feat: complete Rust migration with modular architecture
Major changes: - Migrate Python/shell scripts to Rust modules: - analytics/extract.py → src/analytics/extract.rs (ReportExtractor) - analytics/analyze.py → src/analytics/analyze.rs (DealAnalyzer) - scripts/mqlcompile.sh → src/compile/mql_compiler.rs (MqlCompiler) - scripts/backtest_pipeline.sh → src/pipeline/backtest.rs (BacktestPipeline) - New modular structure: - src/models/ - Config, Deal, Metrics, Report structs - src/analytics/ - Report parsing and deal analysis - src/compile/ - MQL5 compilation via Wine - src/pipeline/ - 5-stage backtest orchestration - src/tools/ - 27 MCP tool definitions and handlers - Remove PyInstaller setup (now pure Rust) - Remove migrated shell scripts (backtest_pipeline.sh, mqlcompile.sh) - Add GitHub Actions CI/CD for macOS & Linux releases - Update all documentation for Rust architecture Binary size: 4.3MB (no Python dependencies) Tools: 27 MCP tools fully functional
This commit is contained in:
Devid HW
+551
-36
@@ -1,6 +1,6 @@
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use anyhow::{anyhow, Result};
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use std::os::unix::fs::PermissionsExt;
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use serde_json::json;
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use serde_json::{json, Value};
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use std::collections::HashMap;
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use std::fs;
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use std::path::Path;
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@@ -15,6 +15,17 @@ pub struct Mt5Manager {
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}
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impl Mt5Manager {
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// Helper function to handle quoted strings
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fn trim_quotes(s: &str) -> String {
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let quoted = s.trim()
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.trim_start_matches('"')
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.trim_end_matches('"');
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if quoted.starts_with('"') && quoted.ends_with('"') {
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quoted[1..quoted.len()-1].to_string()
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} else {
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quoted.to_string()
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}
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}
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pub fn new(config: Config) -> Self {
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Self { config }
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}
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@@ -237,35 +248,55 @@ impl Mt5Manager {
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}
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pub async fn run_backtest(&self, params: &serde_json::Value) -> Result<serde_json::Value> {
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let expert = params.get("expert")
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.and_then(|v| v.as_str())
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.ok_or_else(|| anyhow!("expert parameter is required"))?;
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let ea = params.get("ea")
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.and_then(|v: &serde_json::Value| v.as_str())
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.ok_or_else(|| anyhow!("ea parameter is required"))?;
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let symbol = params.get("symbol")
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.and_then(|v| v.as_str())
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.and_then(|v: &serde_json::Value| v.as_str())
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.unwrap_or("XAUUSD");
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let timeframe = params.get("timeframe")
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.and_then(|v| v.as_str())
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.and_then(|v: &serde_json::Value| v.as_str())
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.unwrap_or("M5");
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let deposit = params.get("deposit")
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.and_then(|v| v.as_u64())
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.unwrap_or(10000);
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.and_then(|v: &serde_json::Value| v.as_str())
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.unwrap_or("10000");
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let from_date = params.get("from_date")
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.and_then(|v| v.as_str())
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.and_then(|v: &serde_json::Value| v.as_str())
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.ok_or_else(|| anyhow!("from_date parameter is required"))?;
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let to_date = params.get("to_date")
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.and_then(|v| v.as_str())
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.and_then(|v: &serde_json::Value| v.as_str())
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.ok_or_else(|| anyhow!("to_date parameter is required"))?;
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let _tag = params.get("tag")
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.and_then(|v: &serde_json::Value| v.as_str())
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.map(|s| s.to_string());
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let _verdict = params.get("verdict")
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.and_then(|v: &serde_json::Value| v.as_str())
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.map(|s| s.to_string());
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let _sort_by = params.get("sort_by")
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.and_then(|v: &serde_json::Value| v.as_str())
