mt5cli 1.1.2__tar.gz → 1.1.3__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- {mt5cli-1.1.2 → mt5cli-1.1.3}/.agents/skills/mt5cli/SKILL.md +6 -5
- {mt5cli-1.1.2 → mt5cli-1.1.3}/PKG-INFO +50 -35
- {mt5cli-1.1.2 → mt5cli-1.1.3}/README.md +48 -33
- {mt5cli-1.1.2 → mt5cli-1.1.3}/docs/api/public-contract.md +13 -1
- {mt5cli-1.1.2 → mt5cli-1.1.3}/docs/index.md +10 -7
- {mt5cli-1.1.2 → mt5cli-1.1.3}/mt5cli/__init__.py +4 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/mt5cli/cli.py +166 -13
- {mt5cli-1.1.2 → mt5cli-1.1.3}/mt5cli/contract.py +2 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/mt5cli/history.py +166 -2
- {mt5cli-1.1.2 → mt5cli-1.1.3}/mt5cli/sdk.py +2 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/mt5cli/trading.py +119 -3
- {mt5cli-1.1.2 → mt5cli-1.1.3}/pyproject.toml +2 -2
- {mt5cli-1.1.2 → mt5cli-1.1.3}/tests/test_cli.py +289 -10
- {mt5cli-1.1.2 → mt5cli-1.1.3}/tests/test_history.py +294 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/tests/test_trading.py +247 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/uv.lock +6 -6
- {mt5cli-1.1.2 → mt5cli-1.1.3}/.agents/skills/local-qa/SKILL.md +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/.agents/skills/local-qa/scripts/qa.sh +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/.agents/skills/pr-feedback-triage/SKILL.md +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/.claude/agents/codex.md +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/.claude/settings.json +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/.github/FUNDING.yml +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/.github/dependabot.yml +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/.github/renovate.json +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/.github/workflows/ci.yml +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/.github/workflows/claude.yml +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/.github/workflows/opencode.yml +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/.github/workflows/release.yml +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/.gitignore +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/AGENTS.md +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/CLAUDE.md +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/LICENSE +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/docs/api/cli.md +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/docs/api/client.md +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/docs/api/converters.md +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/docs/api/exceptions.md +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/docs/api/grafana.md +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/docs/api/history.md +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/docs/api/index.md +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/docs/api/schemas.md +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/docs/api/sdk.md +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/docs/api/telemetry.md +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/docs/api/trading.md +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/docs/api/utils.md +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/examples/grafana/README.md +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/examples/grafana/compose.yml +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/examples/grafana/dashboards/mt5cli-market.json +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/examples/grafana/dashboards/mt5cli-overview.json +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/examples/grafana/dashboards/mt5cli-trades.json +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/examples/grafana/provisioning/dashboards/mt5cli.yml +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/examples/grafana/provisioning/datasources/mt5cli-sqlite.yml +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/mkdocs.yml +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/mt5cli/__main__.py +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/mt5cli/client.py +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/mt5cli/converters.py +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/mt5cli/exceptions.py +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/mt5cli/grafana.py +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/mt5cli/retry.py +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/mt5cli/schemas.py +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/mt5cli/telemetry.py +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/mt5cli/utils.py +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/tests/__init__.py +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/tests/conftest.py +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/tests/test_contracts.py +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/tests/test_examples.py +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/tests/test_grafana.py +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/tests/test_sdk.py +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/tests/test_telemetry.py +0 -0
- {mt5cli-1.1.2 → mt5cli-1.1.3}/tests/test_utils.py +0 -0
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| `-o, --output PATH` | Output file path (required). |
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| `-f, --format FORMAT` | `csv`, `json`, `parquet`, or `sqlite3` (auto from extension). |
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| `--table NAME` | Table name for SQLite3 output (default: `data`). |
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| `--login INT` | MT5 trading account login.
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| `--password TEXT` | MT5 trading account password.
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| `--server TEXT` | MT5 trading server name.
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| `--path TEXT` | Path to MetaTrader 5 terminal EXE.
