with the current diff and file contents because review lines can become outdated.
 
 ## Deduplication and Ordering
@@ -60,7 +60,7 @@ Build one triage record per distinct finding:
 - Preserve the reviewer’s exact issue title and original wording where practical. Do not rename findings in a way that would make replies hard to map back to comments.
 - Preserve the reviewer’s original ordering unless the user asks for priority reordering. Many review bots already order findings by severity.
 
-Each triage record should track: original title, reviewer, source IDs, location, current applicability, severity/priority if available, disposition, planned action, verification, reply text if any, and resolution decision.
+Each triage record should track: original title, reviewer, source IDs, location, current applicability, severity/priority if available, disposition, planned action, verification, reply text if any, resolution decision, platform action attempted, and final platform state.
 
 ## Resolution Policy
 
@@ -70,6 +70,52 @@ Keep a thread open only when it still needs reviewer, maintainer, or product inp
 
 When resolving a thread, add a concise reply first only if it provides useful context, such as what changed, why no code change was needed, why a finding was intentionally deferred, or why the original comment is now outdated. Do not add noisy replies for self-evident fixes unless project norms require them.
 
+## Platform Action Contract
+
+Do not treat triage as complete until every collected source ID reaches an explicit terminal state:
+
+- `resolved`: a platform resolve action succeeded, or a re-check shows the thread is already resolved.
+- `replied_left_open`: a reply or question was posted and the thread is intentionally left unresolved.
+- `not_resolvable`: the source is a PR-level summary comment or copied comment that has no platform-level resolve action; reply or post a PR summary when useful.
+- `skipped_by_mode`: `dry_run`, `no_push`, or `no_reply` prevented the external action.
+- `failed_action`: a reply or resolve action was attempted and failed; include the attempted action and failure in the final summary.
+
+In normal mode, build and execute a platform action queue after fixes are verified and pushed when needed:
+
+- `reply_then_resolve`: use for handled threads where the reviewer needs context before resolution.
+- `resolve_only`: use for self-evident fixes and already-addressed or outdated threads where an extra reply would add noise.
+- `reply_leave_open`: use only for clarification requests, blocked work, or intentionally open follow-ups.
+- `reply_only`: use for PR-level comments or summaries that cannot be resolved as review threads.
+
+For duplicate findings, execute the terminal action for every source thread ID, not only the primary triage record. If one finding is represented by three unresolved inline threads, all three must be resolved or explicitly left open.
+
+## GitHub Action Guidance
+
+Prefer platform-native APIs or `gh` commands that expose review-thread resolution state. For GitHub inline review threads, use the thread node ID and the GraphQL `resolveReviewThread` mutation rather than assuming that a reply resolves the conversation.
+
+A reliable pattern is:
+
+1. Re-fetch review threads and comments immediately before acting.
+2. Reply to the thread when the action queue says a reply is needed.
+3. Resolve the review thread by node ID when the terminal state should be `resolved`.
+4. Re-fetch unresolved review threads after the action queue completes.
+5. Retry any expected-to-be-resolved thread that is still unresolved once; if it still remains unresolved, mark it `failed_action` instead of claiming completion.
+
+Example GraphQL mutation shape:
+
+```graphql
+mutation($threadId: ID!) {
+  resolveReviewThread(input: {threadId: $threadId}) {
+    thread {
+      id
+      isResolved
+    }
+  }
+}
+```
+
+A posted reply alone is sufficient only for `reply_leave_open`, `reply_only`, or `not_resolvable` sources. For handled inline review threads, reply and resolve are separate actions.
+
 ## Flow
 
 ```mermaid
@@ -80,7 +126,7 @@ flowchart TD
   D --> E{Classify each triage record}
   E -->|Fix| F[Implement minimal change]
   E -->|Answer| G[Prepare concise reply]
-  E -->|Clarify| H[Leave open with question]
+  E -->|Clarify| H[Prepare question and leave open]
   E -->|Already addressed or Outdated| I[Prepare evidence]
   E -->|Defer or Won't fix| J[Document reason]
   F --> K[Verify]
@@ -92,11 +138,13 @@ flowchart TD
   L -->|dry_run| M[Report triage only]
   L -->|no_push| N[Report local diff or commits]
   L -->|no_reply| O[Report suggested replies/actions]
-  L -->|normal| P[Commit/push if changed, then batch reply and resolve handled threads]
+  L -->|normal| P[Commit/push if changed]
+  P --> R[Execute reply/resolve action queue]
+  R --> S[Re-fetch threads and retry unresolved handled threads once]
   M --> Q[Final summary]
   N --> Q
   O --> Q
-  P --> Q
+  S --> Q
 ```
 
