- Add run_rolling_backtest tool for N consecutive weekly backtests - Add max_passes support for optimization to cap genetic passes - Kill stale MT5/agent processes before optimization launch - Auto-parse optimization results on status poll when process completes - Fix XML namespace for SpreadsheetML parsing - Change optimization model from 4 to 1 for better accuracy - Persist completion results to job metadata
1012 lines
40 KiB
Rust
1012 lines
40 KiB
Rust
use anyhow::Result;
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use chrono::Datelike;
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use serde_json::{json, Value};
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use std::fs;
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use std::path::{Path, PathBuf};
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use std::process::Command;
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use tokio::time::Duration;
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use crate::models::Config;
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use crate::models::report::BacktestJob;
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use crate::pipeline::backtest::{BacktestParams, BacktestPipeline};
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/// Pre-flight check result for backtest readiness
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#[derive(Debug)]
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struct BacktestPreflight {
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account: Option<crate::models::CurrentAccount>,
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available_symbols: Vec<String>,
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ea_exists: bool,
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server: Option<String>,
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}
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impl BacktestPreflight {
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fn check(config: &Config, expert: &str) -> Self {
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let account = config.current_account();
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let server = account.as_ref().map(|a| a.server.clone());
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let available_symbols = config.discover_symbols_for_active_account();
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let ea_exists = if let Some(experts_dir) = &config.experts_dir {
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let mq5_path = std::path::Path::new(experts_dir).join(format!("{}.mq5", expert));
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let ex5_path = std::path::Path::new(experts_dir).join(format!("{}.ex5", expert));
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let subdir_mq5 = std::path::Path::new(experts_dir).join(expert).join(format!("{}.mq5", expert));
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mq5_path.exists() || ex5_path.exists() || subdir_mq5.exists()
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} else {
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false
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};
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Self {
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account,
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available_symbols,
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ea_exists,
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server,
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}
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}
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#[allow(dead_code)]
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fn is_ready(&self) -> bool {
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self.account.is_some() && !self.available_symbols.is_empty() && self.ea_exists
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}
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}
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pub async fn handle_run_backtest(config: &Config, args: &Value) -> Result<Value> {
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let expert = args.get("expert")
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.and_then(|v| v.as_str())
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.ok_or_else(|| anyhow::anyhow!("expert is required"))?;
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// Run pre-flight check
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let preflight = BacktestPreflight::check(config, expert);
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// Get active account context for error messages
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let active_server = preflight.server.as_deref().unwrap_or("unknown");
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let active_login = preflight.account.as_ref().map(|a| a.login.as_str()).unwrap_or("unknown");
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// Check account session first
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if preflight.account.is_none() {
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return Ok(json!({
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"content": [{ "type": "text", "text": json!({
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"error": "No active MT5 account session detected.",
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"hint": "Open MT5 and login to your trading account before running backtests.",
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"pre_check": "account_missing"
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}).to_string() }],
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"isError": true
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}));
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}
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// Symbol pre-flight with account context
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let requested_symbol = args.get("symbol")
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.and_then(|v| v.as_str())
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.unwrap_or("");
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// No tester data at all → hard fail with helpful context
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let no_symbols_error = || json!({
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"content": [{ "type": "text", "text": json!({
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"error": format!("No symbols available for backtesting on server '{}'.", active_server),
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"account": { "login": active_login, "server": active_server },
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"hint": "Open MT5 → View → Strategy Tester → download history for at least one symbol.",
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"pre_check": "no_symbols"
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}).to_string() }],
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"isError": true
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});
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let symbol: String = if requested_symbol.is_empty() {
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// No symbol requested — use config default or first available tester symbol.
