chore: add .ocx, .opencode, and AGENTS.md to gitignore
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Devid HW
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@@ -19,9 +19,12 @@ 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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# Agent configs (personal LLM instructions)
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CLAUDE.md
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.claude/
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.ocx
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.opencode
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AGENTS.md
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# Windsurf (local workflows, not for repo)
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.windsurf/
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@@ -0,0 +1,245 @@
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# AGENTS.md — Developer instructions for MT5-Quant
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## Project Overview
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Open-source MCP server for MetaTrader 5 backtesting, optimization, and analytics — written entirely in Rust. Exposes 89 stdio MCP tools for compiling MQL5 EAs, running backtests via Wine, extracting deal-level data, organizing reports in SQLite, and performing 19 dimensions of analysis.
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Target users: MQL developers on macOS (CrossOver or native MetaTrader5.app) and Linux (Wine/Xvfb).
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## Repository Layout
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```
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MT5-Quant/
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├── src/
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│ ├── main.rs # CLI entry + stdio MCP transport
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│ ├── mcp_server.rs # McpServer struct, tool dispatch, init/notification
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│ ├── mt5.rs # Wine/MT5 executable launchers
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│ ├── models/
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│ │ ├── mod.rs
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│ │ ├── config.rs # Config, CurrentAccount, wine detection, .set helpers
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│ │ ├── deals.rs # Deal, PositionPair, DrawdownEvent
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│ │ ├── metrics.rs # BacktestMetrics parsing (HTML + XML formats)
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│ │ └── report.rs # ReportEntry, PipelineMetadata, BacktestJob, status
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│ ├── analytics/
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│ │ ├── mod.rs
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│ │ ├── extract.rs # HTML/XML report → Deal[] + metrics
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│ │ └── analyze.rs # DealAnalyzer: 19+ analysis methods
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│ ├── compile/
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│ │ ├── mod.rs
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│ │ └── mql_compiler.rs # MetaEditor compiler via Wine
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│ ├── pipeline/
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│ │ ├── mod.rs
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│ │ ├── backtest.rs # 5-stage pipeline: COMPILE→CLEAN→BACKTEST→EXTRACT→ANALYZE
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│ │ └── stages.rs # PipelineStage enum
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│ ├── optimization/
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│ │ ├── mod.rs
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│ │ ├── optimizer.rs # Background optimization launcher
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│ │ └── parser.rs # Optimization result XML → best params
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│ ├── storage/
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│ │ ├── mod.rs
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│ │ └── database.rs # ReportDb: reports + deals SQLite tables, queries
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│ ├── utils/ # (new) shared utilities — growing directory
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│ └── tools/
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│ ├── mod.rs # MCP definitions aggregation
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│ ├── definitions/ # Tool schemas (JSON Schema) — 11 modules, 90 tools
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│ │ ├── mod.rs # exports: all_tools(), system_tools, etc.
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│ │ ├── analytics.rs # 19 analysis tools + compare_baseline
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│ │ ├── backtest.rs # 7 backtest tools
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│ │ ├── baseline.rs # 1 baseline tool
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│ │ ├── experts.rs # 9 EA/indicator/script tools
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│ │ ├── optimization.rs # 4 optimization tools
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│ │ ├── reports.rs # 20 report management tools
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│ │ ├── setfiles.rs # 8 .set file tools
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│ │ ├── system.rs # 6 system/health tools + version update
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│ │ ├── update.rs # update tool definition
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│ │ └── utility.rs # 10 pre-flight/compat tools
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│ └── handlers/ # Tool dispatch functions — 11 modules
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│ ├── mod.rs # ToolHandler struct, dispatch table (89+ cases)
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│ ├── analysis.rs # analytics/analyze dispatch
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│ ├── backtest.rs # pipeline/backtest dispatch
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│ ├── experts.rs # wine + WalkDir helpers: scan_mql_dir, copy_mql_to_project
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│ ├── optimization.rs # optimizer dispatch
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│ ├── reports.rs # ReportDb + ReportEntry dispatch
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│ ├── setfiles.rs # UTF-16LE .set read/write/patch helpers
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│ ├── system.rs # healthcheck, version update
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│ ├── utility.rs # pre-flight, diagnostics, init_project helpers
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│ └── update.rs # update tool handler
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├── scripts/
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│ ├── setup.sh # Auto-detect Wine/MT5, write config (1271 lines)
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│ ├── platform_detect.sh # Wine path + headless detection
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│ ├── build-rust.sh # cargo build --release (25 lines)
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│ ├── release.sh # Version bump + changelog + tag + push (238 lines)
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│ └── optimize.sh # Legacy optimization driver (pending full Rust migration)
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├── analytics/ # Legacy Python (reference only — do not modify)
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├── config/
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│ ├── mt5-quant.example.yaml # Template user copies to mt5-quant.yaml
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│ └── mt5-quant.yaml # Generated config (gitignored)
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├── tests/
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│ ├── test_mcp.py # End-to-end MCP tests (stdio-driven)
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│ ├── integration_test.sh # Shell-based integration tests
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│ └── fixtures/ # Sample reports + CSVs for testing
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├── server.json # MCP registry manifest (tracked)
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├── Cargo.toml # version = 1.32.4
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└── CHANGELOG.md
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```
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## Key Design Constraints
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- **Headless/GUI**: `platform_detect.sh` auto-selects. macOS CrossOver = GUI (CrossOver abstracts display). Linux without `$DISPLAY` = Xvfb. Controlled by `display.mode` in config (`auto` | `gui` | `headless`).
