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
Devid HW
3f763827f4