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| `--login INT` | MT5 trading account login (`MT5_LOGIN`). |
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| `--password TEXT` | MT5 trading account password (`MT5_PASSWORD`). |
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| `--server TEXT` | MT5 trading server name (`MT5_SERVER`). |
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| `--path TEXT` | Path to MetaTrader 5 terminal EXE (`MT5_PATH`). |
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| `--timeout INT` | Connection timeout in milliseconds. |
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| `--log-level LEVEL` | `DEBUG`, `INFO`, `WARNING` (default), `ERROR`. |
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local MT5 terminal is already logged in.
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- Avoid passing `--password` on the command line in shared or logged
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environments — it is visible in `ps`, shell history, and CI logs. Prefer
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-
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`MT5_PASSWORD`/`MT5_LOGIN`/`MT5_SERVER`/`MT5_PATH` environment variables or a
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pre-authenticated local terminal session.
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- Reach for `--log-level DEBUG` when a command fails silently — MT5
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connection errors surface there.
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- If the user asks to run from source in this repo, prefix with `uv run`
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Metadata-Version: 2.4
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Name: mt5cli
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Version: 1.1.
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Version: 1.1.3
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Summary: Generic MT5 data and execution infrastructure for Python applications
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Project-URL: Repository, https://github.com/dceoy/mt5cli.git
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Author-email: dceoy <dceoy@users.noreply.github.com>
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@@ -18,7 +18,7 @@ Classifier: Topic :: Office/Business :: Financial :: Investment
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Requires-Python: <3.14,>=3.11
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Requires-Dist: click>=8.1.0
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Requires-Dist: pandas>=2.2.2
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Requires-Dist: pdmt5>=1.0
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Requires-Dist: pdmt5>=1.1.0
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Requires-Dist: pydantic>=2.13.4
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Requires-Dist: typer>=0.15.0
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Provides-Extra: otel
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# Export symbols to SQLite3 with custom table name
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mt5cli -o data.db --table symbols symbols --group "*USD*"
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# Export with connection credentials
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# Export with connection credentials from env or placeholders
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MT5_LOGIN=12345 MT5_PASSWORD=secret MT5_SERVER=MyBroker-Demo \
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mt5cli -o positions.csv positions
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MT5_PATH="/path/to/terminal64.exe" mt5cli -o positions.csv positions
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```
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Run as a Python module:
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## Commands
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| `version` | Export MetaTrader 5 version information
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| Command | Description |
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| ---------------------- | ----------------------------------------------------------------------------------------------------------------------------------------------------- |
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| `rates-from` | Export rates from a start date |
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| `rates-from-pos` | Export rates from a start position |
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| `latest-rates` | Export latest rates from a start position |
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| `rates-range` | Export rates for a date range |
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| `ticks-from` | Export ticks from a start date |
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| `ticks-recent` | Export ticks from a recent trailing window |
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| `account-info` | Export account information |
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| `terminal-info` | Export terminal information |
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| `version` | Export MetaTrader 5 version information |
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| `last-error` | Export the last error information |
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| `symbols` | Export symbol list |
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| `symbol-info` | Export symbol details |
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| `minimum-margins` | Export minimum-volume buy and sell margin requirements |
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| `market-book` | Export market depth (order book) |
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| `orders` | Export active orders |
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| `positions` | Export open positions |
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| `history-orders` | Export historical orders |
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| `history-deals` | Export historical deals |
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| `recent-history-deals` | Export historical deals from a recent trailing window |
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| `mt5-summary` | Export terminal/account status summary |
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| `order-check` | Check funds sufficiency for a trade request |
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| `order-send` | Send a raw trade request to the trade server (`--yes` required; expert path) |
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| `close-positions` | Close open positions by `--symbol` or `--ticket` (`--yes` required for live; `--dry-run` available; optional `--deviation` / `--comment` / `--magic`) |
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| `collect-history` | Collect rates, history-orders, and history-deals for one or more symbols into a single SQLite database (ticks opt-in via `--dataset ticks`) |
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| `history-gaps` | Export a SQLite-only one-row-per-gap report from managed rate compatibility views without connecting to MT5 |
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| `grafana-schema` | Create or refresh Grafana-ready views and indexes in an existing SQLite database (idempotent, no MT5 connection) |
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| `snapshot` | Snapshot current account, position, order, and terminal state into SQLite for live Grafana dashboards |
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Use `order-check` to validate a request payload before running `order-send --yes`.
