mtcli 3.8.0.dev6__tar.gz → 3.8.0.dev7__tar.gz

{mtcli-3.8.0.dev6 → mtcli-3.8.0.dev7}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: mtcli
-Version: 3.8.0.dev6
+Version: 3.8.0.dev7
 Summary: Aplicativo CLI para exibir gráficos do MetaTrader 5 screen reader friendly
 License-Expression: MIT
 License-File: LICENSE

{mtcli-3.8.0.dev6 → mtcli-3.8.0.dev7}/mtcli/marketdata/tick_repository.py

@@ -6,6 +6,9 @@ Responsável por:
 - persistência de ticks
 - sincronização histórica
 - consultas rápidas
+
+Implementa compressão de preços:
+preço_real = preço_armazenado / 100
 """
 
 import MetaTrader5 as mt5
@@ -20,6 +23,7 @@ from mtcli.mt5_context import mt5_conexao
 class TickRepository:
 
     RANGE_WINDOW_MINUTES = 10
+    PRICE_SCALE = 100
 
     def __init__(self):
 
@@ -93,15 +97,16 @@ class TickRepository:
 
         cursor = self.conn.cursor()
 
+        scale = self.PRICE_SCALE
+
         data = [
             (
                 symbol,
-                int(t["time"]),
                 int(t["time_msc"]),
-                float(t["bid"]),
-                float(t["ask"]),
-                float(t["last"]),
-                float(t["volume"]),
+                int(t["bid"] * scale),
+                int(t["ask"] * scale),
+                int(t["last"] * scale),
+                int(t["volume"]),
                 int(t["flags"]),
             )
             for t in ticks
@@ -110,9 +115,15 @@ class TickRepository:
         cursor.executemany(
             """
             INSERT INTO ticks(
-                symbol,time,time_msc,bid,ask,last,volume,flags
+                symbol,
+                time_msc,
+                bid,
+                ask,
+                last,
+                volume,
+                flags
             )
-            VALUES (?,?,?,?,?,?,?,?)
+            VALUES (?,?,?,?,?,?,?)
             ON CONFLICT(symbol,time_msc) DO NOTHING
             """,
             data,
@@ -141,9 +152,24 @@ class TickRepository:
 
         rows = cursor.fetchall()
 
+        if not rows:
+            return []
+
         rows.reverse()
 
-        return rows
+        scale = self.PRICE_SCALE
+
+        return [
+            (
+                r[0],
+                r[1] / scale,
+                r[2] / scale,
+                r[3] / scale,
+                r[4],
+                r[5],
+            )
+            for r in rows
+        ]
 
     def get_ticks_between(self, symbol, start_msc, end_msc):
 
@@ -160,7 +186,24 @@ class TickRepository:
             (symbol, start_msc, end_msc),
         )
 
-        return cursor.fetchall()
+        rows = cursor.fetchall()
+
+        if not rows:
+            return []
+
+        scale = self.PRICE_SCALE
+
+        return [
+            (
+                r[0],
+                r[1] / scale,
+                r[2] / scale,
+                r[3] / scale,
+                r[4],
+                r[5],
+            )
+            for r in rows
+        ]
 
     # ==========================================================
     # UTIL

mtcli-3.8.0.dev7/mtcli/migrations/005_tick_price_compression.py

@@ -0,0 +1,59 @@
+def upgrade(conn):
+
+    cursor = conn.execute("""
+        SELECT sql
+        FROM sqlite_master
+        WHERE type='table'
+        AND name='ticks'
+    """)
+
+    row = cursor.fetchone()
+
+    if not row:
+        return
+
+    if "bid INTEGER" in row[0]:
+        return
+
+    print("Applying tick compression...")
+
+    conn.execute("PRAGMA foreign_keys=OFF")
+
+    conn.execute("""
+    CREATE TABLE ticks_new(
+        symbol TEXT NOT NULL,
+        time_msc INTEGER NOT NULL,
+        bid INTEGER,
+        ask INTEGER,
+        last INTEGER,
+        volume INTEGER,
+        flags INTEGER,
+        PRIMARY KEY(symbol,time_msc)
+    ) WITHOUT ROWID
+    """)
+
+    conn.execute("""
+    INSERT INTO ticks_new
+    SELECT
+        symbol,
+        time_msc,
+        CAST(bid*100 AS INTEGER),
+        CAST(ask*100 AS INTEGER),
+        CAST(last*100 AS INTEGER),
+        CAST(volume AS INTEGER),
+        flags
+    FROM ticks
+    """)
+
+    conn.execute("DROP TABLE ticks")
+
+    conn.execute("ALTER TABLE ticks_new RENAME TO ticks")
+
+    conn.execute("""
+    CREATE INDEX idx_ticks_symbol_time_msc
+    ON ticks(symbol,time_msc)
+    """)
+
+    conn.commit()
+
+    print("Tick compression applied.")

{mtcli-3.8.0.dev6 → mtcli-3.8.0.dev7}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "mtcli"
-version = "3.8.0.dev6"
+version = "3.8.0.dev7"
 description = "Aplicativo CLI para exibir gráficos do MetaTrader 5 screen reader friendly"
 authors = [
     {name = "Valmir França",email = "vfranca3@gmail.com"}