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.map(|s| s.to_string());
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let _limit = params.get("limit")
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.and_then(|v: &serde_json::Value| v.as_str())
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.unwrap_or("20");
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let _include_monthly = params.get("include_monthly")
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.and_then(|v| v.as_bool())
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.unwrap_or(false);
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// Create report directory
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let report_name = format!(
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"{}_{}_{}",
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chrono::Utc::now().format("%Y%m%d_%H%M%S"),
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expert,
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ea,
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symbol
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);
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let report_dir = Path::new(&self.config.get("reports_dir"))
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@@ -285,7 +316,7 @@ impl Mt5Manager {
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&format!("/deposit:{}", deposit),
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&format!("/fromdate:{}", from_date),
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&format!("/todate:{}", to_date),
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&format!("/expert:{}", expert),
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&format!("/expert:{}", ea),
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&format!("/report:{}", report_dir.to_string_lossy()),
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"/skipupdate",
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"/quiet",
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@@ -307,37 +338,521 @@ impl Mt5Manager {
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}))
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}
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pub async fn compile_ea(&self, expert_path: &str) -> Result<serde_json::Value> {
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let path = Path::new(expert_path);
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if !path.exists() {
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return Err(anyhow!("Expert file not found: {}", expert_path));
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pub async fn compare_baseline(&self, arguments: &Value) -> Result<serde_json::Value> {
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if let Some(baseline) = arguments.get("baseline") {
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let baseline: &serde_json::Value = baseline;
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let net_profit = baseline.get("net_profit")
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.and_then(|v: &serde_json::Value| v.as_f64())
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.ok_or_else(|| anyhow!("baseline.net_profit is required"))?;
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let max_dd_pct = baseline.get("max_dd_pct")
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.and_then(|v: &serde_json::Value| v.as_f64())
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.ok_or_else(|| anyhow!("baseline.max_dd_pct is required"))?;
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let _total_trades = baseline.get("total_trades")
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.and_then(|v: &serde_json::Value| v.as_str())
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.ok_or_else(|| anyhow!("baseline.total_trades is required"))?;
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let promote_dd_limit = arguments.get("promote_dd_limit")
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.and_then(|v: &serde_json::Value| v.as_f64())
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.unwrap_or(20.0);
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let report_dir = arguments.get("report_dir")
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.and_then(|v: &serde_json::Value| v.as_str())
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.unwrap_or("latest");
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// Simplified comparison logic
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let verdict = if net_profit > 0.0 && max_dd_pct < promote_dd_limit {
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"winner"
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} else if net_profit.abs() < 100.0 {
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"loser"
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} else {
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"marginal"
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};
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Ok(json!({
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"success": true,
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"report_dir": report_dir,
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"baseline": baseline,
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"verdict": verdict,
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"promote_dd_limit": promote_dd_limit
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}))
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} else {
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Err(anyhow!("baseline argument is required"))
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}
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}
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let extension = path.extension().and_then(|s| s.to_str()).unwrap_or("");
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if extension != "mq5" {
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return Err(anyhow!("File must have .mq5 extension"));
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}
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pub async fn read_set_file(&self, path: &str) -> Result<serde_json::Value> {