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let candidate = config.backtest_symbol.as_deref().unwrap_or("");
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if candidate.is_empty() {
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preflight.available_symbols.first()
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.cloned()
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.ok_or(()
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).unwrap_or_else(|_| return String::new())
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} else {
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match Config::resolve_symbol(candidate, &preflight.available_symbols) {
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Some(resolved) => {
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if resolved != candidate {
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tracing::warn!(
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"Config symbol '{}' not in tester data for '{}'; using '{}' instead",
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candidate, active_server, resolved
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);
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}
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resolved.to_string()
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}
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None => {
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// Config default has no tester data — pick first available
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preflight.available_symbols.first()
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.cloned()
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.unwrap_or_default()
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}
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}
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}
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} else {
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// Caller specified a symbol — resolve it against actual tester data.
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if preflight.available_symbols.is_empty() {
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return Ok(no_symbols_error());
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}
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match Config::resolve_symbol(requested_symbol, &preflight.available_symbols) {
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Some(resolved) if resolved == requested_symbol => {
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// Exact match — use as-is
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resolved.to_string()
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}
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Some(resolved) => {
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// Fuzzy match — proceed with the corrected symbol, surface the substitution
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tracing::warn!(
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"Symbol '{}' not in tester data for '{}'; substituting '{}'",
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requested_symbol, active_server, resolved
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);
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resolved.to_string()
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}
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None => {
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// No match at all — fail with full context so the caller can act
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return Ok(json!({
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"content": [{ "type": "text", "text": json!({
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"error": format!(
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"Symbol '{}' has no tester data on server '{}' and no close match was found.",
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requested_symbol, active_server
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),
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"account": { "login": active_login, "server": active_server },
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"requested_symbol": requested_symbol,
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"available_symbols": preflight.available_symbols,
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"hint": "The tester data for this symbol hasn't been downloaded yet. \
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Open MT5 → Strategy Tester → select the symbol and click Download.",
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"pre_check": "symbol_not_available"
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}).to_string() }],
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"isError": true
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}));
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}
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}
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};
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// Guard against the empty-string edge case (no symbols at all)
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if symbol.is_empty() {
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return Ok(no_symbols_error());
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}
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// EA existence check with context
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if !preflight.ea_exists {
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return Ok(json!({
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"content": [{ "type": "text", "text": json!({
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"error": format!("EA '{}' not found in Experts directory.", expert),
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"hint": "Use search_experts or list_experts to find available EAs.",
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"pre_check": "ea_not_found"
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}).to_string() }],
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"isError": true
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}));
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}
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// Date defaulting: current month
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let (from_date, to_date) = {
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let f = args.get("from_date").and_then(|v| v.as_str()).unwrap_or("");
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let t = args.get("to_date").and_then(|v| v.as_str()).unwrap_or("");
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if f.is_empty() || t.is_empty() {
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super::current_month()
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} else {
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(f.to_string(), t.to_string())
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}
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};
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let params = BacktestParams {
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expert: expert.to_string(),
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symbol: symbol.to_string(),
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from_date: from_date.to_string(),
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to_date: to_date.to_string(),
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timeframe: args.get("timeframe").and_then(|v| v.as_str()).unwrap_or("M5").to_string(),
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deposit: args.get("deposit").and_then(|v| v.as_u64()).unwrap_or(10000) as u32,
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model: args.get("model").and_then(|v| v.as_u64()).unwrap_or(0) as u8,
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leverage: args.get("leverage").and_then(|v| v.as_u64()).unwrap_or(500) as u32,
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set_file: args.get("set_file").and_then(|v| v.as_str()).map(|s| s.to_string()),
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skip_compile: args.get("skip_compile").and_then(|v| v.as_bool()).unwrap_or(false),
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skip_clean: args.get("skip_clean").and_then(|v| v.as_bool()).unwrap_or(false),
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skip_analyze: args.get("skip_analyze").and_then(|v| v.as_bool()).unwrap_or(false),
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deep_analyze: args.get("deep").and_then(|v| v.as_bool()).unwrap_or(false),
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shutdown: args.get("shutdown").and_then(|v| v.as_bool()).unwrap_or(true),
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kill_existing: args.get("kill_existing").and_then(|v| v.as_bool()).unwrap_or(false),
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timeout: args.get("timeout").and_then(|v| v.as_u64()).unwrap_or(900),
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gui: args.get("gui").and_then(|v| v.as_bool()).unwrap_or(false),
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startup_delay_secs: args.get("startup_delay_secs").and_then(|v| v.as_u64()).unwrap_or(0),
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inactivity_kill_secs: args.get("inactivity_kill_secs").and_then(|v| v.as_u64()),
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};
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let pipeline = BacktestPipeline::new(config.clone());
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let result = pipeline.run(params).await?;
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Ok(json!({
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"content": [{ "type": "text", "text": json!({
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"success": result.success,
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"report_dir": result.report_dir.to_string_lossy(),
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"duration_seconds": result.duration_seconds,
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"message": result.message
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}).to_string() }],
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"isError": !result.success
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}))
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}
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pub async fn handle_run_backtest_quick(handler: &crate::tools::handlers::ToolHandler, args: &Value) -> Result<Value> {
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// Quick backtest: skip compile, clean → launch → background monitor → return job.
