pdmt5 0.1.5__py3-none-any.whl → 0.1.6__py3-none-any.whl

pdmt5/trading.py

@@ -3,6 +3,7 @@
 from __future__ import annotations
 
 from datetime import timedelta
+from math import floor
 from typing import TYPE_CHECKING, Any, Literal
 
 from pydantic import ConfigDict, Field
@@ -263,41 +264,60 @@ class Mt5TradingClient(Mt5DataClient):
                 )
                 return []
 
-    def calculate_minimum_order_margins(self, symbol: str) -> dict[str, float]:
-        """Calculate minimum order margins for a given symbol.
+    def calculate_minimum_order_margin(
+        self,
+        symbol: str,
+        order_side: Literal["BUY", "SELL"],
+    ) -> dict[str, float]:
+        """Calculate the minimum order margins for a given symbol.
 
         Args:
-            symbol: Symbol for which to calculate minimum order margins.
+            symbol: Symbol for which to calculate the minimum order margins.
+            order_side: Optional side of the order, either "BUY" or "SELL".
 
         Returns:
-            Dictionary with margin information.
-
-        Raises:
-            Mt5TradingError: If margin calculation fails.
+            Dictionary with minimum volume and margin for the specified order side.
         """
         symbol_info = self.symbol_info_as_dict(symbol=symbol)
         symbol_info_tick = self.symbol_info_tick_as_dict(symbol=symbol)
-        min_ask_order_margin = self.order_calc_margin(
-            action=self.mt5.ORDER_TYPE_BUY,
+        return {
+            "volume": symbol_info["volume_min"],
+            "margin": self.order_calc_margin(
+                action=getattr(self.mt5, f"ORDER_TYPE_{order_side.upper()}"),
+                symbol=symbol,
+                volume=symbol_info["volume_min"],
+                price=(
+                    symbol_info_tick["bid"]
+                    if order_side == "SELL"
+                    else symbol_info_tick["ask"]
+                ),
+            ),
+        }
+
+    def calculate_volume_by_margin(
+        self,
+        symbol: str,
+        margin: float,
+        order_side: Literal["BUY", "SELL"],
+    ) -> float:
+        """Calculate volume based on margin for a given symbol and order side.
+
+        Args:
+            symbol: Symbol for which to calculate the volume.
+            margin: Margin amount to use for the calculation.
+            order_side: Side of the order, either "BUY" or "SELL".
+
+        Returns:
+            Calculated volume as a float.
+        """
+        min_order_margin_dict = self.calculate_minimum_order_margin(
             symbol=symbol,
-            volume=symbol_info["volume_min"],
-            price=symbol_info_tick["ask"],
+            order_side=order_side,
         )
-        min_bid_order_margin = self.order_calc_margin(
-            action=self.mt5.ORDER_TYPE_SELL,
-            symbol=symbol,
-            volume=symbol_info["volume_min"],
-            price=symbol_info_tick["bid"],
+        return (
+            floor(margin / min_order_margin_dict["margin"])
+            * min_order_margin_dict["volume"]
         )
-        min_order_margins = {"ask": min_ask_order_margin, "bid": min_bid_order_margin}
-        self.logger.info("Minimum order margins for %s: %s", symbol, min_order_margins)
-        if all(min_order_margins.values()):
-            return min_order_margins
-        else:
-            error_message = (
-                f"Failed to calculate minimum order margins for symbol: {symbol}."
-            )
-            raise Mt5TradingError(error_message)
 
     def calculate_spread_ratio(
         self,
@@ -477,15 +497,15 @@ class Mt5TradingClient(Mt5DataClient):
     def calculate_new_position_margin_ratio(
         self,
         symbol: str,
-        new_side: Literal["BUY", "SELL"] | None = None,
-        new_volume: float = 0,
+        new_position_side: Literal["BUY", "SELL"] | None = None,
+        new_position_volume: float = 0,
     ) -> float:
         """Calculate the margin ratio for a new position.
 
