pdmt5 0.1.8__py3-none-any.whl → 0.2.0__py3-none-any.whl

pdmt5/trading.py

@@ -3,6 +3,7 @@
 from __future__ import annotations
 
 from datetime import timedelta
+from functools import cached_property
 from math import floor
 from typing import TYPE_CHECKING, Any, Literal
 
@@ -28,6 +29,67 @@ class Mt5TradingClient(Mt5DataClient):
 
     model_config = ConfigDict(frozen=True)
 
+    @cached_property
+    def mt5_successful_trade_retcodes(self) -> set[int]:
+        """Set of successful trade return codes.
+
+        Returns:
+            Set of successful trade return codes.
+        """
+        return {
+            self.mt5.TRADE_RETCODE_PLACED,  # 10008
+            self.mt5.TRADE_RETCODE_DONE,  # 10009
+            self.mt5.TRADE_RETCODE_DONE_PARTIAL,  # 10010
+        }
+
+    @cached_property
+    def mt5_failed_trade_retcodes(self) -> set[int]:
+        """Set of failed trade return codes.
+
+        Returns:
+            Set of failed trade return codes.
+        """
+        return {
+            self.mt5.TRADE_RETCODE_REQUOTE,  # 10004
+            self.mt5.TRADE_RETCODE_REJECT,  # 10006
+            self.mt5.TRADE_RETCODE_CANCEL,  # 10007
+            self.mt5.TRADE_RETCODE_ERROR,  # 10011
+            self.mt5.TRADE_RETCODE_TIMEOUT,  # 10012
+            self.mt5.TRADE_RETCODE_INVALID,  # 10013
+            self.mt5.TRADE_RETCODE_INVALID_VOLUME,  # 10014
+            self.mt5.TRADE_RETCODE_INVALID_PRICE,  # 10015
+            self.mt5.TRADE_RETCODE_INVALID_STOPS,  # 10016
+            self.mt5.TRADE_RETCODE_TRADE_DISABLED,  # 10017
+            self.mt5.TRADE_RETCODE_MARKET_CLOSED,  # 10018
+            self.mt5.TRADE_RETCODE_NO_MONEY,  # 10019
+            self.mt5.TRADE_RETCODE_PRICE_CHANGED,  # 10020
+            self.mt5.TRADE_RETCODE_PRICE_OFF,  # 10021
+            self.mt5.TRADE_RETCODE_INVALID_EXPIRATION,  # 10022
+            self.mt5.TRADE_RETCODE_ORDER_CHANGED,  # 10023
+            self.mt5.TRADE_RETCODE_TOO_MANY_REQUESTS,  # 10024
+            self.mt5.TRADE_RETCODE_NO_CHANGES,  # 10025
+            self.mt5.TRADE_RETCODE_SERVER_DISABLES_AT,  # 10026
+            self.mt5.TRADE_RETCODE_CLIENT_DISABLES_AT,  # 10027
+            self.mt5.TRADE_RETCODE_LOCKED,  # 10028
+            self.mt5.TRADE_RETCODE_FROZEN,  # 10029
+            self.mt5.TRADE_RETCODE_INVALID_FILL,  # 10030
+            self.mt5.TRADE_RETCODE_CONNECTION,  # 10031
+            self.mt5.TRADE_RETCODE_ONLY_REAL,  # 10032
+            self.mt5.TRADE_RETCODE_LIMIT_ORDERS,  # 10033
+            self.mt5.TRADE_RETCODE_LIMIT_VOLUME,  # 10034
+            self.mt5.TRADE_RETCODE_INVALID_ORDER,  # 10035
+            self.mt5.TRADE_RETCODE_POSITION_CLOSED,  # 10036
+            self.mt5.TRADE_RETCODE_INVALID_CLOSE_VOLUME,  # 10038
+            self.mt5.TRADE_RETCODE_CLOSE_ORDER_EXIST,  # 10039
+            self.mt5.TRADE_RETCODE_LIMIT_POSITIONS,  # 10040
+            self.mt5.TRADE_RETCODE_REJECT_CANCEL,  # 10041
+            self.mt5.TRADE_RETCODE_LONG_ONLY,  # 10042
+            self.mt5.TRADE_RETCODE_SHORT_ONLY,  # 10043
+            self.mt5.TRADE_RETCODE_CLOSE_ONLY,  # 10044
+            self.mt5.TRADE_RETCODE_FIFO_CLOSE,  # 10045
+            self.mt5.TRADE_RETCODE_HEDGE_PROHIBITED,  # 10046
+        }
+
     def close_open_positions(
         self,
         symbols: str | list[str] | tuple[str, ...] | None = None,
@@ -116,12 +178,14 @@ class Mt5TradingClient(Mt5DataClient):
     def _send_or_check_order(
         self,
         request: dict[str, Any],
+        raise_on_error: bool = False,
         dry_run: bool = False,
     ) -> dict[str, Any]:
         """Send or check an order request.
 
         Args:
             request: Order request dictionary.
+            raise_on_error: If True, raise an error on operation failure.
             dry_run: If True, only check the order without sending it.
 