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`close-positions` is the safer high-level alternative that builds correct close
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requests automatically. At least one `--symbol` or `--ticket` must be provided.
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and `MT5_PATH` when unset, and explicit CLI values still win.
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### `history-gaps`
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Inspect collected SQLite rate views offline and export one row per detected gap.
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name. Use `--granularity-seconds` for custom tables or views.
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```bash
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mt5cli -o gaps.json history-gaps --sqlite3 history.db
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mt5cli -o eurusd.csv history-gaps --sqlite3 history.db --table rate_EURUSD__M1_1
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```
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```
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## Commands
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| `mt5-summary` | Export terminal/account status summary |
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| `order-send` | Send a raw trade request to the trade server (`--yes` required; expert path) |
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| `collect-history` | Collect rates, history-orders, and history-deals for one or more symbols into a single SQLite database (ticks opt-in via `--dataset ticks`) |
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| `history-gaps` | Export a SQLite-only one-row-per-gap report from managed rate compatibility views without connecting to MT5 |
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| `grafana-schema` | Create or refresh Grafana-ready views and indexes in an existing SQLite database (idempotent, no MT5 connection) |
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| `snapshot` | Snapshot current account, position, order, and terminal state into SQLite for live Grafana dashboards |
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requests automatically. At least one `--symbol` or `--ticket` must be provided.
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and `MT5_PATH` when unset, and explicit CLI values still win.
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### `history-gaps`
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Inspect collected SQLite rate views offline and export one row per detected gap.
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name. Use `--granularity-seconds` for custom tables or views.
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```bash
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mt5cli -o eurusd.csv history-gaps --sqlite3 history.db --table rate_EURUSD__M1_1
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```
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### `collect-history`
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| Symbol | Role |
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| ----------------------------------------------------------------- | -------------------------------------------------------------------------------------------- |
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| `collect_history` | One-shot date-range export into SQLite |
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| `report_rate_gaps` | SQLite-only one-row-per-gap report for a rate table or compatibility view |
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| `update_history`, `update_history_with_config` | Incremental append from `MAX(time)` cursors |
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| `ThrottledHistoryUpdater` | Minimum interval between successful incremental updates; optional `update_backend` injection |
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| `RateTarget`, `build_rate_targets` | Neutral `(symbol, timeframe)` series descriptors |
|
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@@ -98,6 +99,7 @@ strategy entries, exits, Kelly sizing, or signal logic.
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| `calculate_symbol_group_margin_ratio` | Estimated symbol-group margin/equity with optional exposure |
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| `determine_order_limits` | SL/TP price levels from ratios |
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| `calculate_trailing_stop_updates` | Per-ticket generic trailing stop-loss update plan |
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| `resolve_broker_filling_mode` | Broker-supported filling-mode selection helper |
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| `ensure_symbol_selected` | Select/verify Market Watch visibility |
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| `fetch_recent_history_deals_for_trading_client` | Recent deal history from a connected trading client |
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| `place_market_order`, `close_open_positions`, `update_sltp_for_open_positions`, `update_trailing_stop_loss_for_open_positions` | Order execution helpers (`dry_run` supported) |
|
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@@ -211,6 +213,9 @@ The Typer application in `mt5cli.cli` exposes file-export commands documented in
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- Require `-o/--output` and write CSV, JSON, Parquet, or SQLite.
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`--path`, `--timeout`).
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`MT5_SERVER`, and `MT5_PATH`, and expand `${ENV_VAR}` placeholders in CLI
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string fields before building the MT5 config.
