feat: MT5-Quant MCP server for backtesting and optimization
MCP server exposing MetaTrader 5 strategy development tools to AI assistants (Claude, Cursor, etc.) on macOS (CrossOver) and Linux (Wine). Tools: - run_backtest: full pipeline — compile EA, clean cache, backtest, parse HTML/XML report, analyze deals → metrics.json + analysis.json - run_optimization: background genetic optimization with nohup/disown, UTF-16LE .set file handling, OptMode reset - compile_ea: MQL5 compilation via MetaEditor with auto-detected include/ directory sync - get_backtest_status / get_optimization_status: job polling - verify_environment: Wine/MT5 path validation Analytics: - extract.py: MT5 HTML and SpreadsheetML XML report parser - analyze.py: deal-level analysis (drawdown events, grid depth, loss sequences, monthly P&L) → analysis.json - optimize_parser.py: optimization result parser with convergence analysis Platform support: - macOS CrossOver (GUI mode, no Xvfb needed) - Linux Wine + Xvfb (headless, CI/CD compatible) - Auto-detection of Wine executable and MT5 terminal paths
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# Python
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__pycache__/
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*.py[cod]
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*.egg-info/
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dist/
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build/
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.venv/
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venv/
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# Reports (generated, not tracked)
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reports/20*/
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reports/*_opt/
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# Job metadata
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.mt5mcp_jobs/
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# Config (contains local paths)
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config/mt5-quant.yaml
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config/baseline.json
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config/backtest_history.json
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# Claude Code (personal, not for repo)
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CLAUDE.md
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# macOS
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.DS_Store
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# Logs
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*.log
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/tmp/mt5opt_*
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