mt5cli 1.2.0__tar.gz → 1.2.1__tar.gz

{mt5cli-1.2.0 → mt5cli-1.2.1}/.gitignore

@@ -205,3 +205,6 @@ cython_debug/
 marimo/_static/
 marimo/_lsp/
 __marimo__/
+
+# Claude Code user-local settings
+.claude/settings.local.json

{mt5cli-1.2.0 → mt5cli-1.2.1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: mt5cli
-Version: 1.2.0
+Version: 1.2.1
 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>
@@ -19,7 +19,6 @@ Requires-Python: <3.14,>=3.11
 Requires-Dist: click>=8.1.0
 Requires-Dist: pandas>=2.2.2
 Requires-Dist: pdmt5>=1.2.0
-Requires-Dist: pydantic>=2.13.4
 Requires-Dist: typer>=0.15.0
 Provides-Extra: otel
 Requires-Dist: opentelemetry-api; extra == 'otel'

{mt5cli-1.2.0 → mt5cli-1.2.1}/mt5cli/__init__.py

@@ -5,6 +5,7 @@ rather than private submodule helpers. See ``docs/api/public-contract.md`` for
 the stable SDK contract, CLI surface, internal modules, and out-of-scope
 strategy responsibilities.
 """
+# pyright: reportUnusedImport=false, reportUnsupportedDunderAll=false
 
 from importlib.metadata import version
 
@@ -80,69 +81,7 @@ from .trading import (
 
 __version__ = version(__package__) if __package__ else None
 
-__all__ = [
+__all__ = [  # noqa: PLE0604
     "STABLE_SDK_EXPORTS",
-    "AccountSpec",
-    "ExecutionStatus",
-    "MT5Client",
-    "MarginVolume",
-    "Mt5CliError",
-    "Mt5ConnectionError",
-    "Mt5OperationError",
-    "Mt5SchemaError",
-    "OrderExecutionResult",
-    "OrderFillingMode",
-    "OrderLimits",
-    "OrderSide",
-    "OrderTimeMode",
-    "PositionSide",
-    "ProjectionMode",
-    "RateTarget",
-    "ThrottledHistoryUpdater",
-    "build_config",
-    "build_rate_targets",
-    "calculate_account_projected_margin_ratio",
-    "calculate_margin_and_volume",
-    "calculate_new_position_margin_ratio",
-    "calculate_positions_margin",
-    "calculate_positions_margin_by_symbol",
-    "calculate_positions_margin_safe",
-    "calculate_projected_margin_ratio",
-    "calculate_spread_ratio",
-    "calculate_symbol_group_margin_ratio",
-    "calculate_trailing_stop_updates",
-    "calculate_volume_by_margin",
-    "close_open_positions",
-    "collect_history",
-    "collect_latest_closed_rates_by_granularity",
-    "collect_latest_closed_rates_for_accounts",
-    "collect_latest_rates_for_accounts_with_retries",
-    "detect_position_side",
-    "determine_order_limits",
-    "drop_forming_rate_bar",
-    "ensure_symbol_selected",
-    "estimate_order_margin",
-    "estimate_server_clock_offset_seconds",
-    "extract_tick_price",
-    "fetch_latest_closed_rates",
-    "fetch_latest_closed_rates_indexed",
-    "get_account_snapshot",
-    "get_positions_frame",
-    "get_symbol_snapshot",
-    "get_tick_snapshot",
-    "load_rate_series_by_granularity",
-    "load_rate_series_from_sqlite",
-    "mt5_session",
-    "normalize_order_volume",
-    "place_market_order",
-    "report_rate_gaps",
-    "resolve_account_spec",
-    "resolve_account_specs",
-    "resolve_broker_filling_mode",
-    "update_history",
-    "update_history_with_config",
-    "update_observability",
-    "update_observability_with_config",
-    "update_sltp_for_open_positions",
-    "update_trailing_stop_loss_for_open_positions",
+    *sorted(STABLE_SDK_EXPORTS),
 ]

