Complete migration to Rust implementation
- Migrate optimization from optimize.sh to src/optimization/ - Remove all Python files (analytics/, server/, hooks/, pyproject.toml) - Add optimization module: optimizer.rs, parser.rs, mod.rs - Implement all missing MCP tool handlers (35 total tools) - Add handle_patch_set_file handler - Clean up orphan files: .venv/, __pycache__, test files - Move test_rcp_server.sh to tests/integration_test.sh - Add Rust integration tests in tests/integration_tests.rs - Fix all compiler warnings with #[allow(dead_code)] - Update test fixtures and structure
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Devid HW
@@ -1,226 +0,0 @@
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#!/usr/bin/env bash
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# optimize.sh — Launch MT5 genetic optimization (always background + detached)
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#
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# Usage:
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# ./scripts/optimize.sh [options]
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#
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# Options:
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# --expert NAME EA name
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# --set FILE Optimization .set file (with ||Y flags)
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# --symbol SYMBOL Trading symbol
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# --from YYYY.MM.DD Start date
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# --to YYYY.MM.DD End date
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# --deposit AMOUNT Initial deposit
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# --model 0|1|2 Tick model (ALWAYS use 0 for grid/martingale EAs)
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# --log FILE Log file path (default: /tmp/mt5opt_TIMESTAMP.log)
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#
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# IMPORTANT: This script launches MT5 as a detached background process.
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# It returns immediately. Do NOT set a timeout on this script.
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# Monitor /tmp/mt5opt_*.log and wait for user signal before parsing results.
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set -euo pipefail
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SCRIPT_DIR="$(cd "$(dirname "${BASH_SOURCE[0]}")" && pwd)"
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ROOT_DIR="$(cd "${SCRIPT_DIR}/.." && pwd)"
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source "${SCRIPT_DIR}/platform_detect.sh"
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# ── Defaults ──────────────────────────────────────────────────────────────────
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DEFAULT_SYMBOL=$(_cfg "backtest_symbol" "XAUUSD")
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DEFAULT_DEPOSIT=$(_cfg "backtest_deposit" "10000")
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DEFAULT_CURRENCY=$(_cfg "backtest_currency" "USD")
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DEFAULT_LEVERAGE=$(_cfg "backtest_leverage" "500")
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EXPERT=""
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SET_FILE=""
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SYMBOL="$DEFAULT_SYMBOL"
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FROM_DATE=""
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TO_DATE=""
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DEPOSIT="$DEFAULT_DEPOSIT"
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CURRENCY="$DEFAULT_CURRENCY"
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LEVERAGE="$DEFAULT_LEVERAGE"
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MODEL=0 # ALWAYS 0 for optimization — see below
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LOG_FILE=""
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while [[ $# -gt 0 ]]; do
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case "$1" in
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--expert) EXPERT="$2"; shift 2 ;;
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--set) SET_FILE="$2"; shift 2 ;;
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--symbol) SYMBOL="$2"; shift 2 ;;
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--from) FROM_DATE="$2"; shift 2 ;;
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--to) TO_DATE="$2"; shift 2 ;;
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--deposit) DEPOSIT="$2"; shift 2 ;;
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--model)
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# Warn if user tries to use model != 0
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if [[ "$2" != "0" ]]; then
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echo "WARNING: --model $2 ignored. Optimization always uses model=0." >&2
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echo " Model 1/2 overfits martingale/grid EAs (intra-bar price not simulated)." >&2
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fi
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shift 2
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;;
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--log) LOG_FILE="$2"; shift 2 ;;
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*) echo "Unknown option: $1" >&2; exit 1 ;;
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esac
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done
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[[ -z "$EXPERT" ]] && { echo "ERROR: --expert is required" >&2; exit 1; }
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[[ -z "$SET_FILE" ]] && { echo "ERROR: --set is required" >&2; exit 1; }
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[[ -z "$FROM_DATE" ]] && { echo "ERROR: --from is required" >&2; exit 1; }
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[[ -z "$TO_DATE" ]] && { echo "ERROR: --to is required" >&2; exit 1; }
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[[ ! -f "$SET_FILE" ]] && { echo "ERROR: Set file not found: $SET_FILE" >&2; exit 1; }
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TIMESTAMP=$(date +%Y%m%d_%H%M%S)
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LOG_FILE="${LOG_FILE:-/tmp/mt5opt_${TIMESTAMP}.log}"
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JOB_ID="opt_${TIMESTAMP}"
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# ── Resolve platform ──────────────────────────────────────────────────────────
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resolve_platform
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# ── Write .set file as UTF-16LE with BOM (read-only) ─────────────────────────
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# MT5 REQUIREMENT: optimization .set files must be UTF-16LE with BOM.
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# If provided as UTF-8, MT5 strips the ||Y optimization flags silently —
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# every pass runs with the fixed base value and optimization is useless.