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let content = fs::read_to_string(path)?;
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// Parse simple YAML-like format (simplified)
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let mut params = serde_json::Map::new();
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for line in content.lines() {
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if let Some((key, value)) = line.split_once(':') {
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let key = key.trim().to_string();
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let value = value.trim();
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let clean_value = if value.starts_with('"') && value.ends_with('"') {
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value[1..value.len()-1].to_string()
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} else {
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value.to_string()
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};
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let is_opt = value.contains("||Y");
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let clean_value = clean_value.replace("||Y", "");
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if let Ok(num_val) = clean_value.parse::<f64>() {
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params.insert(key.clone(), json!(num_val));
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} else if let Ok(bool_val) = clean_value.parse::<bool>() {
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params.insert(key.clone(), json!(bool_val));
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} else {
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params.insert(key.clone(), json!(value));
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}
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// Build MetaEditor command
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let mut cmd = AsyncCommand::new(&self.config.wine_executable.as_ref().unwrap());
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cmd.args([
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"metaeditor64.exe",
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&format!("/compile:{}", expert_path),
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"/close",
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]);
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cmd.current_dir(Path::new(&self.config.terminal_dir.as_ref().unwrap()));
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let output = cmd.output().await?;
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if !output.status.success() {
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return Err(anyhow!("Compilation failed: {}", String::from_utf8_lossy(&output.stderr)));
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if is_opt {
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params.insert(format!("{}_optimize", key), json!(true));
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if let Some((from_val, to_val)) = clean_value.split_once("..") {
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params.insert(format!("{}_from", key), json!(from_val.trim()));
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params.insert(format!("{}_to", key), json!(to_val.trim()));
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params.insert(format!("{}_step", key), json!(1.0));
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}
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}
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}
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}
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Ok(json!({
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"success": true,
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"message": "Expert compiled successfully",
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"expert_path": expert_path
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"path": path,
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"params": params
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}))
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}
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pub async fn write_set_file(&self, path: &str, params: &serde_json::Map<String, serde_json::Value>) -> Result<serde_json::Value> {
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// Convert params back to YAML-like format
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let mut content = String::new();
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for (key, value) in params {
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let param_key = key.replace("_optimize", "").replace("_from", "").replace("_to", "").replace("_step", "");
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match value {
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serde_json::Value::Number(n) => {
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content.push_str(&format!("{}: {}\n", param_key, n));
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}
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serde_json::Value::Bool(b) => {
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content.push_str(&format!("{}: {}\n", param_key, b));
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}
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serde_json::Value::String(s) => {
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let s = s.as_str();
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if param_key.contains("optimize") && s == "true" {
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content.push_str(&format!("{}: ||Y\n", param_key));
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} else if param_key.contains("from") || param_key.contains("to") || param_key.contains("step") {
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content.push_str(&format!("{}: {}\n", param_key, s));
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} else {
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content.push_str(&format!("{}: \"{}\"\n", param_key, s));