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- Delegate to the same Python APIs described here; they are not duplicated
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business logic.
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that closes open positions by `--symbol` or `--ticket` using
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`close_open_positions()`. Both `order-send --yes` and `close-positions --yes`
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are live execution paths. `close-positions --dry-run` previews close orders
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without placing them and does not require `--yes`.
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without placing them and does not require `--yes`. `close-positions` also
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accepts optional `--deviation`, `--comment`, and `--magic`; `--magic` scopes
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the selected open positions fail-closed when position magic metadata is absent.
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`history-gaps` reads an existing SQLite history database and exports one row
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per detected gap from managed rate compatibility views. It never initializes
|
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MT5. Pass `--granularity-seconds` for custom tables or views whose bar spacing
|
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cannot be inferred from the name.
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## Internal helpers (not stable)
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|
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# Export symbols to SQLite3 with custom table name
|
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mt5cli -o data.db --table symbols symbols --group "*USD*"
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|
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# Export with connection credentials
|
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# Export with connection credentials from env or placeholders
|
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MT5_LOGIN=12345 MT5_PASSWORD=secret MT5_SERVER=MyBroker-Demo \
|
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mt5cli -o positions.csv positions
|
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mt5cli --login '${MT5_LOGIN}' --password '${MT5_PASSWORD}' --server '${MT5_SERVER}' \
|
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-o positions.csv positions
|
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```
|
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@@ -164,10 +166,10 @@ mt5cli --login 12345 --password mypass --server MyBroker-Demo \
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These commands send requests to the live trade server and can place or close
|
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real trades. Both require `--yes` for live execution.
|
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| Command | Description
|
|
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|
-
| ----------------- |
|
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|
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| `order-send` | Send a **raw** trade request directly to MT5 (`--yes` required; expert path — no extra validation)
|
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| `close-positions` | Close open positions by `--symbol` or `--ticket` (`--yes` required for live; `--dry-run` to preview) |
|
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| Command | Description |
|
|
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| ----------------- | ------------------------------------------------------------------------------------------------------------------------------------------------------ |
|
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|
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| `order-send` | Send a **raw** trade request directly to MT5 (`--yes` required; expert path — no extra validation) |
|
|
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|
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| `close-positions` | Close open positions by `--symbol` or `--ticket` (`--yes` required for live; `--dry-run` to preview; optional `--deviation` / `--comment` / `--magic`) |
|
|
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|