         Args:
             symbol: Symbol for which to calculate the margin ratio.
-            new_side: Side of the new position, either "BUY" or "SELL".
-            new_volume: Volume of the new position.
+            new_position_side: Side of the new position, either "BUY" or "SELL".
+            new_position_volume: Volume of the new position.
 
         Returns:
             float: Margin ratio for the new position as a fraction of account equity.
@@ -499,20 +519,20 @@ class Mt5TradingClient(Mt5DataClient):
                 positions_df["signed_margin"].sum() if positions_df.size else 0
             )
             symbol_info_tick = self.symbol_info_tick_as_dict(symbol=symbol)
-            if new_volume == 0:
+            if not (new_position_side and new_position_volume):
                 new_signed_margin = 0
-            elif new_side == "BUY":
+            elif new_position_side.upper() == "BUY":
                 new_signed_margin = self.order_calc_margin(
                     action=self.mt5.ORDER_TYPE_BUY,
                     symbol=symbol,
-                    volume=new_volume,
+                    volume=new_position_volume,
                     price=symbol_info_tick["ask"],
                 )
-            elif new_side == "SELL":
+            elif new_position_side.upper() == "SELL":
                 new_signed_margin = -self.order_calc_margin(
                     action=self.mt5.ORDER_TYPE_SELL,
                     symbol=symbol,
-                    volume=new_volume,
+                    volume=new_position_volume,
                     price=symbol_info_tick["bid"],
                 )
             else:

{pdmt5-0.1.5.dist-info → pdmt5-0.1.6.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: pdmt5
-Version: 0.1.5
+Version: 0.1.6
 Summary: Pandas-based data handler for MetaTrader 5
 Project-URL: Repository, https://github.com/dceoy/pdmt5.git
 Author-email: dceoy <dceoy@users.noreply.github.com>
@@ -42,6 +42,8 @@ Pandas-based data handler for MetaTrader 5
 - 🚀 **Context Manager Support**: Clean initialization and cleanup with `with` statements
 - 📈 **Time Series Ready**: OHLCV data with proper datetime indexing
 - 🛡️ **Robust Error Handling**: Custom exceptions with detailed MT5 error information
+- 💰 **Advanced Trading Operations**: Position management, margin calculations, and risk analysis tools
+- 🧪 **Dry Run Mode**: Test trading strategies without executing real trades
 
 ## Requirements
 
@@ -195,9 +197,10 @@ Advanced trading operations client that extends Mt5DataClient:
 - **Position Management**:
   - `close_open_positions()` - Close all positions for specified symbol(s)
   - `place_market_order()` - Place market orders with configurable side, volume, and execution modes
-  - `update_open_position_sltp()` - Modify stop loss and take profit levels for open positions
-- **Market Analysis**:
-  - `calculate_minimum_order_margins()` - Calculate minimum required margins for buy/sell orders
+  - `update_sltp_for_open_positions()` - Modify stop loss and take profit levels for open positions
+- **Margin Calculations**:
+  - `calculate_minimum_order_margin()` - Calculate minimum required margin for a specific order side
+  - `calculate_volume_by_margin()` - Calculate maximum volume for given margin amount
   - `calculate_spread_ratio()` - Calculate normalized bid-ask spread ratio
   - `calculate_new_position_margin_ratio()` - Calculate margin ratio for potential new positions
 - **Simplified Data Access**:
@@ -299,22 +302,20 @@ with Mt5TradingClient(config=config, order_filling_mode="IOC") as trader:
     )
     print(f"Order placed: {order_result['retcode']}")
 
-    # Update stop loss and take profit for an open position
-    if positions := trader.positions_get_as_df(symbol="EURUSD"):
-        position_ticket = positions.iloc[0]['ticket']
-        update_result = trader.update_open_position_sltp(
-            symbol="EURUSD",
-            position_ticket=position_ticket,
-            sl=1.0950,  # New stop loss
-            tp=1.1050   # New take profit
-        )
-        print(f"Position updated: {update_result['retcode']}")
+    # Update stop loss and take profit for open positions
+    update_results = trader.update_sltp_for_open_positions(
+        symbol="EURUSD",
+        stop_loss=1.0950,   # New stop loss
+        take_profit=1.1050  # New take profit
+    )
+    for result in update_results:
+        print(f"Position updated: {result['retcode']}")
 