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- **Single MT5 instance**: Never run two backtests in parallel on the same Wine prefix.
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- **Model 0 only for optimization**: Model 1 overfits martingale/grid EAs — intra-bar movement not simulated. Use `model=0` (every tick).
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- **UTF-16LE .set files**: MT5 strips `||Y` flags from UTF-8. All `.set` writes use UTF-16LE + `chmod 444`. See `setfiles.rs` helpers.
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- **OptMode reset**: After any optimization, `terminal.ini` gets `OptMode=-1`. Must reset to `0` before next backtest (handled in `backtest.rs` cleanup stage).
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- **Report format detection**: MT5 Build 48+ writes SpreadsheetML XML (`.htm.xml`), not HTML. Both formats handled in `extract.rs` — always check for the XML variant first.
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- **EA-agnostic**: Never hardcode magic numbers, strategy names, or assume specific EA behavior. All code must work with any MQL5 EA.
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## Architecture
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1. **CLI (`main.rs`)** — parses CLi args (`--stdio`, `--port`, `--test-launch`), initializes `McpServer`, runs stdio or TCP transport loop, handles JSON-RPC requests.
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2. **McpServer (`mcp_server.rs`)** — wraps `ToolHandler` with `Arc<Mutex>`, handles `initialize`/`notifications`/`tool/error` method routing. Auto-verifies Wine/MT5 on first call.
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3. **ToolHandler (`tools/handlers/mod.rs`)** — dispatch table mapping 89 tool names to handler functions. Each handler module is self-contained.
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4. **Definitions (`tools/definitions/`)** — JSON Schema objects for tool input/output. Never executes logic.
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5. **Analytics (`analytics/`)** — two core structs:
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- `ReportExtractor` — reads HTML/XML report + tester log → `Vec<Deal>` + `BacktestMetrics`
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- `DealAnalyzer` — takes `Vec<Deal>` → 19 analysis methods (monthly PnL, drawdown events, streaks, etc.)
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6. **Pipeline (`pipeline/backtest.rs`)** — `BacktestPipeline` struct with 5 stages:
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- `COMPILE` — `MqlCompiler::compile()` via MetaEditor
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- `CLEAN` — clean cache, reset OptMode
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- `BACKTEST` — launch MT5 tester via Wine, poll status
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- `EXTRACT` — parse HTML/XML → deals + metrics
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- `ANALYZE` — run all analytics, write to SQLite
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7. **Storage (`storage/database.rs`)** — `ReportDb` with two tables:
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- `reports` — metrics, set file paths, verdict, tags, notes
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- `deals` — individual deal rows, keyed by `report_id`
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- `CREATE TABLE IF NOT EXISTS` in `init()` — idempotent on startup
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## Building
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```bash
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bash scripts/build-rust.sh
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# or
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cargo build --release
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```
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Binary: `target/release/mt5-quant`
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## Testing
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- **Unit/integration:** `cargo test`
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- **End-to-end MCP:** `python3 tests/test_mcp.py` — drives the MCP server over stdio (full backtest + all analytics)
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- **Analytics only:** No MT5/Wine needed; loads deals from SQLite DB via `db.get_deals(report_id)`
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- **Symbol note:** Testing account uses `XAUUSDc` (broker suffix required), not `XAUUSD`
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## Configuration
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Users copy `config/mt5-quant.example.yaml` → `config/mt5-quant.yaml` (gitignored).
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Run `bash scripts/setup.sh` to auto-detect Wine, MT5 paths, architecture, and write config.