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Use `order-check` (Trading State) to validate funds before running `order-send --yes`.
|
|
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|
`close-positions` is the safer high-level alternative that builds correct close
|
|
@@ -179,6 +181,7 @@ applications should prefer dedicated closing helpers or their own risk controls.
|
|
|
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| Command | Description |
|
|
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|
| ----------------- | -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- |
|
|
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183
|
| `collect-history` | Collect rates, history-orders, and history-deals (ticks opt-in via `--dataset ticks`) for one or more symbols into a single SQLite database (optional cash-event/position views) |
|
|
184
|
+
| `history-gaps` | Export a SQLite-only one-row-per-gap report from managed rate compatibility views without connecting to MT5 |
|
|
182
185
|
|
|
183
186
|
```bash
|
|
184
187
|
mt5cli -o history.db collect-history \
|
|
@@ -213,7 +216,7 @@ See the [History schema diagram](api/history.md#entity-relationship-diagram) for
|
|
|
213
216
|
| `-f, --format` | Output format (auto-detected from extension if omitted) |
|
|
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217
|
| `--table` | Table name for SQLite3 output (default: "data") |
|
|
215
218
|
| `--login` | Trading account login |
|
|
216
|
-
| `--password` | Trading account password
|
|
219
|
+
| `--password` | Trading account password (`MT5_PASSWORD`) |
|
|
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|
| `--server` | Trading server name |
|
|
218
221
|
| `--path` | Path to MetaTrader5 terminal EXE file |
|
|
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|
| `--timeout` | Connection timeout in milliseconds |
|
|
@@ -22,6 +22,7 @@ from .history import (
|
|
|
22
22
|
drop_forming_rate_bar,
|
|
23
23
|
load_rate_series_by_granularity,
|
|
24
24
|
load_rate_series_from_sqlite,
|
|
25
|
+
report_rate_gaps,
|
|
25
26
|
)
|
|
26
27
|
from .sdk import (
|
|
27
28
|
AccountSpec,
|
|
@@ -76,6 +77,7 @@ from .trading import (
|
|
|
76
77
|
mt5_trading_session,
|
|
77
78
|
normalize_order_volume,
|
|
78
79
|
place_market_order,
|
|
80
|
+
resolve_broker_filling_mode,
|
|
79
81
|
update_sltp_for_open_positions,
|
|
80
82
|
update_trailing_stop_loss_for_open_positions,
|
|
81
83
|
)
|
|
@@ -140,8 +142,10 @@ __all__ = [
|
|
|
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|
"mt5_trading_session",
|
|
141
143
|
"normalize_order_volume",
|
|
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144
|
"place_market_order",
|
|
145
|
+
"report_rate_gaps",
|
|
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146
|
"resolve_account_spec",
|
|
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147
|
"resolve_account_specs",
|
|
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|
+
"resolve_broker_filling_mode",
|
|
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|
"update_history",
|
|
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|
"update_history_with_config",
|
|
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|
"update_observability",
|
|
@@ -4,6 +4,9 @@ from __future__ import annotations
|
|
|
4
4
|
|
|
5
5
|
import json
|
|
6
6
|
import logging
|
|
7
|
+
import os
|
|
8
|
+
import re
|
|
9
|
+
import sqlite3
|
|
7
10
|
from dataclasses import dataclass
|
|
8
11
|
from datetime import datetime # noqa: TC003
|
|
9
12
|
from pathlib import Path # noqa: TC003
|
|
@@ -11,10 +14,10 @@ from typing import TYPE_CHECKING, Annotated, Any, cast
|
|
|
11
14
|
|
|
12
15
|
import pandas as pd
|
|
13
16
|
import typer
|
|
14
|
-
from pdmt5 import Mt5Config
|
|
15
17
|
|
|
16
18
|
from . import sdk
|
|
17
19
|
from .client import MT5Client
|
|
20
|
+
from .history import report_rate_gaps, resolve_granularity_name
|
|
18
21
|
from .trading import OrderExecutionResult, close_open_positions, create_trading_client
|
|
19
22
|
from .utils import (
|
|
20
23
|
DATETIME_TYPE,
|
|
@@ -32,6 +35,8 @@ from .utils import (
|
|
|
32
35
|
if TYPE_CHECKING:
|
|
33
36
|
from collections.abc import Callable
|
|
34
37
|
|
|
38
|
+
from pdmt5 import Mt5Config
|
|
39
|
+
|
|
35
40
|
logger = logging.getLogger(__name__)
|
|
36
41
|
|
|
37
42
|
# ---------------------------------------------------------------------------
|
|
@@ -66,12 +71,55 @@ app = typer.Typer(
|
|
|
66
71
|
_REQUEST_OPTION_HELP = (
|
|
67
72
|
"Order request as a JSON object string, or '@path' to load JSON from a file."
