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
This commit is contained in:
Devid HW
Executable
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#!/usr/bin/env bash
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# mqlcompile.sh — Compile an MQL5 Expert Advisor via MetaEditor (Wine/CrossOver)
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#
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# Usage:
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# ./scripts/mqlcompile.sh <path/to/Expert.mq5>
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#
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# Output:
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# Compiled .ex5 written to MT5_EXPERTS_DIR
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# Exit 0 on success, 1 on compile errors
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set -euo pipefail
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SCRIPT_DIR="$(cd "$(dirname "${BASH_SOURCE[0]}")" && pwd)"
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source "${SCRIPT_DIR}/platform_detect.sh"
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# ── Args ──────────────────────────────────────────────────────────────────────
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SOURCE_FILE="${1:-}"
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if [[ -z "$SOURCE_FILE" ]]; then
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echo "Usage: $0 <path/to/Expert.mq5>" >&2
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exit 1
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fi
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if [[ ! -f "$SOURCE_FILE" ]]; then
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echo "ERROR: Source file not found: $SOURCE_FILE" >&2
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exit 1
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fi
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SOURCE_FILE="$(realpath "$SOURCE_FILE")"
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EXPERT_NAME="$(basename "$SOURCE_FILE" .mq5)"
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# ── Resolve platform ──────────────────────────────────────────────────────────
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resolve_platform
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METAEDITOR="${MT5_DIR}/metaeditor64.exe"
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if [[ ! -f "$METAEDITOR" ]]; then
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echo "ERROR: metaeditor64.exe not found at: $METAEDITOR" >&2
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exit 1
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fi
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# ── Copy source to MT5 Experts source dir ────────────────────────────────────
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# MetaEditor requires the source file to be inside the MT5 directory tree
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MT5_SRC_DIR="${MT5_DIR}/MQL5/Experts"
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mkdir -p "$MT5_SRC_DIR"
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cp "$SOURCE_FILE" "${MT5_SRC_DIR}/${EXPERT_NAME}.mq5"
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WINE_SRC_PATH="$(host_to_wine_path "${MT5_SRC_DIR}/${EXPERT_NAME}.mq5")"
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# ── Sync .mqh include files to MT5 Include dir ───────────────────────────────
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# Auto-detect include/ directory relative to source file. Searches up to 2
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# levels above the source file for an include/ sibling directory.
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# Layout supported:
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# <project>/experts/EA.mq5 + <project>/include/<subdir>/*.mqh
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# <project>/src/experts/EA.mq5 + <project>/src/include/<subdir>/*.mqh
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_find_include_dir() {
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local source_dir="$1"
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local candidate
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for candidate in "$source_dir" "$(dirname "$source_dir")" "$(dirname "$(dirname "$source_dir")")"; do
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if [[ -d "${candidate}/include" ]]; then
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echo "${candidate}/include"
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return 0
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fi
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done
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return 1
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}
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INCLUDE_BASE=""
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INCLUDE_BASE=$(_find_include_dir "$(dirname "$SOURCE_FILE")") || true
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if [[ -n "$INCLUDE_BASE" ]]; then
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synced_total=0
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# Sync each subdirectory under include/ → MQL5/Include/<subdir>/
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while IFS= read -r -d '' subdir; do
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dir_name="$(basename "$subdir")"
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mt5_dest="${MT5_DIR}/MQL5/Include/${dir_name}"
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rm -rf "$mt5_dest"
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cp -r "$subdir" "$mt5_dest"
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count=$(find "$mt5_dest" -name "*.mqh" | wc -l | tr -d ' ')
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echo "[compile] Synced ${count} .mqh → Include/${dir_name}/"
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synced_total=$((synced_total + count))
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done < <(find "$INCLUDE_BASE" -mindepth 1 -maxdepth 1 -type d -print0 2>/dev/null)
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# Also sync any .mqh files directly in include/ (flat layout)
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while IFS= read -r -d '' mqh; do
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cp "$mqh" "${MT5_DIR}/MQL5/Include/"
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synced_total=$((synced_total + 1))
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done < <(find "$INCLUDE_BASE" -maxdepth 1 -name "*.mqh" -print0 2>/dev/null)
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if [[ $synced_total -eq 0 ]]; then
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echo "[compile] INFO: include/ found but contains no .mqh files — skipping sync"
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else
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echo "[compile] Synced ${synced_total} .mqh file(s) total"
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fi
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else
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echo "[compile] INFO: No include/ directory found — skipping .mqh sync"
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fi
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# ── Set Wine prefix ───────────────────────────────────────────────────────────
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WINE_PREFIX_DIR=$(dirname "$(dirname "$(dirname "$MT5_DIR")")")
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export WINEPREFIX="$WINE_PREFIX_DIR"
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export WINEDEBUG="-all"
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# ── Run MetaEditor ────────────────────────────────────────────────────────────
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echo "[compile] Compiling ${EXPERT_NAME}.mq5 ..."
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LOG_FILE="$(mktemp /tmp/mqlcompile_XXXXXX.log)"
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set +e
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${MT5_ARCH} "${MT5_WINE}" "${METAEDITOR}" \
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/compile:"${WINE_SRC_PATH}" \
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/log:"${LOG_FILE}" \
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2>/dev/null
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WINE_EXIT=$?
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set -e
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# MetaEditor always exits 0 on macOS/Wine; check log for errors
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ERRORS=0
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WARNINGS=0
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if [[ -f "$LOG_FILE" ]]; then
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# Log may be UTF-16LE
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LOG_TEXT=$(iconv -f UTF-16LE -t UTF-8 "$LOG_FILE" 2>/dev/null || cat "$LOG_FILE")
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ERRORS=$(echo "$LOG_TEXT" | grep -cE "^.*error" || true)
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WARNINGS=$(echo "$LOG_TEXT" | grep -cE "^.*warning" || true)
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if [[ $ERRORS -gt 0 ]]; then
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echo "[compile] FAILED: $ERRORS error(s), $WARNINGS warning(s)"
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echo "$LOG_TEXT" | grep -E "error|warning" | head -20
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rm -f "$LOG_FILE"
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exit 1
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fi
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fi
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# ── Verify .ex5 was produced ──────────────────────────────────────────────────
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EX5_PATH="${MT5_SRC_DIR}/${EXPERT_NAME}.ex5"
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if [[ ! -f "$EX5_PATH" ]]; then
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echo "[compile] ERROR: .ex5 not produced. MetaEditor may have failed silently." >&2
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[[ -f "$LOG_FILE" ]] && cat "$LOG_FILE"
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exit 1
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fi
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BINARY_SIZE=$(stat -f%z "$EX5_PATH" 2>/dev/null || stat -c%s "$EX5_PATH")
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echo "[compile] OK: ${EXPERT_NAME}.ex5 (${BINARY_SIZE} bytes, ${WARNINGS} warning(s))"
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rm -f "$LOG_FILE"
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exit 0
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