         Returns:
@@ -138,25 +202,21 @@ class Mt5TradingClient(Mt5DataClient):
             response = self.order_send_as_dict(request=request)
             order_func = "order_send"
         retcode = response.get("retcode")
-        if ((not dry_run) and retcode == self.mt5.TRADE_RETCODE_DONE) or (
-            dry_run and retcode == 0
+        if (dry_run and retcode == 0) or (
+            not dry_run and retcode in self.mt5_successful_trade_retcodes
         ):
             self.logger.info("response: %s", response)
             return response
-        elif retcode in {
-            self.mt5.TRADE_RETCODE_TRADE_DISABLED,
-            self.mt5.TRADE_RETCODE_MARKET_CLOSED,
-            self.mt5.TRADE_RETCODE_NO_CHANGES,
-        }:
-            self.logger.info("response: %s", response)
-            comment = response.get("comment", "Unknown error")
-            self.logger.warning("%s() failed and skipped. <= `%s`", order_func, comment)
-            return response
-        else:
+        elif raise_on_error:
             self.logger.error("response: %s", response)
-            comment = response.get("comment", "Unknown error")
+            comment = response.get("comment")
             error_message = f"{order_func}() failed and aborted. <= `{comment}`"
             raise Mt5TradingError(error_message)
+        else:
+            self.logger.warning("response: %s", response)
+            comment = response.get("comment")
+            self.logger.warning("%s() failed and skipped. <= `%s`", order_func, comment)
+            return response
 
     def place_market_order(
         self,
@@ -183,6 +243,7 @@ class Mt5TradingClient(Mt5DataClient):
         Returns:
             Dictionary with operation result.
         """
+        self.logger.info("Placing market order: %s %s %s", order_side, volume, symbol)
         return self._send_or_check_order(
             request={
                 "action": self.mt5.TRADE_ACTION_DEAL,
@@ -255,6 +316,13 @@ class Mt5TradingClient(Mt5DataClient):
                 if sl != p["sl"] or tp != p["tp"]
             ]
             if order_requests:
+                self.logger.info(
+                    "Updating SL/TP for %d positions for %s: %s/%s",
+                    len(order_requests),
+                    symbol,
+                    sl,
+                    tp,
+                )
                 return [
                     self._send_or_check_order(request=r, dry_run=dry_run)
                     for r in order_requests
@@ -294,15 +362,22 @@ class Mt5TradingClient(Mt5DataClient):
                 else symbol_info_tick["ask"]
             ),
         )
+        result = {"volume": symbol_info["volume_min"], "margin": margin}
         if margin:
-            return {"volume": symbol_info["volume_min"], "margin": margin}
+            self.logger.info(
+                "Calculated minimum %s order margin for %s: %s",
+                order_side,
+                symbol,
+                result,
+            )
         else:
             self.logger.warning(
-                "No margin available for symbol: %s with order side: %s",
-                symbol,
+                "Calculated minimum order margin to %s %s: %s",
                 order_side,
+                symbol,
+                result,
             )
-            return {"volume": symbol_info["volume_min"], "margin": 0.0}
+        return result
 
     def calculate_volume_by_margin(
         self,
@@ -325,12 +400,19 @@ class Mt5TradingClient(Mt5DataClient):
             order_side=order_side,
         )
         if min_order_margin_dict["margin"]:
-            return (
+            result = (
                 floor(margin / min_order_margin_dict["margin"])
                 * min_order_margin_dict["volume"]
             )
         else:
-            return 0.0
+            result = 0.0
+        self.logger.info(
+            "Calculated volume by margin to %s %s: %s",
+            order_side,
+            symbol,
+            result,
+        )
+        return result
 
     def calculate_spread_ratio(
         self,
@@ -345,11 +427,13 @@ class Mt5TradingClient(Mt5DataClient):
             Spread ratio as a float.
         """
         symbol_info_tick = self.symbol_info_tick_as_dict(symbol=symbol)
-        return (
+        result = (
             (symbol_info_tick["ask"] - symbol_info_tick["bid"])
             / (symbol_info_tick["ask"] + symbol_info_tick["bid"])
             * 2
         )
+        self.logger.info("Calculated spread ratio for %s: %s", symbol, result)
+        return result
 
     def fetch_latest_rates_as_df(
         self,
@@ -380,13 +464,20 @@ class Mt5TradingClient(Mt5DataClient):
             )
             raise Mt5TradingError(error_message) from e
         else:
-            return self.copy_rates_from_pos_as_df(
+            result = self.copy_rates_from_pos_as_df(
                 symbol=symbol,
                 timeframe=timeframe,
                 start_pos=0,
                 count=count,
                 index_keys=index_keys,
             )
+            self.logger.info(
+                "Fetched latest %s rates for %s: %d rows",
+                granularity,
+                symbol,
+                result.shape[0],
+            )
+            return result
 
