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feat: keep MT5 open after backtest; pass config to running instance

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Default behavior change:
- ShutdownTerminal=0: MT5 stays open after backtest completes
- Report detected via file watching (poll every 5s) instead of
  waiting for process exit — decouples completion from shutdown
- Running MT5 instance: launch a second terminal64.exe with /config:
  (Windows single-instance passthrough delivers config to running
  window without killing it, then second instance exits)

New flags (script + MCP tool):
- --shutdown / shutdown:true  — ShutdownTerminal=1, synchronous wait,
  kills running instance first (CI/headless use case)
- --kill-existing / kill_existing:true — explicit opt-in to SIGTERM
  existing MT5 before launch (fallback if passthrough fails)

Progress reporting during file-watch poll (elapsed counter printed
every 5s); timeout error now includes actionable hints.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
Devid HW
2026-04-18 11:51:16 +07:00
co-authored by Claude Sonnet 4.6
parent 3f763827f4
commit ffc2b5246c
2 changed files with 133 additions and 58 deletions
Download Patch File Download Diff File Expand all files Collapse all files
scripts/backtest_pipeline.sh
+121 -58
View File
@@ -22,6 +22,8 @@
# --deep Run deep analysis (hourly + volume profile) # --deep Run deep analysis (hourly + volume profile)
# --strategy NAME Analysis strategy profile: grid (default) | scalper | trend | hedge | generic # --strategy NAME Analysis strategy profile: grid (default) | scalper | trend | hedge | generic
# --timeout N Backtest timeout in seconds (default: 900) # --timeout N Backtest timeout in seconds (default: 900)
# --shutdown Close MT5 after backtest (default: keep open). Use for CI/headless.
# --kill-existing Kill a running MT5 instance before launching (default: pass config to it)
set -euo pipefail set -euo pipefail
@@ -66,6 +68,8 @@ STRATEGY="grid"
TIMEOUT="$DEFAULT_TIMEOUT" TIMEOUT="$DEFAULT_TIMEOUT"
PROJECT_DIR="$(_cfg "project_dir" "")" PROJECT_DIR="$(_cfg "project_dir" "")"
GUI_MODE=false GUI_MODE=false
SHUTDOWN_TERMINAL=false
KILL_EXISTING=false
while [[ $# -gt 0 ]]; do while [[ $# -gt 0 ]]; do
case "$1" in case "$1" in
@@ -82,11 +86,13 @@ while [[ $# -gt 0 ]]; do
--set) SET_FILE="$2"; shift 2 ;; --set) SET_FILE="$2"; shift 2 ;;
--leverage) LEVERAGE="$2"; shift 2 ;; --leverage) LEVERAGE="$2"; shift 2 ;;
--timeout) TIMEOUT="$2"; shift 2 ;; --timeout) TIMEOUT="$2"; shift 2 ;;
--skip-compile) SKIP_COMPILE=true; shift ;; --skip-compile) SKIP_COMPILE=true; shift ;;
--skip-clean) SKIP_CLEAN=true; shift ;; --skip-clean) SKIP_CLEAN=true; shift ;;
--skip-analyze) SKIP_ANALYZE=true; shift ;; --skip-analyze) SKIP_ANALYZE=true; shift ;;
--deep) DEEP_ANALYZE=true; shift ;; --deep) DEEP_ANALYZE=true; shift ;;
--strategy) STRATEGY="$2"; shift 2 ;; --strategy) STRATEGY="$2"; shift 2 ;;
--shutdown) SHUTDOWN_TERMINAL=true; shift ;;
--kill-existing) KILL_EXISTING=true; shift ;;
*) echo "Unknown option: $1" >&2; exit 1 ;; *) echo "Unknown option: $1" >&2; exit 1 ;;
esac esac
done done
@@ -255,24 +261,23 @@ _progress "BACKTEST"
echo "" echo ""
echo "[3/5] BACKTEST" echo "[3/5] BACKTEST"
# Guard: detect if terminal64.exe is already running (live trading mode). # Detect running MT5 instance (match terminal64.exe regardless of wine wrapper name)
# MT5 uses a single-instance lock per Wine prefix — a second headless instance _mt5_is_running() { pgrep -f "terminal64\.exe" > /dev/null 2>&1; }
# exits in ~3s with no report. Kill the existing instance before proceeding.
if pgrep -f "wine64-preloader.*terminal64\.exe" > /dev/null 2>&1; then MT5_WAS_RUNNING=false
echo " WARNING: MetaTrader 5 is already running — killing it to allow backtest." _mt5_is_running && MT5_WAS_RUNNING=true
echo " (Restart MT5 manually after the backtest if needed.)"