{mt5cli-1.2.0 → mt5cli-1.2.1}/mt5cli/cli.py

@@ -4,8 +4,6 @@ from __future__ import annotations
 
 import json
 import logging
-import os
-import re
 from contextlib import closing
 from dataclasses import dataclass
 from datetime import datetime
@@ -19,9 +17,9 @@ import typer
 from .client import MT5Client, build_config, mt5_session
 from .history import collect_history as _collect_history
 from .history import (
+    infer_rate_table_granularity_seconds,
     open_existing_sqlite_database,
     report_rate_gaps,
-    resolve_granularity_name,
 )
 from .observability import update_observability_with_config
 from .trading import OrderExecutionResult, close_open_positions
@@ -206,40 +204,12 @@ _CLI_ENV_DEFAULTS: dict[str, str] = {
     "password": "MT5_PASSWORD",
     "server": "MT5_SERVER",
 }
-_RATE_VIEW_NAME_RE = re.compile(
-    r"^rate_(?P<symbol>.+)__(?:(?P<granularity>[A-Z0-9]+)_)?(?P<timeframe>\d+)$",
-)
 
 
 def _get_export_context(ctx: typer.Context) -> _ExportContext:
     return cast("_ExportContext", ctx.obj)
 
 
-def _resolve_cli_option(value: str | None, env_name: str) -> str | None:
-    return value if value is not None else os.environ.get(env_name)
-
-
-def _timeframe_interval_seconds(timeframe: int) -> int | None:
-    granularity = resolve_granularity_name(timeframe)
-    units = {
-        "M": 60,
-        "H": 3600,
-        "D": 86400,
-        "W": 604800,
-    }
-    for prefix, seconds in units.items():
-        suffix = granularity.removeprefix(prefix)
-        if granularity.startswith(prefix) and suffix.isdigit():
-            return int(suffix) * seconds
-    return None
-
-
-def _infer_gap_table_granularity_seconds(table: str) -> int | None:
-    if (match := _RATE_VIEW_NAME_RE.fullmatch(table)) is None:
-        return None
-    return _timeframe_interval_seconds(int(match.group("timeframe")))
-
-
 def _default_gap_tables(conn: sqlite3.Connection) -> list[str]:
     rows = conn.execute(
         "SELECT name FROM sqlite_master"
@@ -364,10 +334,10 @@ def _callback(  # pyright: ignore[reportUnusedFunction]
         raise typer.BadParameter(str(exc)) from exc
     try:
         config = build_config(
-            path=_resolve_cli_option(path, _CLI_ENV_DEFAULTS["path"]),
-            login=_resolve_cli_option(login, _CLI_ENV_DEFAULTS["login"]),
-            password=_resolve_cli_option(password, _CLI_ENV_DEFAULTS["password"]),
-            server=_resolve_cli_option(server, _CLI_ENV_DEFAULTS["server"]),
+            path=path,
+            login=login,
+            password=password,
+            server=server,
             timeout=timeout,
             allow_whole_dollar_env=True,
         )
@@ -988,7 +958,7 @@ def history_gaps(
         frames: list[pd.DataFrame] = []
         for table_name in tables:
             interval_seconds = (
-                granularity_seconds or _infer_gap_table_granularity_seconds(table_name)
+                granularity_seconds or infer_rate_table_granularity_seconds(table_name)
             )
             if interval_seconds is None:
                 msg = (
@@ -1141,7 +1111,6 @@ def grafana_schema(
     import sqlite3 as _sqlite3  # noqa: PLC0415
 
     from .grafana import (  # noqa: PLC0415
-        create_snapshot_tables,
         ensure_grafana_schema,
         publish_grafana_copy,
     )
@@ -1156,7 +1125,6 @@ def grafana_schema(
     with _sqlite3.connect(export_ctx.output) as conn:
         conn.execute("PRAGMA journal_mode=WAL")
         conn.execute("PRAGMA synchronous=NORMAL")
-        create_snapshot_tables(conn)
         ensure_grafana_schema(conn)
     logger.info("Grafana schema applied to %s", export_ctx.output)
     if publish_copy is not None:

