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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Devid HW
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"""Tests for analytics/extract.py — runs without MT5 or Wine."""
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import json
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import os
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import sys
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import tempfile
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from pathlib import Path
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import pytest
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FIXTURES = Path(__file__).parent / 'fixtures'
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sys.path.insert(0, str(Path(__file__).parent.parent))
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from analytics.extract import (
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detect_format, parse_html, parse_xml, write_outputs,
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_parse_metrics_html, _parse_deals_html,
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)
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def test_detect_format_html():
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assert detect_format(str(FIXTURES / 'sample_report.htm')) == 'html'
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def test_detect_format_xml():
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assert detect_format(str(FIXTURES / 'sample_report.htm.xml')) == 'xml'
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# HTML parsing is tested via internal functions to avoid the UTF-16 decode dance
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# (read_text tries UTF-16 first, which silently garbles plain UTF-8/ASCII files).
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# The fixture is used for format-detection only.
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HTML_TEXT = """<html><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>2025.02.05 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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</table>
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</body></html>"""
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@pytest.fixture
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def html_report_path(tmp_path):
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"""Write HTML fixture as UTF-16 LE with BOM so read_text() decodes it correctly."""
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p = tmp_path / 'report.htm'
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p.write_bytes(b'\xff\xfe' + HTML_TEXT.encode('utf-16-le'))
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return str(p)
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def test_parse_html_returns_metrics(html_report_path):
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metrics, _ = parse_html(html_report_path)
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assert isinstance(metrics, dict)
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assert 'net_profit' in metrics
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assert metrics['net_profit'] == pytest.approx(1234.56)
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assert metrics['total_trades'] == 150
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def test_parse_html_returns_deals(html_report_path):
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_, deals = parse_html(html_report_path)
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assert isinstance(deals, list)
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assert len(deals) >= 1
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deal = deals[0]
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assert 'profit' in deal
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assert 'balance' in deal
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def test_parse_metrics_html_directly():
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"""Test HTML metric extraction without encoding layer."""
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metrics = _parse_metrics_html(HTML_TEXT)
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assert metrics['net_profit'] == pytest.approx(1234.56)
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assert metrics['profit_factor'] == pytest.approx(1.25)
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assert metrics['max_dd_pct'] == pytest.approx(5.00)
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assert metrics['total_trades'] == 150
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def test_parse_deals_html_directly():
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"""Test HTML deal extraction without encoding layer."""
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deals = _parse_deals_html(HTML_TEXT)
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assert len(deals) == 2
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assert float(deals[0]['profit']) == pytest.approx(15.00)
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assert float(deals[1]['profit']) == pytest.approx(-15.00)
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def test_parse_xml_returns_metrics():
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metrics, deals = parse_xml(str(FIXTURES / 'sample_report.htm.xml'))
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assert isinstance(metrics, dict)
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assert 'net_profit' in metrics
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assert metrics['net_profit'] == pytest.approx(1234.56)
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assert metrics['total_trades'] == 150
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def test_parse_xml_returns_deals():
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metrics, deals = parse_xml(str(FIXTURES / 'sample_report.htm.xml'))
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assert isinstance(deals, list)
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assert len(deals) >= 1
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deal = deals[0]
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assert deal.get('profit') is not None
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def test_write_outputs_creates_files():
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metrics = {'net_profit': 100.0, 'total_trades': 5}
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deals = [
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{'time': '2025.01.10', 'type': 'buy', 'direction': 'out', 'volume': '0.01',
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'price': '1900', 'sl': '0', 'tp': '0', 'profit': '10.00',
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'balance': '10010', 'comment': '', 'order': '1', 'magic': '1', 'entry': 'out'},
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]
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with tempfile.TemporaryDirectory() as tmp:
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paths = write_outputs(metrics, deals, tmp)
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assert Path(paths['metrics']).exists()
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assert Path(paths['deals_csv']).exists()
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assert Path(paths['deals_json']).exists()
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# Verify metrics.json content
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with open(paths['metrics']) as f:
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saved = json.load(f)
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assert saved['net_profit'] == 100.0
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def test_parse_html_skips_balance_rows():
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"""Rows with type='balance' should be filtered out."""
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html = """
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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>balance</td><td></td><td>0</td><td>0</td><td>0</td><td>0</td><td>0</td><td>10000</td><td></td><td>0</td><td>0</td><td></td></tr>
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<tr><td>2025.01.10 10:00:00</td><td>buy</td><td>out</td><td>0.01</td><td>1910</td><td>0</td><td>0</td><td>5.00</td><td>10005</td><td>Layer #1</td><td>1</td><td>1</td><td>out</td></tr>
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</table>
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"""
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import tempfile, os
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with tempfile.NamedTemporaryFile(mode='w', suffix='.htm', delete=False) as f:
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f.write(html)
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path = f.name
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try:
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_, deals = parse_html(path)
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types = [d.get('type', '').lower() for d in deals]
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assert 'balance' not in types
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finally:
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os.unlink(path)
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