 ## Compact Workflow
@@ -109,7 +157,7 @@ flowchart TD
 2. **Classify each triage record**
    - **Fix**: Valid requested change; make the smallest focused edit when not in `dry_run`.
    - **Answer**: No code change needed; prepare a concise explanation.
-   - **Clarify**: Ambiguous, conflicting, or missing context; leave open with a question.
+   - **Clarify**: Ambiguous, conflicting, or missing context; reply with the question and leave unresolved.
    - **Already addressed**: Current code already satisfies it; prepare evidence.
    - **Outdated**: Commented code or issue no longer exists; prepare evidence.
    - **Defer / Won't fix**: Valid concern intentionally not changed now; document a specific reason.
@@ -118,17 +166,19 @@ flowchart TD
    - Keep edits scoped to the review feedback.
    - Follow reviewer-provided fix instructions literally when they are still applicable; deviate only when the current code proves the instruction is stale or unsafe.
    - In `dry_run`, stop at triage, proposed fixes, suggested replies, and verification plan.
-   - In `no_push`, local edits are allowed, but do not push or resolve threads for local-only fixes.
+   - In `no_push`, local edits are allowed, but do not push or resolve threads whose fix is only local. Reply or resolve non-code, already-addressed, or outdated threads only when the action does not depend on unpushed work and `no_reply` is not set.
    - In `no_reply`, do not post replies or resolve threads; report suggested replies/actions instead.
-   - In normal mode, batch replies where practical, then resolve every handled thread by default after the fix, explanation, or deferral reason is available on the PR.
+   - In normal mode, commit and push changed code when appropriate, then execute the platform action queue for every collected source ID.
 
 4. **Verify before claiming completion**
    - For fixes, run appropriate checks or explain why they could not run.
    - Re-inspect the updated diff and comment context to confirm the concern is resolved.
+   - Re-fetch review threads after reply/resolve actions and confirm all expected-to-be-resolved thread IDs are resolved.
    - Do not mark a thread resolved if it still needs reviewer, maintainer, or product input.
+   - If a resolve or reply operation fails, retry once when safe; then report `failed_action` with the affected source ID and reason.
 
 5. **Finish**
-   - Normal mode: commit/push changes when appropriate, post useful replies or a summary, and resolve all handled threads by default.
+   - Normal mode: commit/push changes when appropriate, post useful replies or a summary, resolve all handled threads by default, and reconcile the final unresolved set.
    - Safe modes: report the local state and the exact replies/resolution actions a human could take.
 
 ## Reply Guidance
@@ -143,7 +193,9 @@ flowchart TD
 
 - Mode used: `normal`, `dry_run`, `no_push`, or `no_reply`
 - Counts by disposition: fixed, answered, clarified/left open, already addressed, outdated, deferred/won't-fix
-- Threads resolved, intentionally left open, or resolution actions skipped by mode
+- Counts by platform terminal state: resolved, replied-left-open, not-resolvable, skipped-by-mode, failed-action
+- Threads resolved, intentionally left open, already resolved, or resolution actions skipped by mode
+- Any expected-to-be-resolved thread that remained unresolved after retry
 - Verification run or planned
 - Commits pushed, local diff/commits, or "none"
 - Remaining open items and who needs to respond

{mt5cli-0.8.2 → mt5cli-0.8.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: mt5cli
-Version: 0.8.2
+Version: 0.8.3
 Summary: Generic MT5 data and execution infrastructure for Python applications
 Project-URL: Repository, https://github.com/dceoy/mt5cli.git
 Author-email: dceoy <dceoy@users.noreply.github.com>