# Graceful SIGTERM first, then SIGKILL after 5s # --kill-existing: terminate running MT5 before launch (use with --shutdown for CI)
pkill -TERM -f "wine64-preloader.*terminal64\.exe" 2>/dev/null || true if $KILL_EXISTING && $MT5_WAS_RUNNING; then
echo " Stopping running MT5 (--kill-existing)..."
pkill -TERM -f "terminal64\.exe" 2>/dev/null || true
for _i in 1 2 3 4 5; do for _i in 1 2 3 4 5; do
sleep 1 sleep 1
pgrep -f "wine64-preloader.*terminal64\.exe" > /dev/null 2>&1 || break _mt5_is_running || break
done done
# Force-kill if still alive _mt5_is_running && { pkill -KILL -f "terminal64\.exe" 2>/dev/null || true; sleep 1; }
if pgrep -f "wine64-preloader.*terminal64\.exe" > /dev/null 2>&1; then
pkill -KILL -f "wine64-preloader.*terminal64\.exe" 2>/dev/null || true
sleep 1
fi
echo " MT5 stopped." echo " MT5 stopped."
MT5_WAS_RUNNING=false
fi fi
# Build backtest.ini # Build backtest.ini
@@ -281,11 +286,9 @@ REPORT_FILENAME="${REPORT_ID}.htm"
WINE_REPORT_PATH="reports\\${REPORT_FILENAME}" WINE_REPORT_PATH="reports\\${REPORT_FILENAME}"
INI_HOST_PATH="${MT5_DIR}/backtest_config.ini" INI_HOST_PATH="${MT5_DIR}/backtest_config.ini"
mkdir -p "${MT5_DIR}/reports" REPORTS_HOST_DIR="${MT5_DIR}/reports"
mkdir -p "$REPORTS_HOST_DIR"
# Prepend [Common] section if login/server are configured — forces the headless
# terminal to connect to the correct broker account (avoids "symbol not exist"
# when live terminal uses a different broker than the backtest symbol requires).
INI_CONTENT="" INI_CONTENT=""
if [[ -n "$DEFAULT_LOGIN" && -n "$DEFAULT_SERVER" ]]; then if [[ -n "$DEFAULT_LOGIN" && -n "$DEFAULT_SERVER" ]]; then
INI_CONTENT="[Common] INI_CONTENT="[Common]
@@ -295,6 +298,11 @@ Server=${DEFAULT_SERVER}
" "
fi fi
# ShutdownTerminal=0 (default): MT5 stays open; report detected via file watching.
# ShutdownTerminal=1 (--shutdown): MT5 exits after backtest; process-wait mode.
SHUTDOWN_VAL=0
$SHUTDOWN_TERMINAL && SHUTDOWN_VAL=1
INI_CONTENT+="[Tester] INI_CONTENT+="[Tester]
Expert=${EXPERT}.ex5 Expert=${EXPERT}.ex5
Symbol=${SYMBOL} Symbol=${SYMBOL}
@@ -313,62 +321,117 @@ OptimizationCriterion=0
Visual=$([[ "$GUI_MODE" == true ]] && echo 1 || echo 0) Visual=$([[ "$GUI_MODE" == true ]] && echo 1 || echo 0)
Report=${WINE_REPORT_PATH} Report=${WINE_REPORT_PATH}
ReplaceReport=1 ReplaceReport=1
ShutdownTerminal=1 ShutdownTerminal=${SHUTDOWN_VAL}
" "
[[ -n "$SET_FILE" ]] && INI_CONTENT+="ExpertParameters=${EXPERT}.set [[ -n "$SET_FILE" ]] && INI_CONTENT+="ExpertParameters=${EXPERT}.set
" "
# MT5 requires UTF-16LE with BOM — plain UTF-8 is silently ignored # MT5 requires UTF-16LE with BOM — plain UTF-8 is silently ignored
printf "%s" "$INI_CONTENT" | iconv -f UTF-8 -t UTF-16LE > "${INI_HOST_PATH}.tmp" printf "%s" "$INI_CONTENT" | iconv -f UTF-8 -t UTF-16LE > "${INI_HOST_PATH}.tmp"
# Prepend BOM (FF FE)
printf '\xff\xfe' | cat - "${INI_HOST_PATH}.tmp" > "${INI_HOST_PATH}" printf '\xff\xfe' | cat - "${INI_HOST_PATH}.tmp" > "${INI_HOST_PATH}"
rm -f "${INI_HOST_PATH}.tmp" rm -f "${INI_HOST_PATH}.tmp"
# Set Wine prefix — CRITICAL: without WINEPREFIX, Wine uses ~/.wine (wrong prefix) # Set Wine prefix
# which causes MT5 to exit immediately (no registry, no tick data, no report)
WINE_PREFIX_DIR=$(dirname "$(dirname "$(dirname "$MT5_DIR")")") WINE_PREFIX_DIR=$(dirname "$(dirname "$(dirname "$MT5_DIR")")")
export WINEPREFIX="$WINE_PREFIX_DIR" export WINEPREFIX="$WINE_PREFIX_DIR"
export WINEDEBUG="-all" export WINEDEBUG="-all"
# Write launcher batch (start /wait works correctly once WINEPREFIX is set) BACKTEST_START=$(date +%s)
BAT_PATH="${WINE_PREFIX_DIR}/drive_c/_mt5mcp_run.bat" BAT_PATH="${WINE_PREFIX_DIR}/drive_c/_mt5mcp_run.bat"
cat > "$BAT_PATH" << 'BATEOF'
