Devid HW
1f63505cb9
**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
694 lines
21 KiB
Rust
694 lines
21 KiB
Rust
use serde_json::{json, Value};
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pub fn get_tools_list() -> Value {
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let tools = vec![
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tool_run_backtest(),
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tool_run_optimization(),
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tool_get_optimization_results(),
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tool_analyze_report(),
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tool_analyze_monthly_pnl(),
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tool_analyze_drawdown_events(),
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tool_analyze_top_losses(),
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tool_analyze_loss_sequences(),
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tool_analyze_position_pairs(),
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tool_analyze_direction_bias(),
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tool_analyze_streaks(),
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tool_analyze_concurrent_peak(),
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tool_compare_baseline(),
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tool_compile_ea(),
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tool_verify_setup(),
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tool_list_symbols(),
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tool_list_experts(),
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tool_list_indicators(),
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tool_list_scripts(),
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tool_get_backtest_status(),
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tool_get_optimization_status(),
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tool_prune_reports(),
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tool_get_latest_report(),
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tool_list_reports(),
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tool_search_reports(),
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tool_tail_log(),
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tool_cache_status(),
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tool_clean_cache(),
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tool_read_set_file(),
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tool_write_set_file(),
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tool_patch_set_file(),
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tool_clone_set_file(),
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tool_set_from_optimization(),
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tool_diff_set_files(),
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tool_describe_sweep(),
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tool_list_set_files(),
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tool_list_jobs(),
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tool_archive_report(),
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tool_archive_all_reports(),
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tool_get_history(),
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tool_promote_to_baseline(),
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tool_annotate_history(),
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tool_healthcheck(),
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];
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json!(tools)
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}
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fn tool_run_backtest() -> Value {
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json!({
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"name": "run_backtest",
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"description": "Run a complete MT5 backtest pipeline: compile → clean cache → backtest → extract → analyze",
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"inputSchema": {
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"type": "object",
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"required": ["expert"],
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"properties": {
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"expert": { "type": "string", "description": "EA name without path or extension" },
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"symbol": { "type": "string", "description": "Trading symbol" },
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"from_date": { "type": "string", "description": "Start date YYYY.MM.DD" },
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"to_date": { "type": "string", "description": "End date YYYY.MM.DD" },
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"timeframe": { "type": "string", "enum": ["M1", "M5", "M15", "M30", "H1", "H4", "D1"] },
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"deposit": { "type": "integer" },
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"model": { "type": "integer", "enum": [0, 1, 2] },
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"set_file": { "type": "string", "description": "Path to .set parameter file" },
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"skip_compile": { "type": "boolean" },
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"skip_clean": { "type": "boolean" },
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"skip_analyze": { "type": "boolean" },
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"deep": { "type": "boolean", "description": "Run deep analysis" },
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"shutdown": { "type": "boolean", "description": "Close MT5 after backtest" },
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"kill_existing": { "type": "boolean" },
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"timeout": { "type": "integer" },
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"gui": { "type": "boolean" }
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}
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}
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})
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}
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fn tool_run_optimization() -> Value {
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json!({
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"name": "run_optimization",
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"description": "Launch MT5 genetic parameter optimization",
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"inputSchema": {
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"type": "object",
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"required": ["expert", "set_file", "from_date", "to_date"],
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"properties": {
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"expert": { "type": "string" },
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"set_file": { "type": "string" },
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"symbol": { "type": "string" },
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"from_date": { "type": "string" },
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"to_date": { "type": "string" },
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"deposit": { "type": "integer" }
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}
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}
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})
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}
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fn tool_get_optimization_results() -> Value {
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json!({
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"name": "get_optimization_results",
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"description": "Parse completed MT5 optimization results",
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"inputSchema": {
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"type": "object",
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"properties": {
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"job_id": { "type": "string" },