{mt5cli-1.2.0 → mt5cli-1.2.1}/mt5cli/grafana.py

@@ -9,7 +9,7 @@ import os
 import sqlite3
 import tempfile
 from pathlib import Path
-from typing import cast
+from typing import NamedTuple, cast
 
 from .history import get_table_columns
 
@@ -158,113 +158,78 @@ def start_snapshot_run(conn: sqlite3.Connection, observed_at: int) -> int:
 # ---------------------------------------------------------------------------
 
 
-def _build_grafana_rates(conn: sqlite3.Connection) -> None:
-    cols = get_table_columns(conn, "rates")
-    required = {"time", "symbol", "timeframe"}
-    if not required.issubset(cols):
-        logger.warning(
-            "Skipping grafana_rates: rates table missing columns %s",
-            sorted(required - cols),
-        )
-        return
-    time_expr = _time_col_expr("time")
-    others = _other_cols(cols, {"time"})
-    other_sql = ", ".join(f'"{c}"' for c in others)
-    _create_view_safe(
-        conn,
-        "grafana_rates",
-        f'SELECT {time_expr} AS "time", {other_sql} FROM "rates"',  # noqa: S608
-    )
-
-
-def _build_grafana_ticks(conn: sqlite3.Connection) -> None:
-    cols = get_table_columns(conn, "ticks")
-    required = {"time", "symbol"}
-    if not required.issubset(cols):
-        logger.warning(
-            "Skipping grafana_ticks: ticks table missing columns %s",
-            sorted(required - cols),
-        )
-        return
-    time_expr = _time_col_expr("time")
-    others = _other_cols(cols, {"time"})
-    other_sql = ", ".join(f'"{c}"' for c in others)
-    _create_view_safe(
-        conn,
-        "grafana_ticks",
-        f'SELECT {time_expr} AS "time", {other_sql} FROM "ticks"',  # noqa: S608
-    )
-
-
-def _build_grafana_history_deals(conn: sqlite3.Connection) -> None:
-    cols = get_table_columns(conn, "history_deals")
-    if "time" not in cols:
-        logger.warning("Skipping grafana_history_deals: history_deals.time is missing")
-        return
-    time_expr = _time_col_expr("time")
-    others = _other_cols(cols, {"time"})
-    other_sql = ", ".join(f'"{c}"' for c in others)
-    _create_view_safe(
-        conn,
-        "grafana_history_deals",
-        f'SELECT {time_expr} AS "time", {other_sql} FROM "history_deals"',  # noqa: S608
-    )
+class _PassthroughViewSpec(NamedTuple):
+    """Declarative spec for a view that re-exposes one table with a time column.
 
+    ``exclude_time_col`` controls whether the source time column is dropped
+    from the passthrough column list (``grafana_history_orders`` keeps its
+    original ``time_setup`` column alongside the derived ``time``).
+    """
 