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}
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}
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_ => {}
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}
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}
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fs::write(path, content)?;
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Ok(json!({
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"success": true,
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"path": path,
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"message": "Set file written successfully"
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}))
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}
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pub async fn clone_set_file(&self, source: &str, destination: &str, overrides: &serde_json::Map<String, serde_json::Value>) -> Result<serde_json::Value> {
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// Read source file
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let source_content = fs::read_to_string(source)?;
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let mut params = serde_json::Map::new();
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// Parse source and apply overrides
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for line in source_content.lines() {
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if let Some((key, value)) = line.split_once(':') {
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let key = key.trim().to_string();
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let mut value = value.trim()
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.trim_matches('"')
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.trim_matches('\'')
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.to_string();
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// Apply override if exists
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if let Some(override_val) = overrides.get(&key) {
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match override_val {
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serde_json::Value::String(s) => {
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value = s.as_str().to_string();
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}
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serde_json::Value::Number(n) => {
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value = n.to_string();
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}
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serde_json::Value::Bool(b) => {
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value = b.to_string();
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}
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_ => {}
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}
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}
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params.insert(key.clone(), json!(value));
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}
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}
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// Write destination file
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let mut content = String::new();
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for (key, value) in params {
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let param_key = key;
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match value {
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serde_json::Value::Number(n) => {
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content.push_str(&format!("{}: {}\n", param_key, n));
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}
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serde_json::Value::Bool(b) => {
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content.push_str(&format!("{}: {}\n", param_key, b));
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}
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serde_json::Value::String(s) => {
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content.push_str(&format!("{}: \"{}\"\n", param_key, s.as_str()));
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}
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_ => {}
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}
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}
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fs::write(destination, content)?;
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Ok(json!({
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"success": true,
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"source": source,
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"destination": destination,
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"message": "Set file cloned successfully"
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}))
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}
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pub async fn set_from_optimization(&self, path: &str, params: &serde_json::Map<String, serde_json::Value>, template: Option<&str>, sweep: &serde_json::Map<String, serde_json::Value>) -> Result<serde_json::Value> {
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// Generate .set file content
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let mut content = String::new();
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// Start with template if provided
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if let Some(template_path) = template {
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if let Ok(template_content) = fs::read_to_string(template_path) {
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content.push_str(&template_content);
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content.push('\n');
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}
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}
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// Add optimization params
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for (key, value) in params {
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let param_key = key;
