fix: keep reversal deals (DEAL_ENTRY_INOUT=2) in closed_deals - #19
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The hand-vendored DEAL_ENTRY_INOUT was 3, which is actually DEAL_ENTRY_OUT_BY in the official MetaTrader5 enum (IN=0, OUT=1, INOUT=2, OUT_BY=3). fetch_closed_deals therefore dropped reversal deals (entry=2) entirely — their realised P&L landed in neither closed_deals nor cash_flows, undercounting P&L whenever an EA reversed a position in a single order. Close-by deals were kept, but under the wrong name. Correct the constants, add DEAL_ENTRY_OUT_BY, and widen the closed-deal filter to OUT/INOUT/OUT_BY. Snapshot schema is unaffected (entry is stored as a raw int). Verified against the MetaTrader5 5.0.5735 wheel's constant definitions. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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Summary
The hand-vendored
DEAL_ENTRY_INOUTconstant was3, which is actuallyDEAL_ENTRY_OUT_BYin the official MetaTrader5 enum (IN=0, OUT=1, INOUT=2, OUT_BY=3— verified against theMetaTrader55.0.5735 wheel's constant definitions).Consequence:
fetch_closed_dealssilently dropped reversal deals (entry=2). A reversal closes the old position and opens the opposite one in a single deal, and that deal'sprofitfield carries the closed leg's realised P&L — so the snapshot undercounted P&L whenever an EA reversed a position in one order. Close-by deals (entry=3) were kept, just under the wrong name.Changes
DEAL_ENTRY_INOUTto 2 and addDEAL_ENTRY_OUT_BY = 3insources/base.py.OUT/INOUT/OUT_BYinsources/mt5.py.test_fetch_closed_deals_keeps_reversal_and_close_by_deals(written first, failed with[2] == [1, 2]before the fix).Snapshot schema is unaffected —
entryis stored as a raw int, so no version bump.Test plan
ruff checkandmypyclean🤖 Generated with Claude Code