-def _build_grafana_history_orders(conn: sqlite3.Connection) -> None:
-    cols = get_table_columns(conn, "history_orders")
-    if "time_setup" not in cols:
-        logger.warning(
-            "Skipping grafana_history_orders: history_orders.time_setup is missing"
-        )
-        return
-    time_expr = _time_col_expr("time_setup")
-    others = _other_cols(cols, set())
-    other_sql = ", ".join(f'"{c}"' for c in others)
-    _create_view_safe(
-        conn,
+    view: str
+    table: str
+    time_col: str
+    required: frozenset[str]
+    exclude_time_col: bool = True
+    where: str | None = None
+
+
+_PASSTHROUGH_VIEW_SPECS: tuple[_PassthroughViewSpec, ...] = (
+    _PassthroughViewSpec(
+        "grafana_rates", "rates", "time", frozenset({"time", "symbol", "timeframe"})
+    ),
+    _PassthroughViewSpec(
+        "grafana_ticks", "ticks", "time", frozenset({"time", "symbol"})
+    ),
+    _PassthroughViewSpec(
+        "grafana_history_deals", "history_deals", "time", frozenset({"time"})
+    ),
+    _PassthroughViewSpec(
         "grafana_history_orders",
-        f'SELECT {time_expr} AS "time", {other_sql} FROM "history_orders"',  # noqa: S608
-    )
-
-
-def _build_grafana_trade_deals(conn: sqlite3.Connection) -> None:
-    cols = get_table_columns(conn, "history_deals")
-    required = {"time", "type"}
-    if not required.issubset(cols):
-        logger.warning(
-            "Skipping grafana_trade_deals: history_deals missing columns %s",
-            sorted(required - cols),
-        )
-        return
-    time_expr = _time_col_expr("time")
-    others = _other_cols(cols, {"time"})
-    other_sql = ", ".join(f'"{c}"' for c in others)
-    _create_view_safe(
-        conn,
+        "history_orders",
+        "time_setup",
+        frozenset({"time_setup"}),
+        exclude_time_col=False,
+    ),
+    _PassthroughViewSpec(
         "grafana_trade_deals",
-        f'SELECT {time_expr} AS "time", {other_sql}'  # noqa: S608
-        f' FROM "history_deals" WHERE "type" IN {_TRADE_DEAL_TYPES_SQL}',
-    )
+        "history_deals",
+        "time",
+        frozenset({"time", "type"}),
+        where=f'"type" IN {_TRADE_DEAL_TYPES_SQL}',
+    ),
+    _PassthroughViewSpec(
+        "grafana_cash_events",
+        "history_deals",
+        "time",
+        frozenset({"time", "type"}),
+        where=f'"type" NOT IN {_TRADE_DEAL_TYPES_SQL}',
+    ),
+)
 
 
-def _build_grafana_cash_events(conn: sqlite3.Connection) -> None:
-    cols = get_table_columns(conn, "history_deals")
-    required = {"time", "type"}
-    if not required.issubset(cols):
+def _build_passthrough_view(
+    conn: sqlite3.Connection,
+    spec: _PassthroughViewSpec,
+) -> None:
+    cols = get_table_columns(conn, spec.table)
+    if not spec.required.issubset(cols):
         logger.warning(
-            "Skipping grafana_cash_events: history_deals missing columns %s",
-            sorted(required - cols),
+            "Skipping %s: %s table missing columns %s",
+            spec.view,
+            spec.table,
+            sorted(spec.required - cols),
         )
         return
-    time_expr = _time_col_expr("time")
-    others = _other_cols(cols, {"time"})
+    time_expr = _time_col_expr(spec.time_col)
+    others = _other_cols(cols, {spec.time_col} if spec.exclude_time_col else set())
     other_sql = ", ".join(f'"{c}"' for c in others)
+    where_sql = f" WHERE {spec.where}" if spec.where else ""
     _create_view_safe(
         conn,
-        "grafana_cash_events",
+        spec.view,
         f'SELECT {time_expr} AS "time", {other_sql}'  # noqa: S608
-        f' FROM "history_deals" WHERE "type" NOT IN {_TRADE_DEAL_TYPES_SQL}',
+        f' FROM "{spec.table}"{where_sql}',
     )
 
 
@@ -374,20 +339,12 @@ def _build_snapshot_view(
         logger.warning("Skipping %s: snapshot_runs missing required columns", view_name)
 
