Initial commit: multi-symbol bot with backtest engine and RSI trend strategy

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

bot/mt5_client.py

@@ -0,0 +1,130 @@
+"""
+MT5 broker client.  Thin async wrapper around the synchronous MetaTrader5 API.
+All blocking calls run in the default executor so the event loop stays free.
+"""
+
+import asyncio
+import logging
+from typing import Optional
+
+import pandas as pd
+
+from . import config
+
+logger = logging.getLogger(__name__)
+
+try:
+    import MetaTrader5 as mt5
+    _MT5_AVAILABLE = True
+except ImportError:
+    _MT5_AVAILABLE = False
+    logger.warning("MetaTrader5 package not installed — MT5 client unavailable")
+
+ORDER_TYPE_BUY  = 0
+ORDER_TYPE_SELL = 1
+
+_TF_MAP = {
+    "M1": 1, "M5": 5, "M15": 15, "M30": 30,
+    "H1": 16385, "H4": 16388, "D1": 16408,
+}
+
+
+def _run(fn):
+    return asyncio.get_event_loop().run_in_executor(None, fn)
+
+
+def connect() -> bool:
+    if not _MT5_AVAILABLE:
+        logger.error("MetaTrader5 not installed")
+        return False
+    if not mt5.initialize(
+        login=config.MT5_LOGIN,
+        password=config.MT5_PASSWORD,
+        server=config.MT5_SERVER,
+    ):
+        logger.error("MT5 init failed: %s", mt5.last_error())
+        return False
+    info = mt5.terminal_info()
+    logger.info("MT5 connected: %s", info.name if info else "unknown")
+    return True
+
+
+def disconnect():
+    if _MT5_AVAILABLE:
+        mt5.shutdown()
+
+
+async def get_candles(symbol: str, timeframe: str, count: int) -> Optional[pd.DataFrame]:
+    if not _MT5_AVAILABLE:
+        return None
+    tf    = _TF_MAP[timeframe]
+    rates = await _run(lambda: mt5.copy_rates_from_pos(symbol, tf, 0, count))
+    if rates is None or len(rates) == 0:
+        return None
+    df           = pd.DataFrame(rates)
+    df["time"]   = pd.to_datetime(df["time"], unit="s")
+    df           = df.rename(columns={"tick_volume": "tick_volume"})
+    return df.set_index("time")
+
+
+async def get_tick(symbol: str) -> Optional[dict]:
+    if not _MT5_AVAILABLE:
+        return None
+    tick = await _run(lambda: mt5.symbol_info_tick(symbol))
+    return tick._asdict() if tick else None
+
+
+async def get_account_info() -> Optional[dict]:
+    if not _MT5_AVAILABLE:
+        return None
+    info = await _run(mt5.account_info)
+    return info._asdict() if info else None
+
+
+async def get_open_positions(magic: int = 234001) -> list[dict]:
+    if not _MT5_AVAILABLE:
+        return []
+    positions = await _run(lambda: mt5.positions_get())
+    if positions is None:
+        return []
+    return [p._asdict() for p in positions if p.magic == magic]
+
+
+async def get_symbol_info(symbol: str) -> Optional[dict]:
+    if not _MT5_AVAILABLE:
+        return None
+    info = await _run(lambda: mt5.symbol_info(symbol))
+    return info._asdict() if info else None
+
+
+async def place_order(
+    symbol: str,
+    order_type: int,
+    volume: float,
+    price: float,
+    sl: float,
+    tp: float,
+    comment: str = "",
+    magic: int   = 234001,
+) -> Optional[dict]:
+    if not _MT5_AVAILABLE:
+        return None
+    request = {
+        "action":      mt5.TRADE_ACTION_DEAL,
+        "symbol":      symbol,
+        "volume":      round(volume, 2),
+        "type":        order_type,
+        "price":       price,
+        "sl":          sl,
+        "tp":          tp,
+        "deviation":   20,
+        "magic":       magic,
+        "comment":     comment,
+        "type_time":   mt5.ORDER_TIME_GTC,
+        "type_filling": mt5.ORDER_FILLING_IOC,
+    }
+    result = await _run(lambda: mt5.order_send(request))
+    if result is None or result.retcode != mt5.TRADE_RETCODE_DONE:
+        logger.error("Order failed %s: %s", symbol, result)
+        return None
+    return result._asdict()