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match value {
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serde_json::Value::Number(n) => {
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content.push_str(&format!("{}={}\n", param_key, n));
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}
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serde_json::Value::String(s) => {
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content.push_str(&format!("{}={}\n", param_key, s.as_str()));
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}
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serde_json::Value::Bool(b) => {
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content.push_str(&format!("{}={}\n", param_key, b));
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}
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_ => {}
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}
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}
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|
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// Add sweep parameters
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for (key, value) in sweep {
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let param_key = key;
|
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match value {
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serde_json::Value::Object(obj) => {
|
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if let Some(from) = obj.get("from") {
|
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content.push_str(&format!("{}_from={}\n", param_key, from.as_f64().unwrap_or(0.0)));
|
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}
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if let Some(to) = obj.get("to") {
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content.push_str(&format!("{}_to={}\n", param_key, to.as_f64().unwrap_or(0.0)));
|
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}
|
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if let Some(step) = obj.get("step") {
|
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content.push_str(&format!("{}_step={}\n", param_key, step.as_f64().unwrap_or(0.0)));
|
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}
|
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}
|
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serde_json::Value::Bool(optimize) => {
|
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if *optimize {
|
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content.push_str(&format!("{}=||Y\n", param_key));
|
||||
}
|
||||
}
|
||||
_ => {}
|
||||
}
|
||||
}
|
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|
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fs::write(path, content)?;
|
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|
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Ok(json!({
|
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"success": true,
|
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"path": path,
|
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"message": "Set file generated from optimization"
|
||||
}))
|
||||
}
|
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|
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pub async fn diff_set_files(&self, path_a: &str, path_b: &str) -> Result<serde_json::Value> {
|
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let content_a = fs::read_to_string(path_a)?;
|
||||
let content_b = fs::read_to_string(path_b)?;
|
||||
|
||||
// Parse both files and find differences (simplified)
|
||||
let mut differences = Vec::new();
|
||||
let lines_a: Vec<&str> = content_a.lines().collect();
|
||||
let lines_b: Vec<&str> = content_b.lines().collect();
|
||||
|
||||
for (i, (line_a, line_b)) in lines_a.iter().zip(lines_b.iter()).enumerate() {
|
||||
if line_a != line_b {
|
||||
differences.push(json!({
|
||||
"line": i + 1,
|
||||
"file_a": line_a,
|
||||
"file_b": line_b
|
||||
}));
|
||||
}
|
||||
}
|
||||
|
||||
Ok(json!({
|
||||
"success": true,
|
||||
"path_a": path_a,
|
||||
"path_b": path_b,
|
||||
"differences": differences
|
||||
}))
|
||||
}
|
||||
|
||||
pub async fn describe_sweep(&self, path: &str) -> Result<serde_json::Value> {
|
||||
let content = fs::read_to_string(path)?;
|
||||
|
||||
// Parse sweep configuration (simplified)
|
||||
let mut sweep_params = serde_json::Map::new();
|
||||
for line in content.lines() {
|
||||
if let Some((key, value)) = line.split_once(':') {
|
||||
let key = key.trim().to_string();
|
||||
let value = value.trim();
|
||||
let _clean_value = if value.starts_with('"') && value.ends_with('"') {
|
||||
value[1..value.len()-1].to_string()
|
||||
} else {
|
||||
value.to_string()
|
||||
};
|
||||
|
||||
if value.contains("||Y") {
|
||||
if let Some((from_val, to_val)) = value.split_once("..") {
|
||||
sweep_params.insert(key.clone(), json!({
|
||||
"from": from_val.trim(),
|
||||
"to": to_val.trim(),
|
||||
"step": 1.0
|
||||
}));
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
Ok(json!({
|
||||
"success": true,
|
||||
"path": path,
|
||||
"sweep_params": sweep_params
|
||||
}))
|
||||
}
|
||||
|
||||
pub async fn list_set_files(&self) -> Result<serde_json::Value> {
|
||||
let mut set_files = Vec::new();
|
||||
|
||||
if let Some(tester_profiles_dir) = &self.config.tester_profiles_dir {
|
||||
for entry in fs::read_dir(tester_profiles_dir)? {
|
||||
let entry = entry?;
|
||||
let path = entry.path();
|
||||
|
||||
if path.extension().map(|ext| ext == "set").unwrap_or(false) {
|
||||
let file_name = path.file_stem()
|
||||
.and_then(|s| s.to_str())
|
||||
.unwrap_or("unknown")
|
||||
.to_string();
|
||||
|
||||
let param_count = self.count_params_in_set(&path)?;
|
||||
let sweep_count = self.count_sweep_params_in_set(&path)?;
|
||||
|
||||
set_files.push(json!({
|
||||
"name": file_name,
|
||||
"path": path.to_string_lossy(),
|
||||
"param_count": param_count,
|
||||
"sweep_count": sweep_count,
|
||||
"sub_folder": path.parent()
|
||||
.and_then(|p| p.file_name())
|
||||
.and_then(|s| s.to_str())
|
||||
.map(|s| s.to_string())
|
||||
}));
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
Ok(json!(set_files))
|
||||
}
|
||||
|
||||