|
|
68
73
|
)
|
|
74
|
+
_CLI_ENV_DEFAULTS: dict[str, str] = {
|
|
75
|
+
"path": "MT5_PATH",
|
|
76
|
+
"login": "MT5_LOGIN",
|
|
77
|
+
"password": "MT5_PASSWORD",
|
|
78
|
+
"server": "MT5_SERVER",
|
|
79
|
+
}
|
|
80
|
+
_RATE_VIEW_NAME_RE = re.compile(
|
|
81
|
+
r"^rate_(?P<symbol>.+)__(?:(?P<granularity>[A-Z0-9]+)_)?(?P<timeframe>\d+)$",
|
|
82
|
+
)
|
|
69
83
|
|
|
70
84
|
|
|
71
85
|
def _get_export_context(ctx: typer.Context) -> _ExportContext:
|
|
72
86
|
return cast("_ExportContext", ctx.obj)
|
|
73
87
|
|
|
74
88
|
|
|
89
|
+
def _resolve_cli_option(value: str | None, env_name: str) -> str | None:
|
|
90
|
+
return value if value is not None else os.environ.get(env_name)
|
|
91
|
+
|
|
92
|
+
|
|
93
|
+
def _timeframe_interval_seconds(timeframe: int) -> int | None:
|
|
94
|
+
granularity = resolve_granularity_name(timeframe)
|
|
95
|
+
units = {
|
|
96
|
+
"M": 60,
|
|
97
|
+
"H": 3600,
|
|
98
|
+
"D": 86400,
|
|
99
|
+
"W": 604800,
|
|
100
|
+
}
|
|
101
|
+
for prefix, seconds in units.items():
|
|
102
|
+
suffix = granularity.removeprefix(prefix)
|
|
103
|
+
if granularity.startswith(prefix) and suffix.isdigit():
|
|
104
|
+
return int(suffix) * seconds
|
|
105
|
+
return None
|
|
106
|
+
|
|
107
|
+
|
|
108
|
+
def _infer_gap_table_granularity_seconds(table: str) -> int | None:
|
|
109
|
+
if (match := _RATE_VIEW_NAME_RE.fullmatch(table)) is None:
|
|
110
|
+
return None
|
|
111
|
+
return _timeframe_interval_seconds(int(match.group("timeframe")))
|
|
112
|
+
|
|
113
|
+
|
|
114
|
+
def _default_gap_tables(conn: sqlite3.Connection) -> list[str]:
|
|
115
|
+
rows = conn.execute(
|
|
116
|
+
"SELECT name FROM sqlite_master"
|
|
117
|
+
" WHERE type IN ('table', 'view') AND name GLOB 'rate_*__*'"
|
|
118
|
+
" ORDER BY name",
|
|
119
|
+
).fetchall()
|
|
120
|
+
return [str(row[0]) for row in rows]
|
|
121
|
+
|
|
122
|
+
|
|
75
123
|
def _execute_export(
|
|
76
124
|
ctx: typer.Context,
|
|
77
125
|
fetch_fn: Callable[[], pd.DataFrame],
|
|
@@ -132,20 +180,36 @@ def _callback( # pyright: ignore[reportUnusedFunction]
|
|
|
132
180
|
typer.Option(help="Table name for SQLite3 output."),
|
|
133
181
|
] = "data",
|
|
134
182
|
login: Annotated[
|
|
135
|
-
|
|
136
|
-
typer.Option(
|
|
183
|
+
str | None,
|
|
184
|
+
typer.Option(
|
|
185
|
+
help="Trading account login.",
|
|
186
|
+
envvar=_CLI_ENV_DEFAULTS["login"],
|
|
187
|
+
show_envvar=True,
|
|
188
|
+
),
|
|
137
189
|
] = None,
|
|
138
190
|
password: Annotated[
|
|
139
191
|
str | None,
|
|
140
|
-
typer.Option(
|
|
192
|
+
typer.Option(
|
|
193
|
+
help="Trading account password.",
|
|
194
|
+
envvar=_CLI_ENV_DEFAULTS["password"],
|
|
195
|
+
show_envvar=True,
|
|
196
|
+
),
|
|
141
197
|
] = None,
|
|
142
198
|
server: Annotated[
|
|
143
199
|
str | None,
|
|
144
|
-
typer.Option(
|
|
200
|
+
typer.Option(
|
|
201
|
+
help="Trading server name.",
|
|
202
|
+
envvar=_CLI_ENV_DEFAULTS["server"],
|
|
203
|
+
show_envvar=True,
|
|
204
|
+
),
|
|
145
205
|
] = None,
|
|
146
206
|
path: Annotated[
|
|
147
207
|
str | None,
|
|
148
|
-
typer.Option(
|
|
208
|
+
typer.Option(
|
|
209
|
+
help="Path to MetaTrader5 terminal EXE file.",
|
|
210
|
+
envvar=_CLI_ENV_DEFAULTS["path"],
|
|
211
|
+
show_envvar=True,
|
|
212
|
+
),
|
|
149
213
|
] = None,
|
|
150
214
|
timeout: Annotated[
|
|
151
215
|
int | None,
|
|
@@ -169,17 +233,22 @@ def _callback( # pyright: ignore[reportUnusedFunction]