{mt5cli-0.8.2 → mt5cli-0.8.3}/docs/api/public-contract.md

@@ -60,6 +60,7 @@ timestamp normalization in downstream apps.
 | ------------------------------------------------ | ------------------------------------------------------------ |
 | `drop_forming_rate_bar`                          | Remove the last row from chronologically ordered rate data   |
 | `fetch_latest_closed_rates`                      | Single connected client: fetch `count + 1`, drop forming bar |
+| `fetch_latest_closed_rates_for_trading_client`   | Closed bars from an active `Mt5TradingClient` session        |
 | `collect_latest_closed_rates_for_accounts`       | Multi-account closed bars with optional retry wrapper        |
 | `collect_latest_closed_rates_by_granularity`     | Same data keyed by `(symbol, granularity_name)`              |
 | `collect_latest_rates_for_accounts`              | Latest bars including the forming bar when `start_pos=0`     |
@@ -96,6 +97,7 @@ strategy entries, exits, Kelly sizing, or signal logic.
 | `detect_position_side`                                                                             | Net long / short / flat from open positions   |
 | `calculate_spread_ratio`                                                                           | Relative bid-ask spread                       |
 | `calculate_margin_and_volume`, `calculate_volume_by_margin`, `calculate_new_position_margin_ratio` | Margin budget and volume sizing               |
+| `normalize_order_volume`, `estimate_order_margin`, `calculate_positions_margin`                      | Broker volume normalization and margin totals |
 | `determine_order_limits`                                                                           | SL/TP price levels from ratios                |
 | `ensure_symbol_selected`                                                                           | Select/verify Market Watch visibility         |
 | `place_market_order`, `close_open_positions`, `update_sltp_for_open_positions`                     | Order execution helpers (`dry_run` supported) |

{mt5cli-0.8.2 → mt5cli-0.8.3}/docs/api/sdk.md

@@ -31,9 +31,10 @@ rates = collect_latest_rates_for_accounts_with_retries(
 ### Latest closed rate bars
 
 MetaTrader 5 `start_pos=0` includes the still-forming current bar as the last
-row. `fetch_latest_closed_rates()` handles one connected client; multi-account
-helpers fetch `count + 1` bars, drop that row with `drop_forming_rate_bar()`,
-and validate each series is non-empty. Returned frames are ordered
+row. `fetch_latest_closed_rates()` handles one connected `Mt5CliClient`; use
+`fetch_latest_closed_rates_for_trading_client()` from an active
+`Mt5TradingClient` session. Multi-account helpers fetch `count + 1` bars, drop
+that row with `drop_forming_rate_bar()`, and validate each series is non-empty. Returned frames are ordered
 oldest-to-newest and may contain fewer than `count` rows only when MT5 returns
 fewer closed bars.
 