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"report_file": { "type": "string" },
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"dd_threshold": { "type": "number" },
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"top_n": { "type": "integer" }
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}
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}
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})
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}
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fn tool_analyze_report() -> Value {
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json!({
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"name": "analyze_report",
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"description": "Run comprehensive analytics on a backtest report. By default runs all analytics. Use 'analytics' array to run specific ones: monthly_pnl, drawdown_events, top_losses, loss_sequences, position_pairs, direction_bias, streak_analysis, concurrent_peak",
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"inputSchema": {
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"type": "object",
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"properties": {
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"report_dir": { "type": "string", "description": "Path to report directory containing deals.csv" },
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"analytics": {
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"type": "array",
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"description": "Optional: specific analytics to run. If omitted, runs all.",
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"items": {
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"type": "string",
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"enum": ["monthly_pnl", "drawdown_events", "top_losses", "loss_sequences", "position_pairs", "direction_bias", "streak_analysis", "concurrent_peak"]
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}
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},
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"top_losses_limit": { "type": "integer", "description": "Number of top losses to return (default: 10)" }
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}
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}
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})
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}
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fn tool_analyze_monthly_pnl() -> Value {
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json!({
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"name": "analyze_monthly_pnl",
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"description": "Analyze monthly profit/loss breakdown from a backtest report",
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"inputSchema": {
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"type": "object",
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"properties": {
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"report_dir": { "type": "string", "description": "Path to report directory containing deals.csv" }
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}
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}
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})
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}
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fn tool_analyze_drawdown_events() -> Value {
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json!({
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"name": "analyze_drawdown_events",
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"description": "Analyze drawdown events reconstructed from balance curve",
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"inputSchema": {
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"type": "object",
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"properties": {
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"report_dir": { "type": "string" }
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}
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}
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})
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}
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fn tool_analyze_top_losses() -> Value {
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json!({
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"name": "analyze_top_losses",
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"description": "Get top N worst losses with grid depth analysis",
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"inputSchema": {
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"type": "object",
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"properties": {
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"report_dir": { "type": "string" },
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"limit": { "type": "integer", "description": "Number of losses to return (default: 10)", "default": 10 }
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}
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}
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})
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}
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fn tool_analyze_loss_sequences() -> Value {
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json!({
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"name": "analyze_loss_sequences",
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"description": "Analyze consecutive loss streaks and their impact",
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"inputSchema": {
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"type": "object",
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"properties": {
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"report_dir": { "type": "string" }
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}
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}
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})
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}
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fn tool_analyze_position_pairs() -> Value {
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json!({
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"name": "analyze_position_pairs",
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"description": "Analyze entry/exit position pairs and their performance",
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"inputSchema": {
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"type": "object",
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"properties": {
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"report_dir": { "type": "string" }
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}
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}
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})
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}
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fn tool_analyze_direction_bias() -> Value {
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json!({
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"name": "analyze_direction_bias",
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"description": "Analyze long vs short performance bias",
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"inputSchema": {
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"type": "object",
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"properties": {
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"report_dir": { "type": "string" }
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}
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}
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})
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}
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fn tool_analyze_streaks() -> Value {
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json!({
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"name": "analyze_streaks",
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"description": "Analyze win/loss streaks with dates and current streak",
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"inputSchema": {
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"type": "object",