     # Calculate margin ratio for a new position
     margin_ratio = trader.calculate_new_position_margin_ratio(
         symbol="EURUSD",
-        new_side="SELL",
-        new_volume=0.2
+        new_position_side="SELL",
+        new_position_volume=0.2
     )
     print(f"New position margin ratio: {margin_ratio:.2%}")
 
@@ -347,10 +348,18 @@ with Mt5TradingClient(config=config) as trader:
     spread_ratio = trader.calculate_spread_ratio("EURUSD")
     print(f"EURUSD spread ratio: {spread_ratio:.5f}")
 
-    # Get minimum order margins
-    margins = trader.calculate_minimum_order_margins("EURUSD")
-    print(f"Minimum ask margin: {margins['ask']}")
-    print(f"Minimum bid margin: {margins['bid']}")
+    # Get minimum order margin for BUY and SELL
+    buy_margin = trader.calculate_minimum_order_margin("EURUSD", "BUY")
+    sell_margin = trader.calculate_minimum_order_margin("EURUSD", "SELL")
+    print(f"Minimum BUY margin: {buy_margin['margin']} (volume: {buy_margin['volume']})")
+    print(f"Minimum SELL margin: {sell_margin['margin']} (volume: {sell_margin['volume']})")
+    
+    # Calculate volume by margin
+    available_margin = 1000.0
+    max_buy_volume = trader.calculate_volume_by_margin("EURUSD", available_margin, "BUY")
+    max_sell_volume = trader.calculate_volume_by_margin("EURUSD", available_margin, "SELL")
+    print(f"Max BUY volume for ${available_margin}: {max_buy_volume}")
+    print(f"Max SELL volume for ${available_margin}: {max_sell_volume}")
 
     # Get recent OHLC data with custom timeframe
     rates_df = trader.fetch_latest_rates_as_df(

{pdmt5-0.1.5.dist-info → pdmt5-0.1.6.dist-info}/RECORD

@@ -1,9 +1,9 @@
 pdmt5/__init__.py,sha256=QbSFrsi7_bgFzb-ma4DmmUjR90UvrqKMnRZq1wPRmoI,446
 pdmt5/dataframe.py,sha256=rUWtR23hrXBdBqzJhbOlIemNy73RrjSTZZJUhwoL6io,38084
 pdmt5/mt5.py,sha256=KgxHapIrh5b4L0wIOAQIjfXNZafalihbFrh9fhYHmrI,32254
-pdmt5/trading.py,sha256=TJjxq2PP2eIRM8pe4G0DzxLkLjOFR-0ZV0rpzDwl-TU,19488
+pdmt5/trading.py,sha256=GOOYsbsjKtp26dw1VB6siZ1luBttD8cv-KNZi6pPUEs,20107
 pdmt5/utils.py,sha256=Ll5Q3OE5h1A_sZ_qVEnOPGniFlT6_MmHfuu0zqeLdeU,3913
-pdmt5-0.1.5.dist-info/METADATA,sha256=YjTgWZTyhoLtzbLii57WYM5UajB0pix15sM7CzhjgwY,16085
-pdmt5-0.1.5.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-pdmt5-0.1.5.dist-info/licenses/LICENSE,sha256=iABrdaUGOBWLYotFupB_PGe8arV5o7rVhn-_vK6P704,1073
-pdmt5-0.1.5.dist-info/RECORD,,
+pdmt5-0.1.6.dist-info/METADATA,sha256=cBYUp4lIyQuw7aRN7dphpgtejgW5jamAvYImYQiQS9o,16824
+pdmt5-0.1.6.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+pdmt5-0.1.6.dist-info/licenses/LICENSE,sha256=iABrdaUGOBWLYotFupB_PGe8arV5o7rVhn-_vK6P704,1073
+pdmt5-0.1.6.dist-info/RECORD,,