{mt5cli-0.8.2 → mt5cli-0.8.3}/docs/api/trading.md

@@ -40,15 +40,19 @@ betting logic, or scheduling code in downstream applications.
 
 ```python
 from mt5cli import (
+    calculate_positions_margin,
     calculate_spread_ratio,
     calculate_margin_and_volume,
     close_open_positions,
     detect_position_side,
     determine_order_limits,
+    estimate_order_margin,
+    fetch_latest_closed_rates_for_trading_client,
     get_account_snapshot,
     get_positions_frame,
     get_symbol_snapshot,
     get_tick_snapshot,
+    normalize_order_volume,
     place_market_order,
 )
 
@@ -58,6 +62,22 @@ tick = get_tick_snapshot(client, "EURUSD")
 positions = get_positions_frame(client, "EURUSD")
 side = detect_position_side(client, "EURUSD")
 spread_ratio = calculate_spread_ratio(client, "EURUSD")
+volume = normalize_order_volume(
+    0.15,
+    volume_min=symbol["volume_min"],
+    volume_max=symbol["volume_max"],
+    volume_step=symbol["volume_step"],
+)
+buy_margin = (
+    estimate_order_margin(client, "EURUSD", "BUY", volume) if volume > 0 else 0.0
+)
+open_margin = calculate_positions_margin(client, symbols=["EURUSD"])
+closed_bars = fetch_latest_closed_rates_for_trading_client(
+    client,
+    symbol="EURUSD",
+    granularity="M1",
+    count=100,
+)
 sizing = calculate_margin_and_volume(
     client,
     "EURUSD",
@@ -87,6 +107,12 @@ closed = close_open_positions(client, symbols="EURUSD", dry_run=True)
 sell-only exposure, and `None` for no positions or mixed long/short exposure.
 `calculate_spread_ratio()` uses `(ask - bid) / ((ask + bid) / 2)` and raises
 `Mt5TradingError` when bid or ask is missing or non-positive.
+`normalize_order_volume()` returns `0.0` for invalid constraints or
+sub-minimum requests; check the result before calling `estimate_order_margin()`,
+which requires a positive finite volume. `calculate_positions_margin()` silently
+skips rows with missing symbols, non-positive volumes, non-finite volumes, or
+unsupported position types, but propagates `Mt5TradingError` from `estimate_order_margin()` when a valid row
+encounters invalid tick data or margin results from the broker.
 
 SL/TP ratios for `determine_order_limits()` must satisfy `0 <= ratio < 1`; `0`
 omits that level. SL/TP prices are rounded with symbol `digits` metadata when
@@ -153,6 +179,9 @@ through the stable package root without embedding entry/exit policy.
 | Manual terminal spawn/kill around trading code           | `mt5_trading_session()`                         |
 | Local position-side detection                            | `detect_position_side()`                        |
 | Local margin/volume sizing                               | `calculate_margin_and_volume()`                 |
+| Local broker volume step normalization                   | `normalize_order_volume()`                      |
+| Local order or position margin estimation                | `estimate_order_margin()`, `calculate_positions_margin()` |
+| Local closed-bar fetch from a trading session            | `fetch_latest_closed_rates_for_trading_client()` |
 | Local SL/TP price derivation                             | `determine_order_limits()`                      |
 | Throttled SQLite history loop with ad-hoc error handling | `ThrottledHistoryUpdater(suppress_errors=True)` |
 

{mt5cli-0.8.2 → mt5cli-0.8.3}/mt5cli/__init__.py

@@ -118,6 +118,7 @@ from .trading import (
     PositionSide,
     calculate_margin_and_volume,
     calculate_new_position_margin_ratio,
+    calculate_positions_margin,
     calculate_spread_ratio,
     calculate_volume_by_margin,
     close_open_positions,
@@ -125,11 +126,14 @@ from .trading import (
     detect_position_side,
     determine_order_limits,
     ensure_symbol_selected,
+    estimate_order_margin,
+    fetch_latest_closed_rates_for_trading_client,
     get_account_snapshot,
     get_positions_frame,
     get_symbol_snapshot,
     get_tick_snapshot,
     mt5_trading_session,
+    normalize_order_volume,
     place_market_order,
     update_sltp_for_open_positions,
 )
@@ -182,6 +186,7 @@ __all__ = [
     "build_rate_view_name",