 
-def _build_grafana_account_snapshots(conn: sqlite3.Connection) -> None:
-    _build_snapshot_view(conn, "grafana_account_snapshots", "account_snapshots")
-
-
-def _build_grafana_position_snapshots(conn: sqlite3.Connection) -> None:
-    _build_snapshot_view(conn, "grafana_position_snapshots", "position_snapshots")
-
-
-def _build_grafana_order_snapshots(conn: sqlite3.Connection) -> None:
-    _build_snapshot_view(conn, "grafana_order_snapshots", "order_snapshots")
-
-
-def _build_grafana_terminal_snapshots(conn: sqlite3.Connection) -> None:
-    _build_snapshot_view(conn, "grafana_terminal_snapshots", "terminal_snapshots")
+_SNAPSHOT_VIEW_TABLES: tuple[tuple[str, str], ...] = (
+    ("grafana_account_snapshots", "account_snapshots"),
+    ("grafana_position_snapshots", "position_snapshots"),
+    ("grafana_order_snapshots", "order_snapshots"),
+    ("grafana_terminal_snapshots", "terminal_snapshots"),
+)
 
 
 # ---------------------------------------------------------------------------
@@ -404,19 +361,13 @@ def create_grafana_views(conn: sqlite3.Connection) -> None:
     """
     for name in _GRAFANA_VIEW_NAMES:
         conn.execute(f'DROP VIEW IF EXISTS "{name}"')
-    _build_grafana_rates(conn)
-    _build_grafana_ticks(conn)
-    _build_grafana_history_deals(conn)
-    _build_grafana_history_orders(conn)
-    _build_grafana_trade_deals(conn)
-    _build_grafana_cash_events(conn)
+    for spec in _PASSTHROUGH_VIEW_SPECS:
+        _build_passthrough_view(conn, spec)
     _build_grafana_realized_pnl(conn)
     _build_grafana_symbol_pnl(conn)
     _build_grafana_trade_stats(conn)
-    _build_grafana_account_snapshots(conn)
-    _build_grafana_position_snapshots(conn)
-    _build_grafana_order_snapshots(conn)
-    _build_grafana_terminal_snapshots(conn)
+    for view_name, table_name in _SNAPSHOT_VIEW_TABLES:
+        _build_snapshot_view(conn, view_name, table_name)
 
 
 def create_grafana_indexes(conn: sqlite3.Connection) -> None:

{mt5cli-1.2.0 → mt5cli-1.2.1}/mt5cli/history.py

@@ -17,11 +17,7 @@ import pandas as pd
 from pdmt5 import Mt5Config, Mt5RuntimeError
 from pdmt5.constants import get_timeframe_name as _get_timeframe_name
 
-from .client import (
-    MT5Client,
-    _connected_client,  # pyright: ignore[reportPrivateUsage]
-    build_config,
-)
+from .client import mt5_session
 from .exceptions import Mt5ConnectionError
 from .schemas import DEDUP_KEYS, REQUIRED_COLUMNS, DataKind, ensure_utc_columns
 from .telemetry import get_metrics
@@ -158,6 +154,40 @@ def resolve_granularity_name(timeframe: int) -> str:
     return name.removeprefix("TIMEFRAME_")
 
 
+def timeframe_interval_seconds(timeframe: int) -> int | None:
+    """Return the bar interval in seconds for a timeframe integer.
+
+    Returns:
+        Interval seconds when the timeframe maps to a known granularity name
+        (for example ``M1`` -> ``60``), otherwise ``None``.
+    """
+    granularity = resolve_granularity_name(timeframe)
+    units = {
+        "M": 60,
+        "H": 3600,
+        "D": 86400,
+        "W": 604800,
+    }
+    for prefix, seconds in units.items():
+        suffix = granularity.removeprefix(prefix)
+        if granularity.startswith(prefix) and suffix.isdigit():
+            return int(suffix) * seconds
+    return None
+
+
+def infer_rate_table_granularity_seconds(table: str) -> int | None:
+    """Infer the bar interval in seconds from a managed rate table/view name.
+
+    Returns:
+        Interval seconds when ``table`` matches the managed
+        ``rate_<symbol>__[<granularity>_]<timeframe>`` naming convention and
+        the timeframe is known, otherwise ``None``.
+    """
+    if (match := _RATE_VIEW_NAME_RE.fullmatch(table)) is None:
+        return None
+    return timeframe_interval_seconds(int(match.group("timeframe")))
+
+
 def drop_forming_rate_bar(df_rate: pd.DataFrame) -> pd.DataFrame:
     """Return closed bars from chronologically ordered MT5 rate data.
 