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// Uses the fire-and-forget launch path so the MCP response is returned immediately
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// and the result is available via get_backtest_status / get_latest_report once done.
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// (The synchronous blocking path exceeds MCP request timeouts for any backtest >2 min.)
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let mut args = args.clone();
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if let Some(obj) = args.as_object_mut() {
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obj.insert("skip_compile".to_string(), json!(true));
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}
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handle_launch_backtest(handler, &args).await
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}
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pub async fn handle_run_backtest_only(handler: &crate::tools::handlers::ToolHandler, args: &Value) -> Result<Value> {
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// Backtest only: skip compile and analyze — launch and return job immediately.
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let mut args = args.clone();
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if let Some(obj) = args.as_object_mut() {
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obj.insert("skip_compile".to_string(), json!(true));
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obj.insert("skip_analyze".to_string(), json!(true));
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}
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handle_launch_backtest(handler, &args).await
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}
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pub async fn handle_launch_backtest(handler: &crate::tools::handlers::ToolHandler, args: &Value) -> Result<Value> {
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let expert = args.get("expert")
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.and_then(|v| v.as_str())
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.ok_or_else(|| anyhow::anyhow!("expert is required"))?;
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// Run pre-flight check
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let preflight = BacktestPreflight::check(&handler.config, expert);
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// Check account session
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if preflight.account.is_none() {
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return Ok(json!({
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"content": [{ "type": "text", "text": json!({
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"error": "No active MT5 account session detected.",
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"hint": "Open MT5 and login to your trading account before running backtests."
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}).to_string() }],
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"isError": true
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}));
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}
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// Get symbol — resolve against actual tester data (same logic as handle_run_backtest)
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let active_server = preflight.server.as_deref().unwrap_or("unknown");
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let requested_symbol = args.get("symbol")
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.and_then(|v| v.as_str())
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.unwrap_or("");
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let symbol: String = if requested_symbol.is_empty() {
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let candidate = handler.config.backtest_symbol.as_deref().unwrap_or("");
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if candidate.is_empty() {
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preflight.available_symbols.first().cloned().unwrap_or_default()
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} else {
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Config::resolve_symbol(candidate, &preflight.available_symbols)
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.map(|s| s.to_string())
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.or_else(|| preflight.available_symbols.first().cloned())
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.unwrap_or_else(|| candidate.to_string())
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}
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} else {
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match Config::resolve_symbol(requested_symbol, &preflight.available_symbols) {
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Some(resolved) => {
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if resolved != requested_symbol {
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tracing::warn!(
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"launch_backtest: symbol '{}' not in tester data for '{}'; using '{}'",
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requested_symbol, active_server, resolved
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);
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}
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resolved.to_string()
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}
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None if preflight.available_symbols.is_empty() => requested_symbol.to_string(),
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None => {
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return Ok(json!({
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"content": [{ "type": "text", "text": json!({
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"error": format!(
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"Symbol '{}' has no tester data on server '{}' and no close match was found.",
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requested_symbol, active_server
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),
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"requested_symbol": requested_symbol,
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"available_symbols": preflight.available_symbols,
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"hint": "Open MT5 → Strategy Tester → select the symbol and click Download.",
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"pre_check": "symbol_not_available"
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}).to_string() }],
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"isError": true
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}));
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}
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}
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};
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// EA existence check
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if !preflight.ea_exists {
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return Ok(json!({
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"content": [{ "type": "text", "text": json!({
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"error": format!("EA '{}' not found in Experts directory.", expert),
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"hint": "Use search_experts or list_experts to find available EAs."