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"properties": {
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"report_dir": { "type": "string" }
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}
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}
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})
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}
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fn tool_analyze_concurrent_peak() -> Value {
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json!({
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"name": "analyze_concurrent_peak",
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"description": "Find peak number of concurrent open positions",
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"inputSchema": {
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"type": "object",
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"properties": {
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"report_dir": { "type": "string" }
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}
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}
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})
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}
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fn tool_compare_baseline() -> Value {
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json!({
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"name": "compare_baseline",
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"description": "Compare a backtest report against a baseline",
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"inputSchema": {
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"type": "object",
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"required": ["baseline"],
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"properties": {
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"baseline": {
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"type": "object",
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"properties": {
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"net_profit": { "type": "number" },
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"max_dd_pct": { "type": "number" },
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"total_trades": { "type": "integer" }
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}
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},
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"report_dir": { "type": "string" },
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"promote_dd_limit": { "type": "number" }
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}
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}
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})
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}
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fn tool_compile_ea() -> Value {
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json!({
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"name": "compile_ea",
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"description": "Compile an MQL5 Expert Advisor via MetaEditor. Provide either 'expert' (EA name, searches project and MT5 Experts dirs) or 'expert_path' (full path to .mq5 file).",
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"inputSchema": {
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"type": "object",
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"properties": {
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"expert": { "type": "string", "description": "EA name without extension (e.g. 'DPS21')" },
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"expert_path": { "type": "string", "description": "Full path to the .mq5 source file" }
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}
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}
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})
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}
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fn tool_verify_setup() -> Value {
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json!({
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"name": "verify_setup",
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"description": "Verify MT5-Quant environment",
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"inputSchema": { "type": "object", "properties": {} }
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})
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}
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fn tool_list_symbols() -> Value {
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json!({
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"name": "list_symbols",
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"description": "List symbols with local tick history",
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"inputSchema": {
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"type": "object",
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"properties": {
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"server": { "type": "string" }
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}
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}
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})
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}
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fn tool_list_experts() -> Value {
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json!({
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"name": "list_experts",
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"description": "List all compiled Expert Advisors",
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"inputSchema": {
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"type": "object",
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"properties": {
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"filter": { "type": "string" }
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}
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}
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})
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}
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fn tool_list_indicators() -> Value {
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json!({
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"name": "list_indicators",
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"description": "List all custom indicators in MQL5/Indicators",
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"inputSchema": {
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"type": "object",
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"properties": {
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"filter": { "type": "string", "description": "Optional name filter pattern" },
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"include_builtin": { "type": "boolean", "description": "Include built-in MT5 indicators", "default": false }
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}
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}
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})
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}
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fn tool_list_scripts() -> Value {
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json!({
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"name": "list_scripts",
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"description": "List all scripts in MQL5/Scripts",
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"inputSchema": {
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"type": "object",
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"properties": {
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"filter": { "type": "string", "description": "Optional name filter pattern" }
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}
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}
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})
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}
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fn tool_get_backtest_status() -> Value {
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json!({
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"name": "get_backtest_status",