if $SHUTDOWN_TERMINAL; then
# ── Synchronous mode (--shutdown) ─────────────────────────────────────────
# terminal64.exe is a single-instance app: if MT5 is running, a second
# launch exits immediately with no report. Kill first to avoid this.
if $MT5_WAS_RUNNING; then
echo " WARNING: MT5 is running — stopping it (required for --shutdown mode)."
pkill -TERM -f "terminal64\.exe" 2>/dev/null || true
for _i in 1 2 3 4 5; do sleep 1; _mt5_is_running || break; done
_mt5_is_running && { pkill -KILL -f "terminal64\.exe" 2>/dev/null || true; sleep 1; }
echo " MT5 stopped."
fi
cat > "$BAT_PATH" << 'BATEOF'
@echo off @echo off
cd /d "C:\Program Files\MetaTrader 5" cd /d "C:\Program Files\MetaTrader 5"
start /wait terminal64.exe /config:"C:\Program Files\MetaTrader 5\backtest_config.ini" start /wait terminal64.exe /config:"C:\Program Files\MetaTrader 5\backtest_config.ini"
BATEOF BATEOF
echo " Launching MT5 (timeout: ${TIMEOUT}s, shutdown mode)..."
echo " Launching MT5 (timeout: ${TIMEOUT}s) ..." set +e
BACKTEST_START=$(date +%s) timeout "${TIMEOUT}" ${MT5_ARCH} "${MT5_WINE}" cmd.exe /c 'C:\_mt5mcp_run.bat' 2>/dev/null
WINE_EXIT=$?
set +e set -e
timeout "${TIMEOUT}" ${MT5_ARCH} "${MT5_WINE}" cmd.exe /c 'C:\_mt5mcp_run.bat' 2>/dev/null rm -f "$BAT_PATH"
WINE_EXIT=$? BACKTEST_ELAPSED=$(( $(date +%s) - BACKTEST_START ))
set -e echo " MT5 completed in ${BACKTEST_ELAPSED}s (exit: ${WINE_EXIT})"
sleep 2
rm -f "$BAT_PATH" # Locate report
MT5_REPORT=""
BACKTEST_ELAPSED=$(( $(date +%s) - BACKTEST_START )) for ext in ".htm" ".htm.xml" ".html"; do
echo " MT5 completed in ${BACKTEST_ELAPSED}s (exit: ${WINE_EXIT})" candidate="${REPORTS_HOST_DIR}/${REPORT_ID}${ext}"
[[ -f "$candidate" ]] && { MT5_REPORT="$candidate"; break; }
# Give MT5 a moment to flush the report to disk done
sleep 2 [[ -z "$MT5_REPORT" ]] && \
MT5_REPORT=$(find "${MT5_DIR}" -maxdepth 3 -name "*.htm" -newer "${INI_HOST_PATH}" 2>/dev/null | head -1)
# ── Locate report file ──────────────────────────────────────────────────────── else
MT5_REPORT="" # ── Background mode (default) ──────────────────────────────────────────────
# Primary: expected relative path from ini # MT5 is a single-instance Windows app: if already running, launching a
for ext in ".htm" ".htm.xml" ".html"; do # second instance passes the /config: args to the existing window and exits.
candidate="${MT5_DIR}/reports/${REPORT_ID}${ext}" # This triggers the Strategy Tester in the running MT5 without closing it.
if [[ -f "$candidate" ]]; then # If MT5 is not running, it starts fresh. Either way, ShutdownTerminal=0
MT5_REPORT="$candidate" # keeps it alive; we detect completion by watching for the report file.
break if $MT5_WAS_RUNNING; then
echo " MT5 is running — passing config to existing instance..."
else
echo " Launching MT5 in background (ShutdownTerminal=0)..."
fi fi
done # `start` (no /wait): cmd.exe launches terminal64.exe and returns immediately.