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python3 - << PYEOF
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import sys, os, shutil
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src = "${SET_FILE}"
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dst = "${MT5_TESTER_DIR}/${EXPERT}.set"
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os.makedirs("${MT5_TESTER_DIR}", exist_ok=True)
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with open(src, 'r', encoding='utf-8', errors='replace') as f:
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content = f.read()
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# Write UTF-16LE with BOM
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with open(dst, 'w', encoding='utf-16-le') as f:
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f.write('\ufeff') # BOM
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f.write(content)
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# Make read-only — prevents MT5 from overwriting ||Y flags during optimization
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os.chmod(dst, 0o444)
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print(f" .set → {dst} (UTF-16LE, read-only)")
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PYEOF
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# ── Reset OptMode in terminal.ini ─────────────────────────────────────────────
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# After any optimization run (complete or aborted), MT5 writes OptMode=-1.
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# On next launch, MT5 reads OptMode=-1 and exits immediately without running.
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# Must reset to 0 before every optimization launch.
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TERMINAL_INI="${MT5_DIR}/terminal.ini"
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if [[ -f "$TERMINAL_INI" ]]; then
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# Use Python for safe in-place edit (sed -i behaves differently on macOS vs Linux)
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python3 - << PYEOF
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import re
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ini_path = "${TERMINAL_INI}"
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with open(ini_path, 'r', errors='replace') as f:
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content = f.read()
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# Reset OptMode
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content = re.sub(r'OptMode=.*', 'OptMode=0', content)
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# Remove LastOptimization (causes MT5 to skip running)
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content = re.sub(r'LastOptimization=.*\n?', '', content)
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with open(ini_path, 'w') as f:
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f.write(content)
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print(f" terminal.ini: OptMode reset to 0")
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PYEOF
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fi
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# ── Build optimization INI ────────────────────────────────────────────────────
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WINE_PREFIX_DIR=$(dirname "$(dirname "$MT5_DIR")")
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cat > "${WINE_PREFIX_DIR}/drive_c/mt5mcp_backtest.ini" << INI
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[Tester]
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Expert=${EXPERT}
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Symbol=${SYMBOL}
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Period=M5
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Deposit=${DEPOSIT}
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Currency=${CURRENCY}
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Leverage=${LEVERAGE}
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Model=${MODEL}
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FromDate=${FROM_DATE}
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ToDate=${TO_DATE}
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Report=C:\\mt5mcp_opt_report
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Optimization=2
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ExpertParameters=${EXPERT}.set
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ShutdownTerminal=1
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INI
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cat > "${WINE_PREFIX_DIR}/drive_c/mt5mcp_run.bat" << 'EOF'
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@echo off
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"C:\Program Files\MetaTrader 5\terminal64.exe" /config:C:\mt5mcp_backtest.ini
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EOF
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# ── Count optimization combinations ──────────────────────────────────────────
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COMBINATIONS=$(python3 - << PYEOF
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import re, math
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with open("${SET_FILE}", 'r', errors='replace') as f:
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lines = f.readlines()
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total = 1
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for line in lines:
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line = line.strip()
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if line.startswith(';') or '=' not in line:
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continue
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# Format: param=value||start||step||stop||Y
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parts = line.split('||')
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if len(parts) >= 5 and parts[-1].strip().upper() == 'Y':
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try:
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start = float(parts[1])
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step = float(parts[2])
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stop = float(parts[3])
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count = max(1, int((stop - start) / step) + 1)
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total *= count
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except (ValueError, ZeroDivisionError):
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pass
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print(total)
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PYEOF
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)
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echo "━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━"
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echo " MT5-Quant Genetic Optimization"
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echo " Job ID: $JOB_ID"
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echo " Expert: $EXPERT"
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echo " Symbol: $SYMBOL Model: ${MODEL} (every tick)"
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echo " Period: $FROM_DATE → $TO_DATE"
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echo " Set file: $SET_FILE"
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echo " Combos: $COMBINATIONS (genetic — converges in ~300-500 passes)"
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echo " Log: $LOG_FILE"
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echo "━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━"
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# ── Launch detached ───────────────────────────────────────────────────────────
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# nohup: prevents SIGHUP when parent (Claude task, SSH session) exits
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# disown: removes from shell job table so shell exit doesn't kill it
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# Both are required for true detachment.
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nohup bash -c "${MT5_ARCH} '${MT5_WINE}' cmd.exe /c 'C:\\mt5mcp_run.bat' 2>/dev/null || true" \
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> "$LOG_FILE" 2>&1 &
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OPT_PID=$!
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disown $OPT_PID
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# Write job metadata
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JOBS_DIR="${ROOT_DIR}/.mt5mcp_jobs"
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mkdir -p "$JOBS_DIR"
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cat > "${JOBS_DIR}/${JOB_ID}.json" << JEOF
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{
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"job_id": "${JOB_ID}",
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"pid": ${OPT_PID},
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"expert": "${EXPERT}",
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"symbol": "${SYMBOL}",
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"from_date": "${FROM_DATE}",
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"to_date": "${TO_DATE}",
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"set_file": "${SET_FILE}",
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"combinations": ${COMBINATIONS},
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"log_file": "${LOG_FILE}",
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"wine_prefix": "${WINE_PREFIX_DIR}",
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"started_at": "$(date -u +%Y-%m-%dT%H:%M:%SZ)"
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}
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JEOF
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echo ""
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echo " Launched (pid: $OPT_PID)"
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echo " Optimization runs for 2-6 hours. Do NOT kill this process."
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echo " Signal when MT5 shows 'Optimization complete' and use:"
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echo " python3 analytics/optimize_parser.py --job $JOB_ID"
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echo "━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━"
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