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"description": "Check progress of a running backtest pipeline",
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"inputSchema": {
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"type": "object",
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"properties": {
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"report_dir": { "type": "string" }
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}
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}
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})
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}
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fn tool_get_optimization_status() -> Value {
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json!({
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"name": "get_optimization_status",
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"description": "Check if an optimization job is running",
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"inputSchema": {
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"type": "object",
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"required": ["job_id"],
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"properties": {
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"job_id": { "type": "string" }
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}
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}
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})
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}
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fn tool_prune_reports() -> Value {
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json!({
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"name": "prune_reports",
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"description": "Delete old backtest report directories",
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"inputSchema": {
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"type": "object",
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"properties": {
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"keep_last": { "type": "integer" }
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}
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}
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})
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}
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fn tool_get_latest_report() -> Value {
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json!({
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"name": "get_latest_report",
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"description": "Get the latest backtest report with full details and equity chart image",
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"inputSchema": {
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"type": "object",
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"properties": {
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"include_chart": { "type": "boolean", "description": "Include equity chart as base64 PNG (default: true)", "default": true }
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}
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}
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})
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}
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fn tool_list_reports() -> Value {
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json!({
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"name": "list_reports",
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"description": "List most recent backtest reports from the central registry (SQLite). Returns id, metrics, set file, chart paths.",
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"inputSchema": {
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"type": "object",
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"properties": {
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"limit": { "type": "integer", "description": "Max results (default 30)" }
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}
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}
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})
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}
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fn tool_search_reports() -> Value {
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json!({
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"name": "search_reports",
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"description": "Search backtest history with filters. All filters are optional and combinable.",
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"inputSchema": {
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"type": "object",
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"properties": {
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"expert": { "type": "string", "description": "EA name substring match" },
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"symbol": { "type": "string", "description": "Exact symbol, e.g. XAUUSD" },
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"timeframe": { "type": "string", "description": "Exact timeframe, e.g. M5" },
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"after": { "type": "string", "description": "ISO8601 date — only reports created after this" },
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"min_profit": { "type": "number", "description": "Minimum net profit" },
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"max_dd": { "type": "number", "description": "Maximum drawdown %" },
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"verdict": { "type": "string", "enum": ["winner", "loser", "marginal", "reference"] },
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"limit": { "type": "integer", "description": "Max results (default 50)" }
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}
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}
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})
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}
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fn tool_tail_log() -> Value {
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json!({
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"name": "tail_log",
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"description": "Read the last N lines of a log file",
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"inputSchema": {
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"type": "object",
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"properties": {
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"n": { "type": "integer" },
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"filter": { "type": "string", "enum": ["all", "errors", "warnings"] },
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"log_file": { "type": "string" },
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"report_dir": { "type": "string" },
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"job_id": { "type": "string" }
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}
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}
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})
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}
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fn tool_cache_status() -> Value {
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json!({
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"name": "cache_status",
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"description": "Show MT5 tester cache size breakdown",
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"inputSchema": { "type": "object", "properties": {} }
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})
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}
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fn tool_clean_cache() -> Value {
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json!({
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"name": "clean_cache",
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"description": "Delete MT5 tester cache files",
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"inputSchema": {
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"type": "object",
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"properties": {