     "calculate_margin_and_volume",
     "calculate_new_position_margin_ratio",
+    "calculate_positions_margin",
     "calculate_spread_ratio",
     "calculate_volume_by_margin",
     "call_with_normalized_errors",
@@ -204,9 +209,11 @@ __all__ = [
     "drop_forming_rate_bar",
     "ensure_symbol_selected",
     "ensure_utc",
+    "estimate_order_margin",
     "export_dataframe",
     "export_dataframe_to_sqlite",
     "fetch_latest_closed_rates",
+    "fetch_latest_closed_rates_for_trading_client",
     "get_account_snapshot",
     "get_positions_frame",
     "get_symbol_snapshot",
@@ -230,6 +237,7 @@ __all__ = [
     "mt5_version",
     "normalize_dataframe",
     "normalize_mt5_exception",
+    "normalize_order_volume",
     "normalize_symbol",
     "normalize_symbols",
     "normalize_time_columns",

{mt5cli-0.8.2 → mt5cli-0.8.3}/mt5cli/contract.py

@@ -30,6 +30,7 @@ STABLE_SDK_EXPORTS: frozenset[str] = frozenset({
     "build_rate_view_name",
     "calculate_margin_and_volume",
     "calculate_new_position_margin_ratio",
+    "calculate_positions_margin",
     "calculate_spread_ratio",
     "calculate_volume_by_margin",
     "call_with_normalized_errors",
@@ -50,9 +51,11 @@ STABLE_SDK_EXPORTS: frozenset[str] = frozenset({
     "determine_order_limits",
     "drop_forming_rate_bar",
     "ensure_symbol_selected",
+    "estimate_order_margin",
     "export_dataframe",
     "export_dataframe_to_sqlite",
     "fetch_latest_closed_rates",
+    "fetch_latest_closed_rates_for_trading_client",
     "get_account_snapshot",
     "get_positions_frame",
     "get_symbol_snapshot",
@@ -74,6 +77,7 @@ STABLE_SDK_EXPORTS: frozenset[str] = frozenset({
     "mt5_trading_session",
     "mt5_version",
     "normalize_mt5_exception",
+    "normalize_order_volume",
     "orders",
     "place_market_order",
     "positions",

{mt5cli-0.8.2 → mt5cli-0.8.3}/mt5cli/trading.py

@@ -10,11 +10,13 @@ from typing import TYPE_CHECKING, Literal, TypedDict, cast
 import pandas as pd
 from pdmt5 import Mt5Config, Mt5TradingClient, Mt5TradingError
 
+from .history import drop_forming_rate_bar
 from .sdk import build_config
 from .utils import coerce_login as _coerce_login
+from .utils import parse_timeframe
 
 if TYPE_CHECKING:
-    from collections.abc import Iterator
+    from collections.abc import Iterator, Sequence
 
 PositionSide = Literal["long", "short"]
 OrderSide = Literal["BUY", "SELL"]
@@ -125,6 +127,7 @@ __all__ = [
     "PositionSide",
     "calculate_margin_and_volume",
     "calculate_new_position_margin_ratio",
+    "calculate_positions_margin",
     "calculate_spread_ratio",
     "calculate_volume_by_margin",
     "close_open_positions",
@@ -132,11 +135,14 @@ __all__ = [
     "detect_position_side",
     "determine_order_limits",
     "ensure_symbol_selected",
+    "estimate_order_margin",
+    "fetch_latest_closed_rates_for_trading_client",
     "get_account_snapshot",
     "get_positions_frame",
     "get_symbol_snapshot",
     "get_tick_snapshot",
     "mt5_trading_session",
+    "normalize_order_volume",
     "place_market_order",
     "update_sltp_for_open_positions",
 ]
@@ -276,6 +282,48 @@ def _normalize_order_side(side: str) -> OrderSide:
     raise ValueError(msg)
 
 
+def _is_finite_number(value: object) -> bool:
+    return isinstance(value, int | float) and isfinite(value)
+
+
+def _is_positive_finite_number(value: object) -> bool:
+    if not _is_finite_number(value):
+        return False
+    return float(cast("float | int", value)) > 0
+
+
+def normalize_order_volume(
+    volume: float,
+    *,
+    volume_min: float,
+    volume_max: float,
+    volume_step: float,
+) -> float:
+    """Normalize a requested order volume to broker volume constraints.
+
+    Returns:
+        Volume floored to the nearest valid broker step from ``volume_min``,
+        capped at ``volume_max`` when finite and positive, and rounded
+        deterministically. Returns ``0.0`` when inputs or constraints are
+        invalid, non-finite, or the capped request is below ``volume_min``.
+    """
+    if not _is_finite_number(volume):
+        return 0.0