     def fetch_latest_ticks_as_df(
         self,
@@ -405,13 +496,19 @@ class Mt5TradingClient(Mt5DataClient):
             pd.DataFrame: Tick data with time index.
         """
         last_tick_time = self.symbol_info_tick_as_dict(symbol=symbol)["time"]
-        return self.copy_ticks_range_as_df(
+        result = self.copy_ticks_range_as_df(
             symbol=symbol,
             date_from=(last_tick_time - timedelta(seconds=seconds)),
             date_to=(last_tick_time + timedelta(seconds=seconds)),
             flags=self.mt5.COPY_TICKS_ALL,
             index_keys=index_keys,
         )
+        self.logger.info(
+            "Fetched latest ticks for %s: %d rows",
+            symbol,
+            result.shape[0],
+        )
+        return result
 
     def collect_entry_deals_as_df(
         self,
@@ -437,14 +534,20 @@ class Mt5TradingClient(Mt5DataClient):
             index_keys=index_keys,
         )
         if deals_df.empty:
-            return deals_df
+            result = deals_df
         else:
-            return deals_df.pipe(
+            result = deals_df.pipe(
                 lambda d: d[
                     d["entry"]
                     & d["type"].isin({self.mt5.DEAL_TYPE_BUY, self.mt5.DEAL_TYPE_SELL})
                 ]
             )
+        self.logger.info(
+            "Collected entry deals for %s: %d rows",
+            symbol,
+            result.shape[0],
+        )
+        return result
 
     def fetch_positions_with_metrics_as_df(
         self,
@@ -460,7 +563,7 @@ class Mt5TradingClient(Mt5DataClient):
         """
         positions_df = self.positions_get_as_df(symbol=symbol)
         if positions_df.empty:
-            return positions_df
+            result = positions_df
         else:
             symbol_info_tick = self.symbol_info_tick_as_dict(symbol=symbol)
             ask_margin = self.order_calc_margin(
@@ -475,7 +578,7 @@ class Mt5TradingClient(Mt5DataClient):
                 volume=1,
                 price=symbol_info_tick["bid"],
             )
-            return (
+            result = (
                 positions_df.assign(
                     elapsed_seconds=lambda d: (
                         symbol_info_tick["time"] - d["time"]
@@ -506,6 +609,12 @@ class Mt5TradingClient(Mt5DataClient):
                 )
                 .drop(columns=["buy_i", "sell_i", "sign", "underlier_increase_ratio"])
             )
+        self.logger.info(
+            "Fetched positions with metrics for %s: %d rows",
+            symbol,
+            result.shape[0],
+        )
+        return result
 
     def calculate_new_position_margin_ratio(
         self,
@@ -525,7 +634,7 @@ class Mt5TradingClient(Mt5DataClient):
         """
         account_info = self.account_info_as_dict()
         if not account_info["equity"]:
-            return 0.0
+            result = 0.0
         else:
             positions_df = self.fetch_positions_with_metrics_as_df(symbol=symbol)
             current_signed_margin = (
@@ -550,6 +659,12 @@ class Mt5TradingClient(Mt5DataClient):
                 )
             else:
                 new_signed_margin = 0
-            return abs(
+            result = abs(
                 (new_signed_margin + current_signed_margin) / account_info["equity"]
             )
+        self.logger.info(
+            "Calculated new position margin ratio for %s: %s",
+            symbol,
+            result,
+        )
+        return result

{pdmt5-0.1.8.dist-info → pdmt5-0.2.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: pdmt5
-Version: 0.1.8
+Version: 0.2.0
 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>
@@ -53,14 +53,13 @@ Pandas-based data handler for MetaTrader 5
 
 ## Installation
 
-### From GitHub
+### Using pip
 
 ```bash
-git clone https://github.com/dceoy/pdmt5.git
-pip install -U --no-cache-dir ./pdmt5
+pip install -U pdmt5 MetaTrader5
 ```
 
-### Using uv (recommended for development)
+### Using uv
 
 ```bash
 git clone https://github.com/dceoy/pdmt5.git

{pdmt5-0.1.8.dist-info → pdmt5-0.2.0.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=GWznfYp2ndUwJqGBunxIJ9xwiQ-9oOwuUV8UaMcny1w,20655
+pdmt5/trading.py,sha256=TprWMtocw_eP5u4fVA6yflVk7Rd0-GL0kymM18YuiR4,25070
 pdmt5/utils.py,sha256=Ll5Q3OE5h1A_sZ_qVEnOPGniFlT6_MmHfuu0zqeLdeU,3913
-pdmt5-0.1.8.dist-info/METADATA,sha256=6wf-gKgkEt16UKITUBimrAsicdwtbN8z6mB0_Q0HgwE,16176
-pdmt5-0.1.8.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-pdmt5-0.1.8.dist-info/licenses/LICENSE,sha256=iABrdaUGOBWLYotFupB_PGe8arV5o7rVhn-_vK6P704,1073
-pdmt5-0.1.8.dist-info/RECORD,,
+pdmt5-0.2.0.dist-info/METADATA,sha256=DmVhjOtTOivrig_YhvbVzqvunGHNx9lZAG1Y6XLzAGI,16094
+pdmt5-0.2.0.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+pdmt5-0.2.0.dist-info/licenses/LICENSE,sha256=iABrdaUGOBWLYotFupB_PGe8arV5o7rVhn-_vK6P704,1073
+pdmt5-0.2.0.dist-info/RECORD,,