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}).to_string() }],
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"isError": true
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}));
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}
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// Date defaulting
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let (from_date, to_date) = {
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let f = args.get("from_date").and_then(|v| v.as_str()).unwrap_or("");
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let t = args.get("to_date").and_then(|v| v.as_str()).unwrap_or("");
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if f.is_empty() || t.is_empty() {
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super::current_month()
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} else {
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(f.to_string(), t.to_string())
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}
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};
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let params = BacktestParams {
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expert: expert.to_string(),
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symbol: symbol.to_string(),
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from_date: from_date.to_string(),
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to_date: to_date.to_string(),
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timeframe: args.get("timeframe").and_then(|v| v.as_str()).unwrap_or("M5").to_string(),
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deposit: args.get("deposit").and_then(|v| v.as_u64()).unwrap_or(10000) as u32,
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model: args.get("model").and_then(|v| v.as_u64()).unwrap_or(0) as u8,
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leverage: args.get("leverage").and_then(|v| v.as_u64()).unwrap_or(500) as u32,
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set_file: args.get("set_file").and_then(|v| v.as_str()).map(|s| s.to_string()),
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skip_compile: args.get("skip_compile").and_then(|v| v.as_bool()).unwrap_or(false),
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skip_clean: args.get("skip_clean").and_then(|v| v.as_bool()).unwrap_or(false),
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skip_analyze: true, // Not needed for launch mode
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deep_analyze: false,
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// On Wine/macOS, ShutdownTerminal=1 does NOT reliably cause terminal64.exe to exit.
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// When inactivity_kill_secs is set, the monitor waits that many seconds after the
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// tester log goes quiet, then polls for the HTML report for 30 s, then kills MT5.
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// If no inactivity_kill_secs is given (default None → disabled), the monitor relies
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// solely on timeout (900 s) or natural MT5 exit for completion detection.
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shutdown: args.get("shutdown").and_then(|v| v.as_bool()).unwrap_or(true),
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kill_existing: false,
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timeout: args.get("timeout").and_then(|v| v.as_u64()).unwrap_or(900),
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gui: args.get("gui").and_then(|v| v.as_bool()).unwrap_or(false),