+    if not _is_positive_finite_number(volume_min):
+        return 0.0
+    if not _is_positive_finite_number(volume_step):
+        return 0.0
+    has_volume_cap = _is_positive_finite_number(volume_max)
+    capped = min(volume, volume_max) if has_volume_cap else volume
+    if capped < volume_min:
+        return 0.0
+    steps = floor(((capped - volume_min) / volume_step) + 1e-12)
+    normalized = volume_min + max(0, steps) * volume_step
+    if has_volume_cap:
+        normalized = min(normalized, volume_max)
+    return round(normalized, 10)
+
+
 def _position_side_from_order_side(side: str) -> PositionSide:
     normalized = side.lower()
     if normalized in {"long", "buy"}:
@@ -531,6 +579,108 @@ def get_positions_frame(
     return frame
 
 
+def _order_side_from_position_type(
+    client: Mt5TradingClient,
+    position_type: object,
+) -> OrderSide | None:
+    if position_type == client.mt5.POSITION_TYPE_BUY:
+        return "BUY"
+    if position_type == client.mt5.POSITION_TYPE_SELL:
+        return "SELL"
+    return None
+
+
+def _ensure_rate_time_column(frame: pd.DataFrame) -> pd.DataFrame:
+    if frame.empty or "time" in frame.columns:
+        return frame
+    if frame.index.name == "time" or isinstance(frame.index, pd.DatetimeIndex):
+        normalized = frame.reset_index()
+        if "time" not in normalized.columns and not normalized.empty:
+            normalized = normalized.rename(columns={normalized.columns[0]: "time"})
+        return normalized
+    return frame
+
+
+def estimate_order_margin(
+    client: Mt5TradingClient,
+    symbol: str,
+    order_side: OrderSide | str,
+    volume: float,
+) -> float:
+    """Estimate required margin for one order at the current market price.
+
+    Returns:
+        Positive finite margin required for the order at the current quote.
+
+    Raises:
+        Mt5TradingError: If volume, tick data, or margin estimation is invalid.
+    """
+    if not _is_positive_finite_number(volume):
+        msg = "Volume must be a positive finite number to estimate order margin."
+        raise Mt5TradingError(msg)
+    side = _normalize_order_side(order_side)
+    tick = get_tick_snapshot(client, symbol)
+    price = tick["ask"] if side == "BUY" else tick["bid"]
+    if not isinstance(price, int | float) or price <= 0 or not isfinite(price):
+        msg = f"Tick price is unavailable for {symbol!r}."
+        raise Mt5TradingError(msg)
+    order_type = (
+        client.mt5.ORDER_TYPE_BUY if side == "BUY" else client.mt5.ORDER_TYPE_SELL
+    )
+    raw_margin = client.order_calc_margin(order_type, symbol, volume, float(price))
+    try:
+        margin = float(raw_margin)
+    except (TypeError, ValueError) as exc:
+        msg = f"Margin estimate is invalid for {symbol!r}."
+        raise Mt5TradingError(msg) from exc
+    if margin <= 0 or not isfinite(margin):
+        msg = f"Margin estimate is invalid for {symbol!r}."
+        raise Mt5TradingError(msg)
+    return margin
+
+
+def calculate_positions_margin(
+    client: Mt5TradingClient,
+    *,
+    symbols: Sequence[str] | None = None,
+) -> float:
+    """Return the sum of estimated current margin for open positions.
+
+    Args:
+        client: Connected ``Mt5TradingClient`` instance.
+        symbols: Optional symbol filter. When omitted, all open positions are
+            included.
+
+    Returns:
+        Total estimated margin, or ``0.0`` when no matching positions exist.
+    """
+    frame = get_positions_frame(client)
+    if frame.empty or "symbol" not in frame.columns:
+        return 0.0
+    if symbols is not None:
+        frame = frame[frame["symbol"].isin(list(symbols))]
+    if frame.empty:
+        return 0.0
+    grouped_volumes: dict[tuple[str, OrderSide], float] = {}
+    for _, row in frame.iterrows():
+        symbol = row.get("symbol")
+        if not isinstance(symbol, str) or not symbol:
+            continue
+        volume = row.get("volume")
+        if not _is_positive_finite_number(volume):
+            continue
+        order_side = _order_side_from_position_type(client, row.get("type"))