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Minimum config:
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```yaml
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wine_executable: "/path/to/wine64"
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terminal_dir: "/path/to/MetaTrader 5"
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```
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Optional:
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```yaml
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defaults:
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symbol: "XAUUSD.cent"
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timeframe: "M5"
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deposit: 10000
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display:
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mode: auto # auto | gui | headless
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reports_dir: "./reports"
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experts_dir: "~/.../MQL5/Experts"
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```
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## Developing New Tools
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Each new tool follows a 4-file pattern:
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1. **Schema** — Add tool input/output to `tools/definitions/{domain}.rs` via `Tool::new(name) {...}` with `Input::schema` and `Output::schema`.
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2. **Export** — Add to `tools/definitions/mod.rs`:
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- Include in `all_tools()` array
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- Add to domain exports if creating new domain
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3. **Handler** — Add function in `tools/handlers/{domain}.rs`:
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```rust
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pub async fn handle_tool_name(config: &Config, args: &Value) -> Result<Value> {
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let required = required_str(args, "param_name")?;
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ok_response(json! { "result": "..." })
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}
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```
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4. **Dispatch** — Add case in `handlers/mod.rs` match arm under `ToolHandler::handle()`.
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### Handler Helper Functions (use instead of inline logic)
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| Helper | Purpose |
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|--------|---------|
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| `required_str(args, key)` | Extract required `&str` or return error |
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| `ok_response(data)` / `err_response(msg)` | Wrap in MCP content envelope |
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| `resolve_report(args)` | → `(deals, metrics, report_dir)` — `report_id > report_dir > latest` |
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| `prepare_analysis(args)` | → `(deals, metrics, analyzer, report_dir)` — wraps resolve_report |
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| `scan_mql_dir(dir, filter, type_label)` | WalkDir with optional filter for list/search |
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| `copy_mql_to_project(config, args, fallback)` | Shared copy logic for indicator/script |
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Extend helpers when adding new handlers.
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## Commit Style
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Conventional commits: `feat:`, `fix:`, `docs:`, `refactor:`, `test:`, `release:`
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Keep commits focused — one logical change per commit.
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## Release Process
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```bash
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bash scripts/release.sh <patch|minor|major|X.Y.Z> [--yes]
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```
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Script handles:
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1. Bump `Cargo.toml` + `Cargo.lock` version
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2. Update `server.json` (version + SHA256 placeholder)
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3. Generate CHANGELOG entry from git log
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4. `cargo check --quiet`
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5. Commit `release: vX.Y.Z`
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6. Tag `vX.Y.Z`
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7. Push — CI (`release.yml`) triggered:
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- Build macOS arm64 + Linux x64 binaries
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- Publish to crates.io
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- Create GitHub Release with artifacts
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- Build MCP package, compute SHA256
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- Update `server.json` SHA256, push
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- Publish to MCP Registry
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## Deal Storage
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- Deals stored in `deals` SQLite table, keyed by `report_id`. **No `deals.csv` written automatically.**
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- `db.insert_deals(report_id, &[Deal])` called in pipeline after extraction.
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- `db.get_deals(report_id)` loads deals for analytics. `db.get_by_report_dir(path)` resolves by filesystem path.
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- `export_deals_csv` tool writes CSV on demand.
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## DB Schema Evolution
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Add new tables/columns in `ReportDb::init()` using `CREATE TABLE IF NOT EXISTS` / `CREATE INDEX IF NOT EXISTS` — runs on every startup, is idempotent. No migration files needed.
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## Wine / MT5 Notes
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- Wine executable paths differ across platforms:
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- macOS MT5.app: `/Applications/MetaTrader 5.app/Contents/SharedSupport/wine/bin/wine64`
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- macOS CrossOver: `/Applications/CrossOver.app/Contents/SharedSupport/CrossOver/bin/wine64`
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- Linux: `/usr/bin/wine64` (or first `wine64` on PATH)
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- MT5 terminal_dir is auto-resolved from wine_executable path.
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- Apple Silicon: append `arch -x86_64` prefix for x86 Wine binaries (auto-detected).
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## Common Pitfalls
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- **M1/Memory issues**: Wine on Apple Silicon runs x86 via Rosetta 2. Watch memory pressure.
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- **Model mismatch**: Grid/martingale EAs need `model=0` (every tick). Model 1/2 will produce zero deals.
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- **Set file encoding**: Always use UTF-16LE with `chmod 444`. UTF-8 strips `||Y` flags.
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- **OptMode=-1**: Must clear after optimization. Handled in pipeline cleanup stage.
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- **Report not found**: Check `<terminal_dir>/history/` for correct symbol name (broker suffix matters: `XAUUSDc` vs `XAUUSD`).
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- **Journal-only backtest**: `ShutdownTerminal=1` doesn't exit MT5 on Wine. Inactivity watchdog (in `launch_backtest`) handles this with `inactivity_kill_secs` param.
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