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"symbol": { "type": "string" },
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"dry_run": { "type": "boolean" }
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}
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}
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})
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}
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fn tool_read_set_file() -> Value {
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json!({
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"name": "read_set_file",
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"description": "Parse an MT5 .set parameter file",
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"inputSchema": {
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"type": "object",
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"required": ["path"],
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"properties": {
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"path": { "type": "string" }
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}
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}
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})
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}
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fn tool_write_set_file() -> Value {
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json!({
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"name": "write_set_file",
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"description": "Write an MT5 .set parameter file",
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"inputSchema": {
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"type": "object",
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"required": ["path", "params"],
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"properties": {
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"path": { "type": "string" },
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"params": { "type": "object" }
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}
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}
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})
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}
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fn tool_patch_set_file() -> Value {
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json!({
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"name": "patch_set_file",
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"description": "Modify specific parameters in a .set file",
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"inputSchema": {
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"type": "object",
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"required": ["path", "patches"],
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"properties": {
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"path": { "type": "string" },
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"patches": { "type": "object" }
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}
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}
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})
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}
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fn tool_clone_set_file() -> Value {
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json!({
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"name": "clone_set_file",
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"description": "Copy a .set file to a new path with optional overrides",
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"inputSchema": {
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"type": "object",
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"required": ["source", "destination"],
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"properties": {
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"source": { "type": "string" },
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"destination": { "type": "string" },
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|
"overrides": { "type": "object" }
|
|
}
|
|
}
|
|
})
|
|
}
|
|
|
|
fn tool_set_from_optimization() -> Value {
|
|
json!({
|
|
"name": "set_from_optimization",
|
|
"description": "Generate .set file from optimization result params",
|
|
"inputSchema": {
|
|
"type": "object",
|
|
"required": ["path", "params"],
|
|
"properties": {
|
|
"path": { "type": "string" },
|
|
"params": { "type": "object" },
|
|
"template": { "type": "string" },
|
|
"sweep": { "type": "object" }
|
|
}
|
|
}
|
|
})
|
|
}
|
|
|
|
fn tool_diff_set_files() -> Value {
|
|
json!({
|
|
"name": "diff_set_files",
|
|
"description": "Compare two .set files",
|
|
"inputSchema": {
|
|
"type": "object",
|
|
"required": ["path_a", "path_b"],
|
|
"properties": {
|
|
"path_a": { "type": "string" },
|
|
"path_b": { "type": "string" }
|
|
}
|
|
}
|
|
})
|
|
}
|
|
|
|
fn tool_describe_sweep() -> Value {
|
|
json!({
|
|
"name": "describe_sweep",
|
|
"description": "Show .set file sweep configuration",
|
|
"inputSchema": {
|
|
"type": "object",
|
|
"required": ["path"],
|
|
"properties": {
|
|
"path": { "type": "string" }
|
|
}
|
|
}
|
|
})
|
|
}
|
|
|
|
fn tool_list_set_files() -> Value {
|
|
json!({
|
|
"name": "list_set_files",
|
|
"description": "List all .set files in tester profiles directory",
|
|
"inputSchema": {
|
|
"type": "object",
|
|
"properties": {
|
|
"ea": { "type": "string" }
|
|
}
|
|
}
|
|
})
|
|
}
|
|
|
|
fn tool_list_jobs() -> Value {
|
|
json!({
|
|
"name": "list_jobs",
|
|
"description": "List all optimization jobs",
|
|
"inputSchema": {
|
|
"type": "object",
|
|
"properties": {
|
|
"include_done": { "type": "boolean" }
|
|
}
|
|
}
|
|
})
|
|
}
|
|
|
|
fn tool_archive_report() -> Value {
|
|
json!({
|
|
"name": "archive_report",
|
|
"description": "Convert report to JSON and append to history",
|
|
"inputSchema": {
|
|
"type": "object",
|
|
"properties": {
|
|
"report_dir": { "type": "string" },
|
|
"delete_after": { "type": "boolean" },
|
|
"notes": { "type": "string" },
|
|
"tags": { "type": "array", "items": { "type": "string" } },
|
|
"verdict": { "type": "string", "enum": ["winner", "loser", "marginal", "reference"] }
|
|
}
|
|
}
|
|
})
|
|
}
|
|
|
|
fn tool_archive_all_reports() -> Value {
|
|
json!({
|
|
"name": "archive_all_reports",
|
|
"description": "Bulk-archive all backtest reports",
|
|
"inputSchema": {
|
|
"type": "object",
|
|
"properties": {
|
|
"delete_after": { "type": "boolean" },
|
|
"keep_last": { "type": "integer" },
|
|
"dry_run": { "type": "boolean" }
|
|
}
|
|
}
|
|
})
|
|
}
|
|
|
|
fn tool_get_history() -> Value {
|
|
json!({
|
|
"name": "get_history",
|
|
"description": "Query backtest history with filters",
|
|
"inputSchema": {
|
|
"type": "object",
|
|
"properties": {
|
|
"ea": { "type": "string" },
|
|
"symbol": { "type": "string" },
|
|
"tag": { "type": "string" },
|
|
"verdict": { "type": "string" },
|
|
"sort_by": { "type": "string" },
|
|
"limit": { "type": "integer" },
|
|
"include_monthly": { "type": "boolean" }
|
|
}
|
|
}
|
|
})
|
|
}
|
|
|
|
fn tool_promote_to_baseline() -> Value {
|
|
json!({
|
|
"name": "promote_to_baseline",
|
|
"description": "Promote a backtest result to baseline",
|
|
"inputSchema": {
|
|
"type": "object",
|
|
"properties": {
|
|
"history_id": { "type": "string" },
|
|
"report_dir": { "type": "string" },
|
|
"notes": { "type": "string" }
|
|
}
|
|
}
|
|
})
|
|
}
|
|
|
|
fn tool_annotate_history() -> Value {
|
|
json!({
|
|
"name": "annotate_history",
|
|
"description": "Add notes, verdict, or tags to a report entry in the registry",
|
|
"inputSchema": {
|
|
"type": "object",
|
|
"required": ["history_id"],
|
|
"properties": {
|
|
"history_id": { "type": "string", "description": "Report id from list_reports or search_reports" },
|
|
"notes": { "type": "string" },
|
|
"tags": { "type": "array", "items": { "type": "string" } },
|
|
"verdict": { "type": "string", "enum": ["winner", "loser", "marginal", "reference"] }
|
|
}
|
|
}
|
|
})
|
|
}
|
|
|
|
fn tool_healthcheck() -> Value {
|
|
json!({
|
|
"name": "healthcheck",
|
|
"description": "System health check with OS detection and configuration validation",
|
|
"inputSchema": {
|
|
"type": "object",
|
|
"properties": {
|
|
"detailed": { "type": "boolean", "description": "Include detailed system info", "default": false }
|
|
}
|
|
}
|
|
})
|
|
}
|