gavindiaz/mt5-quant
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e7c1a33b0d7aee479ffa5392402049acf2fed76c
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5 Commits
Author SHA1 Message Date
Devid HW e7c1a33b0d Remove non-functional data export tools 
MT5 binaries (MetaEditor64.exe, metatester64.exe, terminal64.exe) are all
GUI applications with no command-line data export capability.

Removed:
- export_ohlc - Cannot read proprietary .hst binary format
- export_ticks - Cannot read proprietary .ticks binary format
- list_available_data - Only scanned directories, didn't export

Total tools: 46 → 43

Alternative for data export:
1. Use MT5 History Center GUI → Export
2. Create MQL5 script using CopyRates()/CopyTicks() → FileWrite
3. Run the MQL5 script inside MT5 terminal
 2026-04-19 03:02:02 +07:00
Devid HW 464374f045 Add data export tools for OHLC and tick data 
**New Tools:**
- export_ohlc: Export OHLC bar data from MT5 history to CSV/JSON
- export_ticks: Export tick data from MT5 tick database to CSV/JSON
- list_available_data: List available OHLC and tick data in MT5

**Implementation:**
- definitions/data.rs: Tool schemas for data export
- handlers/data.rs: Handlers that scan MT5 directories:
  - history/*.hst files (OHLC)
  - Tester/cache/* (cached data)
  - Bases/* (tick data)
- Provides guidance on how to export since MT5 uses proprietary binary formats
- Includes MQL5 script template for programmatic export

**Note:** MT5 uses proprietary .hst and .ticks binary formats.
Direct export requires MQL5 script using CopyRates()/CopyTicks().
 2026-04-19 02:41:49 +07:00
Devid HW 1f63505cb9 Make analytics granular - individual tools + selective analyze_report 
**Granular Analytics Tools (8 new tools):**
- analyze_monthly_pnl - Monthly profit/loss breakdown
- analyze_drawdown_events - Drawdown events from balance curve
- analyze_top_losses - Top N worst losses with grid depth
- analyze_loss_sequences - Consecutive loss streaks analysis
- analyze_position_pairs - Entry/exit position pairs
- analyze_direction_bias - Long vs Short performance stats
- analyze_streaks - Win/loss streaks with dates
- analyze_concurrent_peak - Peak concurrent open positions

**Updated analyze_report:**
- Now supports selective analytics via 'analytics' array parameter
- Runs all analytics by default (backward compatible)
- Optional top_losses_limit parameter
- Returns list of analytics that were run

**Changes:**
- analytics/analyze.rs: Made all analysis methods public
- tools/definitions.rs: Added 8 new tool definitions + updated analyze_report schema
- tools/handlers/mod.rs: Added dispatch for new tools
- tools/handlers/analysis.rs: Added helper load_report_data() + 8 granular handlers + selective analyze_report logic
 2026-04-19 02:13:33 +07:00
Devid HW e94ec8153d Add get_latest_report tool with equity chart support 
**New Tool: get_latest_report**
- Returns the most recent backtest report from the database
- Includes full report details: metrics, paths, tags, notes, verdict
- Optional include_chart parameter (default: true)
- Returns equity chart as base64 PNG when available

**Implementation:**
- ReportDb.get_latest(): Query for most recent report by created_at DESC
- handle_get_latest_report(): Fetches report and reads equity.png from charts_dir
- Base64 encoding using base64 crate v0.22
- Graceful handling when chart not found (equity_chart_error field)

**Files Changed:**
- storage/database.rs: Added get_latest() method
- tools/definitions.rs: Added tool_get_latest_report() definition
- tools/handlers/mod.rs: Added dispatch for get_latest_report
- tools/handlers/reports.rs: Implemented handler with base64 chart encoding
- Cargo.toml: Added base64 = 0.22 dependency
 2026-04-19 01:56:41 +07:00
Devid HW d8646074fb Refactor handlers into SRP modules and add indicator/script tools 
**Handler Refactoring:**
- Split monolithic handlers.rs (1468 lines) into 7 focused modules:
  - system.rs: verify_setup, healthcheck, list_symbols
  - experts.rs: list_experts, list_indicators, list_scripts, compile_ea
  - backtest.rs: run_backtest, get_backtest_status, cache_status, clean_cache
  - optimization.rs: run_optimization, get_optimization_results, list_jobs
  - analysis.rs: analyze_report, compare_baseline
  - setfiles.rs: read/write/patch/clone/diff set files
  - reports.rs: list/search/prune reports, archive, promote, annotate

**New Tools:**
- list_indicators: List custom indicators in MQL5/Indicators
- list_scripts: List scripts in MQL5/Scripts

**Config Updates:**
- Added indicators_dir and scripts_dir to Config model
- Auto-discovery for MQL5/Indicators and MQL5/Scripts paths
- Updated healthcheck to validate new directories

**Benefits:**
- Single Responsibility Principle: each module handles one domain
- Easier maintenance and testing
- Clear separation of concerns
- Reduced cognitive load when modifying handlers
 2026-04-18 18:38:28 +07:00