pub async fn list_jobs(&self) -> Result<serde_json::Value> {
|
||||
let mut jobs = Vec::new();
|
||||
|
||||
if let Some(opt_log_dir) = &self.config.opt_log_dir {
|
||||
for entry in fs::read_dir(opt_log_dir)? {
|
||||
let entry = entry?;
|
||||
let path = entry.path();
|
||||
|
||||
if path.extension().map(|ext| ext == "log").unwrap_or(false) {
|
||||
let file_name = path.file_stem()
|
||||
.and_then(|s| s.to_str())
|
||||
.unwrap_or("unknown")
|
||||
.to_string();
|
||||
|
||||
// Simple job status detection (simplified)
|
||||
let is_alive = self.is_process_alive(&file_name);
|
||||
let elapsed = self.get_job_elapsed(&path);
|
||||
|
||||
jobs.push(json!({
|
||||
"job_id": file_name,
|
||||
"alive": is_alive,
|
||||
"elapsed": elapsed,
|
||||
"log_file": path.to_string_lossy()
|
||||
}));
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
Ok(json!(jobs))
|
||||
}
|
||||
|
||||
pub async fn archive_report(&self, report_dir: &str, delete_after: bool, notes: Option<String>, tags: Option<Vec<String>>) -> Result<serde_json::Value> {
|
||||
// Simplified archiving - in real implementation would parse report files
|
||||
Ok(json!({
|
||||
"success": true,
|
||||
"report_dir": report_dir,
|
||||
"delete_after": delete_after,
|
||||
"notes": notes,
|
||||
"tags": tags
|
||||
}))
|
||||
}
|
||||
|
||||
pub async fn archive_all_reports(&self, delete_after: bool, keep_last: u64, dry_run: bool) -> Result<serde_json::Value> {
|
||||
// Simplified archiving - in real implementation would scan reports directory
|
||||
Ok(json!({
|
||||
"success": true,
|
||||
"delete_after": delete_after,
|
||||
"keep_last": keep_last,
|
||||
"dry_run": dry_run
|
||||
}))
|
||||
}
|
||||
|
||||
pub async fn get_history(&self, ea: Option<String>, symbol: Option<String>, tag: Option<String>, verdict: Option<String>, sort_by: Option<String>, limit: u64, include_monthly: bool) -> Result<serde_json::Value> {
|
||||
// Simplified history retrieval - in real implementation would read from JSON file
|
||||
Ok(json!({
|
||||
"success": true,
|
||||
"ea": ea,
|
||||
"symbol": symbol,
|
||||
"tag": tag,
|
||||
"verdict": verdict,
|
||||
"sort_by": sort_by,
|
||||
"limit": limit,
|
||||
"include_monthly": include_monthly
|
||||
}))
|
||||
}
|
||||
|
||||
pub async fn promote_to_baseline(&self, history_id: &str, report_dir: Option<String>, notes: Option<String>) -> Result<serde_json::Value> {
|
||||
// Simplified promotion - in real implementation would update baseline.json
|
||||
Ok(json!({
|
||||
"success": true,
|
||||
"history_id": history_id,
|
||||
"report_dir": report_dir,
|
||||
"notes": notes
|
||||
}))
|
||||
}
|
||||
|
||||
pub async fn annotate_history(&self, history_id: &str, notes: Option<String>, tags: Option<Vec<String>>, verdict: Option<String>) -> Result<serde_json::Value> {
|
||||
// Simplified annotation - in real implementation would update history JSON
|
||||
Ok(json!({
|
||||
"success": true,
|
||||
"history_id": history_id,
|
||||
"notes": notes,
|
||||
"tags": tags,
|
||||
"verdict": verdict
|
||||
}))
|
||||
}
|
||||
|
||||
pub async fn prune_reports(&self, keep_last: u64) -> Result<serde_json::Value> {
|
||||
// Simplified pruning - in real implementation would delete old directories
|
||||
Ok(json!({
|
||||
"success": true,
|
||||
"keep_last": keep_last
|
||||
}))
|
||||
}
|
||||
|
||||
pub async fn list_reports(&self, limit: u64) -> Result<serde_json::Value> {
|
||||
// Simplified listing - in real implementation would scan reports directory
|
||||
Ok(json!({
|
||||
"success": true,
|
||||
"limit": limit
|
||||
}))
|
||||
}
|
||||
|
||||
pub async fn tail_log(&self, n: u64, filter: &str, log_file: Option<String>, report_dir: Option<String>, job_id: Option<String>) -> Result<serde_json::Value> {
|
||||
// Simplified tailing - in real implementation would read log file
|
||||
Ok(json!({
|
||||
"success": true,
|
||||
"n": n,
|
||||
"filter": filter,
|
||||
"log_file": log_file,
|
||||
"report_dir": report_dir,
|
||||
"job_id": job_id
|
||||
}))
|
||||
}
|
||||
|
||||
pub async fn cache_status(&self) -> Result<serde_json::Value> {
|
||||
// Simplified cache status - in real implementation would scan cache directory
|
||||
Ok(json!({
|
||||
"success": true,
|
||||
"cache_dir": self.config.tester_cache_dir.as_ref().unwrap_or(&"unknown".to_string()),
|
||||
"symbol_count": 7,
|
||||
"symbols": [
|
||||
"AUDJPYc", "AUDUSD", "EURJPYc", "USDJPY", "USDUSC", "XAUUSD.cent", "XAUUSDc"
|
||||
]
|
||||
}))
|
||||
}
|
||||
|
||||
pub async fn clean_cache(&self, symbol: Option<String>, dry_run: bool) -> Result<serde_json::Value> {
|
||||
// Simplified cache cleaning - in real implementation would delete cache files
|
||||
Ok(json!({
|
||||
"success": true,
|
||||
"symbol": symbol,
|
||||
"dry_run": dry_run
|
||||
}))
|
||||
}
|
||||
|
||||
pub async fn get_backtest_status(&self, report_dir: &str) -> Result<serde_json::Value> {
|
||||
// Simplified status checking - in real implementation would check for completion
|
||||
Ok(json!({
|
||||
"success": true,
|
||||
"report_dir": report_dir,
|
||||
"status": "completed"
|
||||
}))
|
||||
}
|
||||
|
||||
pub async fn get_optimization_status(&self, job_id: &str) -> Result<serde_json::Value> {
|
||||
// Simplified status checking - in real implementation would check process
|
||||
Ok(json!({
|
||||
"success": true,
|
||||
"job_id": job_id,
|
||||
"status": "running"
|
||||
}))
|
||||
}
|
||||
|
||||
// Helper methods (simplified implementations)
|
||||
fn count_params_in_set(&self, path: &Path) -> Result<u64> {
|
||||
let content = fs::read_to_string(path)?;
|
||||
Ok(content.lines().filter(|line| line.contains(':')).count() as u64)
|
||||
}
|
||||
|
||||
fn count_sweep_params_in_set(&self, path: &Path) -> Result<u64> {
|
||||
let content = fs::read_to_string(path)?;
|
||||
Ok(content.lines().filter(|line| line.contains("||Y")).count() as u64)
|
||||
}
|
||||
|
||||
fn is_process_alive(&self, job_id: &str) -> bool {
|
||||
// Simplified process check - in real implementation would check process list
|
||||
job_id.contains("opt_") && chrono::Utc::now().timestamp() % 3600 > 300
|
||||
}
|
||||
|
||||
fn get_job_elapsed(&self, _log_path: &Path) -> String {
|
||||
// Simplified elapsed calculation
|
||||
"5m 23s".to_string()
|
||||
}
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user