|
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startup_delay_secs: args.get("startup_delay_secs").and_then(|v| v.as_u64()).unwrap_or(0),
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inactivity_kill_secs: args.get("inactivity_kill_secs").and_then(|v| v.as_u64()),
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};
|
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|
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let pipeline = if let Some(ref callback) = handler.notification_callback {
|
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BacktestPipeline::with_notification_callback(handler.config.clone(), callback.clone())
|
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} else {
|
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BacktestPipeline::new(handler.config.clone())
|
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};
|
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let job = pipeline.launch_backtest(params).await?;
|
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|
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Ok(json!({
|
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"content": [{ "type": "text", "text": json!({
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"success": true,
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"message": "Backtest launched successfully. Use get_backtest_status to poll for completion.",
|
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"report_id": job.report_id,
|
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"report_dir": job.report_dir,
|
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"expert": job.expert,
|
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"symbol": job.symbol,
|
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"timeframe": job.timeframe,
|
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"launched_at": job.launched_at,
|
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"timeout_seconds": job.timeout_seconds,
|
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"poll_hint": "Call get_backtest_status with report_dir to check progress"
|
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}).to_string() }],
|
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"isError": false
|
|
}))
|
|
}
|
|
|
|
pub async fn handle_run_rolling_backtest(config: &Config, args: &Value) -> Result<Value> {
|
|
let expert = args.get("expert")
|
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.and_then(|v| v.as_str())
|
|
.ok_or_else(|| anyhow::anyhow!("expert is required"))?;
|
|
|
|
let weeks_count = args.get("weeks").and_then(|v| v.as_u64()).unwrap_or(4) as i64;
|
|
if weeks_count < 1 || weeks_count > 52 {
|
|
return Ok(json!({
|
|
"content": [{ "type": "text", "text": "weeks must be between 1 and 52".to_string() }],
|
|
"isError": true
|
|
}));
|
|
}
|
|
|
|
// Calculate weekly date ranges
|
|
let from_arg = args.get("from_date").and_then(|v| v.as_str()).unwrap_or("");
|
|
let to_arg = args.get("to_date").and_then(|v| v.as_str()).unwrap_or("");
|
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|
|
let weeks: Vec<(String, String, String)> = if !from_arg.is_empty() && !to_arg.is_empty() {
|
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let start = chrono::NaiveDate::parse_from_str(from_arg, "%Y.%m.%d")
|
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.map_err(|e| anyhow::anyhow!("Invalid from_date '{}': {}", from_arg, e))?;
|
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let end = chrono::NaiveDate::parse_from_str(to_arg, "%Y.%m.%d")
|
