c3a1461932
- simulation.py: price-series loader (Yahoo snapshot) + allocate_capital 50/20/30 with min-100 shares, bucket3 excludes bucket1, cash fallback - /api/v1/simulation POST: combines theme 60/40 score + Siamchart dividend + Yahoo price; labels output paper/backtest non-PIT (never validated) - mt5_bridge.py: MT5 order interface, dry-run default; live dispatch needs MT5_SEND_ORDERS=1 AND approval (Windows-only MetaTrader5) - 12 new tests (simulation/mt5/api); full suite 184 OK; live verified (1M -> buckets)
110 lines
3.4 KiB
Python
110 lines
3.4 KiB
Python
"""MT5 order bridge — interface only; LIVE dispatch is strictly gated off.
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The forward test shares the backtest engine and may *optionally* dispatch orders
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to MetaTrader 5. This module provides the bridge *interface* with a structural
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kill switch: no real order path exists in code unless BOTH of these hold:
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1. the environment flag MT5_ENABLE_ORDER=1, AND
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2. explicit per-run approval is passed.
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`MetaTrader5` is a Windows-only third-party module; it is imported lazily and
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guarded so the rest of the platform (and tests) run fine without it. On non-
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Windows (or when not installed) the bridge reports `unavailable` rather than
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failing the platform.
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"""
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from __future__ import annotations
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import os
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from dataclasses import dataclass
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from typing import Optional
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class MT5UnavailableError(Exception):
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"""Raised when MetaTrader5 is not available / connected."""
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@dataclass
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class MT5OrderRequest:
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symbol: str
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action: str # BUY / SELL
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lots: float
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price: Optional[float] = None
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sl: Optional[float] = None
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tp: Optional[float] = None
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@dataclass
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class MT5OrderResult:
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symbol: str
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ticket: int
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executed: bool
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dry_run: bool
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message: str = ""
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def _mt5():
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"""Return the MetaTrader5 module or None (Windows-only + installed)."""
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try:
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import MetaTrader5 as mt5 # type: ignore
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return mt5
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except ImportError:
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return None
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def is_available() -> bool:
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return _mt5() is not None
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def enabled() -> bool:
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"""Live dispatch is enabled only when MT5_SEND_ORDERS=1 is set explicitly."""
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return os.environ.get("MT5_SEND_ORDERS", "").strip() == "1"
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def place_order(req: MT5OrderRequest, approve: bool = False) -> MT5OrderResult:
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"""Place an order.
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- Without `enabled()` (flag) or explicit approval, this is a DRY-RUN: no
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order is sent; we return an order-shaped result with executed=False.
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- The caller (simulation forward mode) decides whether to actually call the
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live path; default is dry-run. This module never self-authorizes.
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"""
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if not (enabled() and approve):
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return MT5OrderResult(req.symbol, 0, False, dry_run=True,
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message="live dispatch gated: MT5_SEND_ORDERS=1 AND approval required")
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mt5 = _mt5()
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if mt5 is None:
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return MT5OrderResult(req.symbol, 0, False, dry_run=True,
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message="MetaTrader5 not available (Windows-only module)")
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if not mt5.initialize():
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raise MT5UnavailableError(mt5.last_error())
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symbol_info = mt5.symbol_info(req.symbol)
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if symbol_info is None:
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raise MT5UnavailableError(f"unknown symbol {req.symbol}")
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request = {
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"action": mt5.TRADE_ACTION_DEAL,
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"symbol": req.symbol,
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"volume": req.lots,
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"type": mt5.ORDER_TYPE_BUY if req.action == "BUY" else mt5.ORDER_TYPE_SELL,
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"price": req.price or symbol_info.ask if req.action == "BUY" else req.price or symbol_info.bid,
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"sl": req.sl,
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"tp": req.tp,
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"deviation": 20,
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"magic": 567890,
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"comment": "SET50 alternative-data sim",
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"type_time": mt5.ORDER_TIME_GTC,
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"type_filling": mt5.ORDER_FILLING_IOC,
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}
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result = mt5.order_send(request)
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return MT5OrderResult(
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req.symbol,
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ticket=result.order if result else 0,
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executed=bool(result and result.retcode == mt5.TRADE_RETCODE_DONE),
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dry_run=False,
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message=str(result),
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)
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