# Fallback: any HTM in MT5_DIR newer than the ini file cat > "$BAT_PATH" << 'BATEOF'
if [[ -z "$MT5_REPORT" ]]; then @echo off
MT5_REPORT=$(find "${MT5_DIR}" -maxdepth 3 -name "*.htm" -newer "${INI_HOST_PATH}" 2>/dev/null | head -1) cd /d "C:\Program Files\MetaTrader 5"
start terminal64.exe /config:"C:\Program Files\MetaTrader 5\backtest_config.ini"
BATEOF
nohup ${MT5_ARCH} "${MT5_WINE}" cmd.exe /c 'C:\_mt5mcp_run.bat' &>/dev/null &
LAUNCHER_PID=$!
disown "$LAUNCHER_PID" 2>/dev/null || true
# Give the launcher time to start terminal64.exe and exit
sleep 5
rm -f "$BAT_PATH"
# ── Poll for report file ───────────────────────────────────────────────────
# MT5 writes the report when Strategy Tester finishes, before any shutdown.
REPORT_DEADLINE=$(( $(date +%s) + TIMEOUT ))
MT5_REPORT=""
echo " Waiting for backtest report (timeout: ${TIMEOUT}s)..."
while [[ -z "$MT5_REPORT" ]]; do
if [[ $(date +%s) -ge $REPORT_DEADLINE ]]; then
echo " ERROR: Timeout (${TIMEOUT}s) — no report produced." >&2
echo " Possible causes:" >&2
echo " - Symbol not found in MT5 history for this broker" >&2
echo " - EA name mismatch (check .ex5 exists in Experts/)" >&2
if $MT5_WAS_RUNNING; then
echo " - Running MT5 ignored the config (try: --kill-existing)" >&2
fi
exit 1
fi
sleep 5
ELAPSED=$(( $(date +%s) - BACKTEST_START ))
for ext in ".htm" ".htm.xml" ".html"; do
candidate="${REPORTS_HOST_DIR}/${REPORT_ID}${ext}"
if [[ -f "$candidate" && -s "$candidate" ]]; then
# Wait for file to stabilise (fully flushed to disk)
S1=$(stat -f%z "$candidate" 2>/dev/null || stat -c%s "$candidate")
sleep 2
S2=$(stat -f%z "$candidate" 2>/dev/null || stat -c%s "$candidate")
[[ "$S1" -gt 0 && "$S1" == "$S2" ]] && { MT5_REPORT="$candidate"; break 2; }
fi
done
printf " ... %ds elapsed\r" "$ELAPSED"
done
BACKTEST_ELAPSED=$(( $(date +%s) - BACKTEST_START ))
echo " Report ready in ${BACKTEST_ELAPSED}s"
fi fi
# ── Locate report file ────────────────────────────────────────────────────────
if [[ -z "$MT5_REPORT" ]]; then if [[ -z "$MT5_REPORT" ]]; then
echo " ERROR: MT5 produced no report." >&2 echo " ERROR: MT5 produced no report." >&2
echo " Check: symbol name, date range, EA name, and that MT5 ran to completion." >&2 echo " Check: symbol name, date range, EA name, and that MT5 ran to completion." >&2
server/main.py
+12
View File
@@ -334,6 +334,14 @@ async def list_tools() -> list[types.Tool]:
"type": "integer", "type": "integer",
"description": "Backtest timeout in seconds (default: 900)" "description": "Backtest timeout in seconds (default: 900)"
}, },
"shutdown": {
"type": "boolean",
"description": "Close MT5 after backtest completes. Default: false — MT5 stays open and report is detected via file watching. Set true for CI/headless environments."
},
"kill_existing": {
"type": "boolean",
"description": "Kill a running MT5 instance before launching. Default: false — passes config to the running instance (MT5 single-instance passthrough). Set true if passthrough does not work on your Wine setup."
},
}, },
}, },
), ),
@@ -1090,6 +1098,10 @@ async def handle_run_backtest(args: dict) -> dict:
cmd.append('--deep') cmd.append('--deep')
if args.get('gui'): if args.get('gui'):
cmd.append('--gui') cmd.append('--gui')
if args.get('shutdown'):
cmd.append('--shutdown')
if args.get('kill_existing'):
cmd.append('--kill-existing')
timeout = args.get('timeout', 900) timeout = args.get('timeout', 900)
success, output = run_script(cmd, timeout=timeout) success, output = run_script(cmd, timeout=timeout)