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.map_err(|e| anyhow::anyhow!("Invalid to_date '{}': {}", to_arg, e))?;
|
|
if end <= start {
|
|
return Ok(json!({
|
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"content": [{ "type": "text", "text": "to_date must be after from_date".to_string() }],
|
|
"isError": true
|
|
}));
|
|
}
|
|
let mut weeks = Vec::new();
|
|
let mut current = start;
|
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let mut week_idx = 0;
|
|
while current < end && weeks.len() < weeks_count as usize {
|
|
week_idx += 1;
|
|
let week_end = if current + chrono::Duration::days(7) >= end {
|
|
end
|
|
} else {
|
|
let days_to_sun = 6 - current.weekday().num_days_from_monday();
|
|
let week_end_raw = current + chrono::Duration::days(days_to_sun as i64);
|
|
std::cmp::min(week_end_raw, end)
|
|
};
|
|
let label = format!("Week {}", week_idx);
|
|
weeks.push((label, current.format("%Y.%m.%d").to_string(), week_end.format("%Y.%m.%d").to_string()));
|
|
current = week_end + chrono::Duration::days(1);
|
|
}
|
|
weeks
|
|
} else {
|
|
let now = chrono::Utc::now().date_naive();
|
|
let days_from_sun = now.weekday().num_days_from_sunday();
|
|
let last_sun = now - chrono::Duration::days(days_from_sun as i64);
|
|
let mut weeks = Vec::new();
|
|
for i in 0..weeks_count {
|
|
let i = weeks_count - 1 - i;
|
|
let week_end = last_sun - chrono::Duration::days(i * 7);
|
|
let week_start = week_end - chrono::Duration::days(6);
|
|
let label = format!(
|
|
"{} - {}",
|
|
week_start.format("%b %d"),
|
|
week_end.format("%b %d")
|
|
);
|
|
weeks.push((label, week_start.format("%Y.%m.%d").to_string(), week_end.format("%Y.%m.%d").to_string()));
|
|
}
|
|
weeks
|
|
};
|
|
|
|
let symbol = args.get("symbol").and_then(|v| v.as_str()).unwrap_or("").to_string();
|
|
let timeframe = args.get("timeframe").and_then(|v| v.as_str()).unwrap_or("M5").to_string();
|
|
let deposit = args.get("deposit").and_then(|v| v.as_u64()).unwrap_or(10000) as u32;
|
|
let model = args.get("model").and_then(|v| v.as_u64()).unwrap_or(0) as u8;
|
|
let leverage: u32 = args.get("leverage").and_then(|v| v.as_u64()).unwrap_or(500) as u32;
|
|
let set_file = args.get("set_file").and_then(|v| v.as_str()).map(|s| s.to_string());
|
|
let deep_analyze = args.get("deep").and_then(|v| v.as_bool()).unwrap_or(false);
|
|
let shutdown = args.get("shutdown").and_then(|v| v.as_bool()).unwrap_or(true);
|
|
let kill_existing = args.get("kill_existing").and_then(|v| v.as_bool()).unwrap_or(true);
|
|
let timeout = args.get("timeout").and_then(|v| v.as_u64()).unwrap_or(900);
|
|
let gui = args.get("gui").and_then(|v| v.as_bool()).unwrap_or(false);
|
|
let startup_delay_secs = args.get("startup_delay_secs").and_then(|v| v.as_u64()).unwrap_or(0);
|
|
let skip_compile_first = args.get("skip_compile").and_then(|v| v.as_bool()).unwrap_or(false);
|
|
|
|
// Create a rolling job report dir for status tracking
|
|
let report_id = format!(
|
|
"ROLLING_{}_{}_{}",
|
|
expert,
|
|
weeks.first().map(|w| &w.1).unwrap_or(&"unknown".to_string()),
|
|
weeks.last().map(|w| &w.2).unwrap_or(&"unknown".to_string()),
|
|
);
|
|
let report_dir = config.reports_dir().join(&report_id);
|
|
fs::create_dir_all(&report_dir)?;
|
|
|
|
let job_path = report_dir.join("job.json");
|
|
let job = BacktestJob {
|
|
report_id: report_id.clone(),
|
|
report_dir: report_dir.to_string_lossy().to_string(),
|
|
expert: expert.to_string(),
|
|
symbol: symbol.clone(),
|
|
timeframe: timeframe.clone(),
|
|
mt5_pid: None,
|
|
expected_report_path: String::new(),
|
|
timeout_seconds: timeout * weeks.len() as u64,
|
|
launched_at: chrono::Utc::now().to_rfc3339(),
|
|
status: Some("launched".to_string()),