|
|
|
169
233
|
)
|
|
170
234
|
except ValueError as exc:
|
|
171
235
|
raise typer.BadParameter(str(exc)) from exc
|
|
236
|
+
try:
|
|
237
|
+
config = sdk.build_config(
|
|
238
|
+
path=_resolve_cli_option(path, _CLI_ENV_DEFAULTS["path"]),
|
|
239
|
+
login=_resolve_cli_option(login, _CLI_ENV_DEFAULTS["login"]),
|
|
240
|
+
password=_resolve_cli_option(password, _CLI_ENV_DEFAULTS["password"]),
|
|
241
|
+
server=_resolve_cli_option(server, _CLI_ENV_DEFAULTS["server"]),
|
|
242
|
+
timeout=timeout,
|
|
243
|
+
allow_whole_dollar_env=True,
|
|
244
|
+
)
|
|
245
|
+
except ValueError as exc:
|
|
246
|
+
raise typer.BadParameter(str(exc)) from exc
|
|
172
247
|
ctx.obj = _ExportContext(
|
|
173
248
|
output=output,
|
|
174
249
|
output_format=output_format,
|
|
175
250
|
table=table,
|
|
176
|
-
config=
|
|
177
|
-
path=path,
|
|
178
|
-
login=login,
|
|
179
|
-
password=password,
|
|
180
|
-
server=server,
|
|
181
|
-
timeout=timeout,
|
|
182
|
-
),
|
|
251
|
+
config=config,
|
|
183
252
|
)
|
|
184
253
|
|
|
185
254
|
|
|
@@ -658,6 +727,20 @@ def close_positions(
|
|
|
658
727
|
help="Position ticket to close (repeat for multiple tickets).",
|
|
659
728
|
),
|
|
660
729
|
] = None,
|
|
730
|
+
deviation: Annotated[
|
|
731
|
+
int | None,
|
|
732
|
+
typer.Option(help="Optional slippage/deviation for each close request."),
|
|
733
|
+
] = None,
|
|
734
|
+
comment: Annotated[
|
|
735
|
+
str | None,
|
|
736
|
+
typer.Option(help="Optional comment attached to each close request."),
|
|
737
|
+
] = None,
|
|
738
|
+
magic: Annotated[
|
|
739
|
+
int | None,
|
|
740
|
+
typer.Option(
|
|
741
|
+
help="Optional magic tag for close requests and position filtering.",
|
|
742
|
+
),
|
|
743
|
+
] = None,
|
|
661
744
|
dry_run: Annotated[
|
|
662
745
|
bool,
|
|
663
746
|
typer.Option("--dry-run", help="Preview close orders without executing them."),
|
|
@@ -694,6 +777,9 @@ def close_positions(
|
|
|
694
777
|
client,
|
|
695
778
|
symbols=list(symbol) if symbol else None,
|
|
696
779
|
tickets=list(ticket) if ticket else None,
|
|
780
|
+
deviation=deviation,
|
|
781
|
+
comment=comment,
|
|
782
|
+
magic=magic,
|
|
697
783
|
dry_run=dry_run,
|
|
698
784
|
)
|
|
699
785
|
finally:
|
|
@@ -702,6 +788,73 @@ def close_positions(
|
|
|
702
788
|
_execute_export(ctx, lambda: df)
|
|
703
789
|
|
|
704
790
|
|
|
791
|
+
@app.command("history-gaps", rich_help_panel="Collection")
|
|
792
|
+
def history_gaps(
|
|
793
|
+
ctx: typer.Context,
|
|
794
|
+
sqlite3_path: Annotated[
|
|
795
|
+
Path,
|
|
796
|
+
typer.Option(
|
|
797
|
+
"--sqlite3",
|
|
798
|
+
help="Source SQLite history database to analyze.",
|
|
799
|
+
),
|
|
800
|
+
],
|
|
801
|
+
table: Annotated[
|
|
802
|
+
list[str] | None,
|
|
803
|
+
typer.Option(
|
|
804
|
+
"--table",
|
|
805
|
+
help="Rate table or compatibility view to inspect (repeat for multiple).",
|
|
806
|
+
),
|
|
807
|
+
] = None,
|
|
808
|
+
granularity_seconds: Annotated[
|
|
809
|
+
int | None,
|
|
810
|
+
typer.Option(help="Explicit bar interval in seconds for custom tables/views."),
|
|
811
|
+
] = None,
|
|
812
|
+
min_gap_intervals: Annotated[
|
|
813
|
+
int,
|
|
814
|
+
typer.Option(help="Minimum missing-bar count required to emit a gap row."),
|
|
815
|
+
] = 1,
|
|
816
|
+
) -> None:
|
|
817
|
+
"""Export SQLite rate gaps without connecting to MT5.
