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
Vendored
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time,type,direction,volume,price,sl,tp,profit,balance,comment,order,magic,entry
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2025.01.10 09:00:00,buy,in,0.01,1900.00,1880.00,1920.00,0.0,10000.0,Layer #1,1001,12345,in
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2025.01.10 09:30:00,buy,out,0.01,1915.00,0.0,0.0,15.00,10015.0,Layer #1,1001,12345,out
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2025.01.15 10:00:00,sell,in,0.01,1910.00,1930.00,1890.00,0.0,10015.0,Layer #1,1002,12345,in
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2025.01.15 10:45:00,sell,out,0.01,1920.00,0.0,0.0,-10.00,10005.0,Layer #1,1002,12345,out
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2025.01.20 14:00:00,buy,in,0.02,1905.00,1880.00,1935.00,0.0,10005.0,Layer #2,1003,12345,in
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2025.01.21 09:00:00,buy,in,0.04,1895.00,1870.00,1925.00,0.0,10005.0,Layer #3,1004,12345,in
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2025.01.21 15:30:00,buy,out,0.06,1925.00,0.0,0.0,30.00,10035.0,Layer #3,1003,12345,out
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2025.02.05 10:00:00,sell,in,0.01,1930.00,1950.00,1910.00,0.0,10035.0,Layer #1,1005,12345,in
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2025.02.05 14:00:00,sell,out,0.01,1945.00,0.0,0.0,-15.00,10020.0,Layer #1,1005,12345,out
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2025.02.12 11:00:00,buy,in,0.01,1920.00,1900.00,1940.00,0.0,10020.0,Layer #1,1006,12345,in
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2025.02.12 16:00:00,buy,out,0.01,1938.00,0.0,0.0,18.00,10038.0,Layer #1,1006,12345,out
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2025.01.06 02:30:00,buy,in,0.01,1885.00,1865.00,1905.00,0.0,10038.0,Layer #1,2001,23456,in
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2025.01.06 03:15:00,buy,out,0.01,1898.00,0.0,0.0,12.00,10050.0,Layer #1 TP,2001,23456,out
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2025.01.07 20:00:00,sell,in,0.01,1910.00,1930.00,1890.00,0.0,10050.0,Layer #1,2002,23456,in
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2025.01.07 21:30:00,sell,out,0.01,1918.00,0.0,0.0,-8.00,10042.0,Layer #1 cutloss,2002,23456,out
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2025.01.08 09:30:00,buy,in,0.01,1892.00,1872.00,1912.00,0.0,10042.0,Layer #1,2003,23456,in
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2025.01.08 10:20:00,buy,out,0.01,1905.00,0.0,0.0,20.00,10062.0,Layer #1,2003,23456,out
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2025.01.13 08:00:00,sell,in,0.01,1925.00,1945.00,1905.00,0.0,10062.0,Layer #1,2004,23456,in
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2025.01.13 08:01:00,sell,in,0.02,1928.00,1948.00,1908.00,0.0,10062.0,Layer #2,2005,23456,in
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2025.01.13 08:02:00,sell,in,0.04,1931.00,1951.00,1911.00,0.0,10062.0,Layer #3,2006,23456,in
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2025.01.13 09:30:00,sell,out,0.07,1905.00,0.0,0.0,-45.00,10017.0,Layer #3 cutloss,2004,23456,out
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2025.01.16 15:00:00,buy,in,0.01,1900.00,1880.00,1920.00,0.0,10017.0,Layer #1,2007,23456,in
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2025.01.16 17:30:00,buy,out,0.01,1915.00,0.0,0.0,22.00,10039.0,Layer #1,2007,23456,out
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<html>
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<head><title>Strategy Tester Report</title></head>
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<body>
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<table>
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<tr><td>Net profit</td><td>1234.56</td></tr>
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<tr><td>Profit factor</td><td>1.25</td></tr>
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<tr><td>Maximal drawdown</td><td>500.00 (5.00%)</td></tr>
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<tr><td>Sharpe Ratio</td><td>0.75</td></tr>
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<tr><td>Total trades</td><td>150</td></tr>
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<tr><td>Recovery factor</td><td>2.50</td></tr>
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<tr><td>Profit trades (% of total)</td><td>90 (60.00%)</td></tr>
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<tr><td>Gross profit</td><td>2000.00</td></tr>
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<tr><td>Gross loss</td><td>-765.44</td></tr>
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</table>
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<table>
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<tr><td>Deal Time</td><td>Type</td><td>Direction</td><td>Volume</td><td>Price</td><td>S/L</td><td>T/P</td><td>Profit</td><td>Balance</td><td>Comment</td><td>Order</td><td>Magic</td><td>Entry</td></tr>
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<tr><td>2025.01.10 09:30:00</td><td>buy</td><td>out</td><td>0.01</td><td>1915.00</td><td>0</td><td>0</td><td>15.00</td><td>10015.00</td><td>Layer #1</td><td>1001</td><td>12345</td><td>out</td></tr>
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<tr><td>2025.01.15 10:45:00</td><td>sell</td><td>out</td><td>0.01</td><td>1920.00</td><td>0</td><td>0</td><td>-10.00</td><td>10005.00</td><td>Layer #1</td><td>1002</td><td>12345</td><td>out</td></tr>
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<tr><td>2025.01.21 15:30:00</td><td>buy</td><td>out</td><td>0.06</td><td>1925.00</td><td>0</td><td>0</td><td>30.00</td><td>10035.00</td><td>Layer #3</td><td>1003</td><td>12345</td><td>out</td></tr>
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<tr><td>2025.02.05 14:00:00</td><td>sell</td><td>out</td><td>0.01</td><td>1945.00</td><td>0</td><td>0</td><td>-15.00</td><td>10020.00</td><td>Layer #1</td><td>1005</td><td>12345</td><td>out</td></tr>
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<tr><td>2025.02.12 16:00:00</td><td>buy</td><td>out</td><td>0.01</td><td>1938.00</td><td>0</td><td>0</td><td>18.00</td><td>10038.00</td><td>Layer #1</td><td>1006</td><td>12345</td><td>out</td></tr>
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</table>
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</body>
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</html>
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Vendored
+88
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<?xml version="1.0" encoding="UTF-8"?>
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<Workbook xmlns="urn:schemas-microsoft-com:office:spreadsheet"
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xmlns:ss="urn:schemas-microsoft-com:office:spreadsheet">
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<Worksheet ss:Name="Report">
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<Table>
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<Row>
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<Cell><Data ss:Type="String">Net profit</Data></Cell>
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<Cell><Data ss:Type="Number">1234.56</Data></Cell>