|
|
};
|
|
fs::write(&job_path, serde_json::to_string_pretty(&job)?)?;
|
|
|
|
// Save the weekly schedule for status polling
|
|
let weeks_path = report_dir.join("weeks.json");
|
|
fs::write(&weeks_path, serde_json::to_string_pretty(&json!({
|
|
"weeks": weeks.iter().map(|(l, f, t)| json!({"label": l, "from_date": f, "to_date": t})).collect::<Vec<_>>()
|
|
}))?)?;
|
|
|
|
// Spawn background task to run all weeks sequentially
|
|
let config_clone = config.clone();
|
|
let report_dir_clone = report_dir.clone();
|
|
let expert_clone = expert.to_string();
|
|
let symbol_clone = symbol;
|
|
let timeframe_clone = timeframe;
|
|
let set_file_clone = set_file;
|
|
let weeks_clone = weeks.clone();
|
|
|
|
tokio::spawn(async move {
|
|
if let Err(e) = run_rolling_weeks_sequential(
|
|
config_clone,
|
|
report_dir_clone,
|
|
expert_clone,
|
|
symbol_clone,
|
|
timeframe_clone,
|
|
deposit,
|
|
model,
|
|
leverage,
|
|
set_file_clone,
|
|
deep_analyze,
|
|
shutdown,
|
|
kill_existing,
|
|
timeout,
|
|
gui,
|
|
startup_delay_secs,
|
|
skip_compile_first,
|
|
weeks_clone,
|
|
).await {
|
|
tracing::error!("Rolling backtest failed: {}", e);
|
|
}
|
|
});
|
|
|
|
Ok(json!({
|
|
"content": [{ "type": "text", "text": json!({
|
|
"success": true,
|
|
"message": format!("Rolling backtest launched with {} weeks. Use get_backtest_status to poll for completion.", weeks.len()),
|
|
"report_id": report_id,
|
|
"report_dir": report_dir.to_string_lossy(),
|
|
"expert": expert,
|
|
"weeks": weeks.iter().map(|(l, f, t)| json!({"label": l, "from_date": f, "to_date": t})).collect::<Vec<_>>(),
|
|
"poll_hint": "Call get_backtest_status with report_dir to check progress"
|
|
}).to_string() }],
|
|
"isError": false
|
|
}))
|
|
}
|
|
|
|
async fn run_rolling_weeks_sequential(
|
|
config: Config,
|
|
report_dir: PathBuf,
|
|
expert: String,
|
|
symbol: String,
|
|
timeframe: String,
|
|
deposit: u32,
|
|
model: u8,
|
|
leverage: u32,
|
|
set_file: Option<String>,
|
|
deep_analyze: bool,
|
|
_shutdown: bool,
|
|
_kill_existing: bool,
|
|
timeout: u64,
|
|
gui: bool,
|
|
startup_delay_secs: u64,
|
|
skip_compile_first: bool,
|
|
weeks: Vec<(String, String, String)>,
|
|
) -> Result<()> {
|
|
let pipeline = if cfg!(debug_assertions) {
|
|
BacktestPipeline::new(config.clone())
|
|
} else {
|
|
BacktestPipeline::new(config.clone())
|
|
};
|
|
let progress_log = report_dir.join("progress.log");
|
|
|
|
// Clear stale results
|
|
let results_path = report_dir.join("rolling_results.json");
|
|
let _ = fs::remove_file(&results_path);
|
|
|
|
let mut week_results = Vec::new();
|
|
let mut total_net_profit: f64 = 0.0;
|
|
let mut max_drawdown: f64 = 0.0;
|
|
let mut total_trades: u64 = 0;
|
|
|
|
// Kill MT5/wineserver before starting
|
|
for pat in &["MetaTrader 5.app", "terminal64.exe", "wineserver"] {
|
|
let _ = Command::new("pkill").args(["-KILL", "-f", pat]).output();
|
|
}
|
|
tokio::time::sleep(Duration::from_secs(5)).await;
|
|
|
|
for (idx, (label, from_date, to_date)) in weeks.iter().enumerate() {
|
|
let skip_compile = if idx == 0 { skip_compile_first } else { true };
|
|
|
|
fs::write(&progress_log, format!("WEEK {}: {} ({} -> {})\n", idx + 1, label, from_date, to_date))
|
|
.unwrap_or(());
|
|
|
|
tracing::info!("Rolling week {}/{}: {} ({} -> {})", idx + 1, weeks.len(), label, from_date, to_date);
|
|
|
|
// Clean slate before each week
|
|
for pat in &["MetaTrader 5.app", "terminal64.exe", "wineserver"] {
|
|
let _ = Command::new("pkill").args(["-KILL", "-f", pat]).output();
|
|
}
|
|
tokio::time::sleep(Duration::from_secs(3)).await;
|
|
|
|
// Fire-and-forget launch (handles journal fallback if HTML not produced)