|
|
818
|
+
|
|
819
|
+
Raises:
|
|
820
|
+
typer.BadParameter: If no compatible rate view is available and no
|
|
821
|
+
explicit table is provided, or if granularity inference fails.
|
|
822
|
+
"""
|
|
823
|
+
with sqlite3.connect(sqlite3_path) as conn:
|
|
824
|
+
tables = list(table) if table else _default_gap_tables(conn)
|
|
825
|
+
if not tables:
|
|
826
|
+
msg = (
|
|
827
|
+
"No managed rate compatibility views found; pass --table for a rate "
|
|
828
|
+
"table or view."
|
|
829
|
+
)
|
|
830
|
+
raise typer.BadParameter(msg, param_hint="--table")
|
|
831
|
+
frames: list[pd.DataFrame] = []
|
|
832
|
+
for table_name in tables:
|
|
833
|
+
interval_seconds = (
|
|
834
|
+
granularity_seconds or _infer_gap_table_granularity_seconds(table_name)
|
|
835
|
+
)
|
|
836
|
+
if interval_seconds is None:
|
|
837
|
+
msg = (
|
|
838
|
+
f"Could not infer granularity for {table_name!r}; pass "
|
|
839
|
+
"--granularity-seconds."
|
|
840
|
+
)
|
|
841
|
+
raise typer.BadParameter(msg, param_hint="--granularity-seconds")
|
|
842
|
+
frames.append(
|
|
843
|
+
report_rate_gaps(
|
|
844
|
+
conn,
|
|
845
|
+
table_name,
|
|
846
|
+
granularity_seconds=interval_seconds,
|
|
847
|
+
min_gap_intervals=min_gap_intervals,
|
|
848
|
+
)
|
|
849
|
+
)
|
|
850
|
+
df = (
|
|
851
|
+
pd.concat(frames, ignore_index=True)
|
|
852
|
+
if frames
|
|
853
|
+
else pd.DataFrame(columns=["table"])
|
|
854
|
+
)
|
|
855
|
+
_execute_export(ctx, lambda: df)
|
|
856
|
+
|
|
857
|
+
|
|
705
858
|
@app.command(rich_help_panel="Collection")
|
|
706
859
|
def collect_history(
|
|
707
860
|
ctx: typer.Context,
|
|
@@ -59,6 +59,8 @@ STABLE_SDK_EXPORTS: frozenset[str] = frozenset({
|
|
|
59
59
|
"mt5_trading_session",
|
|
60
60
|
"normalize_order_volume",
|
|
61
61
|
"place_market_order",
|
|
62
|
+
"report_rate_gaps",
|
|
63
|
+
"resolve_broker_filling_mode",
|
|
62
64
|
"resolve_account_spec",
|
|
63
65
|
"resolve_account_specs",
|
|
64
66
|
"update_history",
|