+        if order_side is None:
+            continue
+        key = (symbol, order_side)
+        finite_volume = float(cast("float | int", volume))
+        grouped_volumes[key] = grouped_volumes.get(key, 0.0) + finite_volume
+    total = 0.0
+    for (symbol, order_side), volume in grouped_volumes.items():
+        total += estimate_order_margin(client, symbol, order_side, volume)
+    return total
+
+
 def calculate_spread_ratio(client: Mt5TradingClient, symbol: str) -> float:
     """Return ``(ask - bid) / ((ask + bid) / 2)`` for the latest tick.
 
@@ -997,6 +1147,61 @@ def update_sltp_for_open_positions(
     return results
 
 
+def fetch_latest_closed_rates_for_trading_client(
+    client: Mt5TradingClient,
+    *,
+    symbol: str,
+    granularity: str,
+    count: int,
+) -> pd.DataFrame:
+    """Fetch the latest closed bars from a connected trading client.
+
+    Returns:
+        Up to ``count`` closed bars ordered oldest to newest.
+
+    Raises:
+        ValueError: If ``count`` is not positive, rate data is empty or
+            malformed, or the ``time`` column is missing.
+        Mt5TradingError: If the trading client cannot fetch rate data.
+    """
+    if count <= 0:
+        msg = "count must be positive."
+        raise ValueError(msg)
+    fetch_method = getattr(client, "fetch_latest_rates_as_df", None)
+    if callable(fetch_method):
+        fetched = fetch_method(symbol, granularity, count + 1)
+    else:
+        copy_method = getattr(client, "copy_rates_from_pos_as_df", None)
+        if not callable(copy_method):
+            msg = "MT5 trading client cannot fetch rate data."
+            raise Mt5TradingError(msg)
+        fetched = copy_method(
+            symbol=symbol,
+            timeframe=parse_timeframe(granularity),
+            start_pos=0,
+            count=count + 1,
+        )
+    if not isinstance(fetched, pd.DataFrame):
+        msg = (
+            f"Malformed rate data for {symbol!r} at granularity {granularity!r}: "
+            "expected a DataFrame."
+        )
+        raise ValueError(msg)  # noqa: TRY004
+    frame = fetched
+    frame = _ensure_rate_time_column(frame)
+    if "time" not in frame.columns:
+        msg = f"Rate data is missing a time column for {symbol!r}."
+        raise ValueError(msg)
+    closed = drop_forming_rate_bar(frame)
+    if closed.empty:
+        msg = (
+            f"Rate data is empty for {symbol!r} at granularity {granularity!r} "
+            f"with count {count}."
+        )
+        raise ValueError(msg)
+    return closed.tail(count).reset_index(drop=True)
+
+
 @contextmanager
 def mt5_trading_session(
     config: Mt5Config | None = None,

{mt5cli-0.8.2 → mt5cli-0.8.3}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "mt5cli"
-version = "0.8.2"
+version = "0.8.3"
 description = "Generic MT5 data and execution infrastructure for Python applications"
 authors = [{name = "dceoy", email = "dceoy@users.noreply.github.com"}]
 maintainers = [{name = "dceoy", email = "dceoy@users.noreply.github.com"}]

{mt5cli-0.8.2 → mt5cli-0.8.3}/tests/test_contracts.py

@@ -34,6 +34,7 @@ from mt5cli import (
     build_config,
     build_rate_targets,
     calculate_margin_and_volume,
+    calculate_positions_margin,
     call_with_normalized_errors,
     detect_format,
     drop_forming_rate_bar,
@@ -42,6 +43,7 @@ from mt5cli import (
     export_dataframe,
     export_dataframe_to_sqlite,
     fetch_latest_closed_rates,
+    fetch_latest_closed_rates_for_trading_client,
     granularity_name,
     is_recoverable_mt5_error,
     load_rate_data,
@@ -50,6 +52,7 @@ from mt5cli import (
     mt5_trading_session,
     normalize_dataframe,
     normalize_mt5_exception,
+    normalize_order_volume,
     normalize_symbol,
     normalize_symbols,
     parse_date_range,
@@ -572,6 +575,45 @@ class TestStableSdkContract:
         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_resolve_rate_view_name_from_package_root(self, tmp_path: Path) -> None:
         """Rate view resolution is importable and honors require_existing."""
         db_path = tmp_path / "rates.db"