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</Row>
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<Row>
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<Cell><Data ss:Type="String">Profit factor</Data></Cell>
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<Cell><Data ss:Type="Number">1.25</Data></Cell>
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</Row>
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<Row>
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<Cell><Data ss:Type="String">Sharpe Ratio</Data></Cell>
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<Cell><Data ss:Type="Number">0.75</Data></Cell>
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</Row>
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<Row>
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<Cell><Data ss:Type="String">Total trades</Data></Cell>
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<Cell><Data ss:Type="Number">150</Data></Cell>
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</Row>
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</Table>
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</Worksheet>
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<Worksheet ss:Name="Deals">
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<Table>
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<Row>
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<Cell><Data ss:Type="String">time</Data></Cell>
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<Cell><Data ss:Type="String">type</Data></Cell>
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<Cell><Data ss:Type="String">direction</Data></Cell>
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<Cell><Data ss:Type="String">volume</Data></Cell>
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<Cell><Data ss:Type="String">price</Data></Cell>
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<Cell><Data ss:Type="String">sl</Data></Cell>
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<Cell><Data ss:Type="String">tp</Data></Cell>
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<Cell><Data ss:Type="String">profit</Data></Cell>
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<Cell><Data ss:Type="String">balance</Data></Cell>
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<Cell><Data ss:Type="String">comment</Data></Cell>
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<Cell><Data ss:Type="String">order</Data></Cell>
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<Cell><Data ss:Type="String">magic</Data></Cell>
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<Cell><Data ss:Type="String">entry</Data></Cell>
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</Row>
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<Row>
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<Cell><Data ss:Type="String">2025.01.10 09:30:00</Data></Cell>
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<Cell><Data ss:Type="String">buy</Data></Cell>
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<Cell><Data ss:Type="String">out</Data></Cell>
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<Cell><Data ss:Type="Number">0.01</Data></Cell>
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<Cell><Data ss:Type="Number">1915.00</Data></Cell>
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<Cell><Data ss:Type="Number">0</Data></Cell>
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<Cell><Data ss:Type="Number">0</Data></Cell>
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<Cell><Data ss:Type="Number">15.00</Data></Cell>
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<Cell><Data ss:Type="Number">10015.00</Data></Cell>
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<Cell><Data ss:Type="String">Layer #1</Data></Cell>
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<Cell><Data ss:Type="Number">1001</Data></Cell>
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<Cell><Data ss:Type="Number">12345</Data></Cell>
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<Cell><Data ss:Type="String">out</Data></Cell>
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</Row>
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<Row>
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<Cell><Data ss:Type="String">2025.01.15 10:45:00</Data></Cell>
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<Cell><Data ss:Type="String">sell</Data></Cell>
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<Cell><Data ss:Type="String">out</Data></Cell>
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<Cell><Data ss:Type="Number">0.01</Data></Cell>
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<Cell><Data ss:Type="Number">1920.00</Data></Cell>
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<Cell><Data ss:Type="Number">0</Data></Cell>
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<Cell><Data ss:Type="Number">0</Data></Cell>
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<Cell><Data ss:Type="Number">-10.00</Data></Cell>
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<Cell><Data ss:Type="Number">10005.00</Data></Cell>
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<Cell><Data ss:Type="String">Layer #1</Data></Cell>
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<Cell><Data ss:Type="Number">1002</Data></Cell>
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<Cell><Data ss:Type="Number">12345</Data></Cell>
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<Cell><Data ss:Type="String">out</Data></Cell>
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</Row>
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<Row>
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<Cell><Data ss:Type="String">2025.02.05 14:00:00</Data></Cell>
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<Cell><Data ss:Type="String">sell</Data></Cell>
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<Cell><Data ss:Type="String">out</Data></Cell>
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<Cell><Data ss:Type="Number">0.01</Data></Cell>
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<Cell><Data ss:Type="Number">1945.00</Data></Cell>
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<Cell><Data ss:Type="Number">0</Data></Cell>
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<Cell><Data ss:Type="Number">0</Data></Cell>
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<Cell><Data ss:Type="Number">-15.00</Data></Cell>
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<Cell><Data ss:Type="Number">10020.00</Data></Cell>
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<Cell><Data ss:Type="String">Layer #1</Data></Cell>
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<Cell><Data ss:Type="Number">1005</Data></Cell>
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<Cell><Data ss:Type="Number">12345</Data></Cell>
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<Cell><Data ss:Type="String">out</Data></Cell>
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</Row>
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</Table>
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</Worksheet>
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</Workbook>
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