@@ -2597,11 +2627,7 @@ def update_history_with_config(  # noqa: PLR0913
     )
     if request is None:
         return
-    mt5_config = config or build_config()
-    with _connected_client(mt5_config) as raw_client:
-        client = MT5Client._from_connected_client(  # pyright: ignore[reportPrivateUsage]  # noqa: SLF001
-            raw_client
-        )
+    with mt5_session(config) as client:
         update_history(
             client=client,
             output=output,
@@ -2793,15 +2819,11 @@ def collect_history(
     selected = resolve_history_datasets(datasets)
     tf = parse_timeframe(timeframe)
     tick_flags = parse_tick_flags(flags)
-    mt5_config = config or build_config()
     with (
-        _connected_client(mt5_config) as raw_client,
+        mt5_session(config) as client,
         closing(sqlite3.connect(output)) as conn,
         conn,
     ):
-        client = MT5Client._from_connected_client(  # pyright: ignore[reportPrivateUsage]  # noqa: SLF001
-            raw_client
-        )
         conn.execute("PRAGMA journal_mode=WAL")
         conn.execute("PRAGMA synchronous=NORMAL")
         written_tables, written_columns = write_collected_datasets(

{mt5cli-1.2.0 → mt5cli-1.2.1}/mt5cli/marketdata.py

@@ -10,8 +10,6 @@ from __future__ import annotations
 from dataclasses import dataclass, field
 from typing import TYPE_CHECKING
 
-from pydantic import SecretStr
-
 from .client import (
     MT5Client,
     _require_positive,  # pyright: ignore[reportPrivateUsage]
@@ -73,7 +71,7 @@ __all__ = [
 
 
 def _make_client(*, config: Mt5Config | None = None) -> MT5Client:
-    return MT5Client(config=config) if config is not None else MT5Client()
+    return MT5Client(config=config)
 
 
 def copy_rates_from(
@@ -348,9 +346,14 @@ def _build_account_config(
     login = _coerce_login(account.login)
     if login is None and base_config is not None:
         login = base_config.login
-    base_password = base_config.password if base_config else None
-    if isinstance(base_password, SecretStr):
-        base_password = base_password.get_secret_value()
+    raw_base_password = base_config.password if base_config else None
+    # pdmt5 stores the password as ``str | SecretStr | None``; unwrap the
+    # secret form without importing pydantic directly.
+    base_password = (
+        raw_base_password
+        if raw_base_password is None or isinstance(raw_base_password, str)
+        else raw_base_password.get_secret_value()
+    )
     return build_config(
         path=account.path or (base_config.path if base_config else None),
         login=login,

{mt5cli-1.2.0 → mt5cli-1.2.1}/mt5cli/observability.py

@@ -15,11 +15,7 @@ from datetime import UTC, datetime
 from pathlib import Path
 from typing import TYPE_CHECKING, cast
 
-from .client import (
-    MT5Client,
-    _connected_client,  # pyright: ignore[reportPrivateUsage]
-    build_config,
-)
+from .client import mt5_session
 from .grafana import (
     create_snapshot_tables,
     ensure_grafana_schema,
@@ -241,11 +237,7 @@ def update_observability_with_config(
         include_terminal: Snapshot terminal info.
         with_grafana_schema: Ensure Grafana views and indexes exist.
     """
-    mt5_config = config or build_config()
-    with _connected_client(mt5_config) as raw_client:
-        client = MT5Client._from_connected_client(  # pyright: ignore[reportPrivateUsage]  # noqa: SLF001
-            raw_client
-        )
+    with mt5_session(config) as client:
         update_observability(
             client=client,
             output=output,