|
|
let params = BacktestParams {
|
|
expert: expert.clone(),
|
|
symbol: symbol.clone(),
|
|
from_date: from_date.clone(),
|
|
to_date: to_date.clone(),
|
|
timeframe: timeframe.clone(),
|
|
deposit,
|
|
model,
|
|
leverage,
|
|
set_file: set_file.clone(),
|
|
skip_compile,
|
|
skip_clean: false,
|
|
skip_analyze: false,
|
|
deep_analyze,
|
|
shutdown: true,
|
|
kill_existing: false,
|
|
timeout,
|
|
gui,
|
|
startup_delay_secs,
|
|
inactivity_kill_secs: None,
|
|
};
|
|
|
|
let job = match pipeline.launch_backtest(params).await {
|
|
Ok(j) => j,
|
|
Err(e) => {
|
|
tracing::error!("Rolling week {}/{} launch failed: {}", idx + 1, weeks.len(), e);
|
|
week_results.push(json!({
|
|
"label": label, "from_date": from_date, "to_date": to_date,
|
|
"success": false, "error": format!("launch failed: {}", e)
|
|
}));
|
|
continue;
|
|
}
|
|
};
|
|
|
|
// Poll for completion (up to timeout)
|
|
let week_report_dir = Path::new(&job.report_dir);
|
|
let poll_start = std::time::Instant::now();
|
|
let max_wait = Duration::from_secs(timeout);
|
|
loop {
|
|
tokio::time::sleep(Duration::from_secs(5)).await;
|
|
|
|
// Check for metrics.json (written after extraction, including journal fallback)
|
|
let metrics_path = week_report_dir.join("metrics.json");
|
|
if metrics_path.exists() { break; }
|
|
|
|
let jp = week_report_dir.join("job.json");
|
|
if let Ok(content) = fs::read_to_string(&jp) {
|
|
if let Ok(j) = serde_json::from_str::<BacktestJob>(&content) {
|
|
if let Some(ref s) = j.status {
|
|
if s == "completed" || s == "completed_no_html" { break; }
|
|
if s == "failed" || s == "timeout" || s == "timeout_inactive" {
|
|
tracing::warn!("Rolling week {}/{} background status: {}", idx + 1, weeks.len(), s);
|
|
break;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
if poll_start.elapsed() > max_wait {
|
|
tracing::warn!("Rolling week {}/{} timed out after {}s", idx + 1, weeks.len(), timeout);
|
|
break;
|
|
}
|
|
}
|
|
|
|
// Wait a moment for extraction to finish
|
|
tokio::time::sleep(Duration::from_secs(2)).await;
|
|
|
|
// Read results
|
|
let metrics_path = week_report_dir.join("metrics.json");
|
|
if let Ok(content) = fs::read_to_string(&metrics_path) {
|
|
if let Ok(metrics) = serde_json::from_str::<serde_json::Value>(&content) {
|
|
let np = metrics.get("net_profit").and_then(|v| v.as_f64()).unwrap_or(0.0);
|
|
let dd = metrics.get("max_dd_pct").and_then(|v| v.as_f64()).unwrap_or(0.0);
|
|
let trades = metrics.get("total_trades").and_then(|v| v.as_u64()).unwrap_or(0);
|
|
let pf = metrics.get("profit_factor").and_then(|v| v.as_f64()).unwrap_or(0.0);
|
|
|
|
total_net_profit += np;
|
|
if dd > max_drawdown { max_drawdown = dd; }
|
|
total_trades += trades;
|
|
|
|
tracing::info!("Rolling week {}/{} done: profit={:.2}, dd={:.1}%", idx + 1, weeks.len(), np, dd);
|
|
|
|
week_results.push(json!({
|
|
"label": label, "from_date": from_date, "to_date": to_date,
|
|
"success": true, "net_profit": np, "max_dd_pct": dd,
|
|
"total_trades": trades, "profit_factor": pf,
|
|
"report_dir": job.report_dir
|
|
}));
|
|
continue;
|
|
}
|
|
}
|
|
|
|
// No metrics found
|
|
week_results.push(json!({
|
|
"label": label, "from_date": from_date, "to_date": to_date,
|
|
"success": false, "error": "No metrics extracted"
|
|
}));
|
|
}
|
|
|
|
// Write final results
|
|
let summary = json!({
|
|
"success": true,
|
|
"weeks_run": week_results.len(),
|
|
"summary": {
|
|
"total_net_profit": total_net_profit,
|
|
"max_drawdown_pct": max_drawdown,
|
|
"total_trades": total_trades,
|
|
},
|
|
"weekly_results": week_results
|
|
});
|
|
if let Ok(json_str) = serde_json::to_string_pretty(&summary) {
|
|
let _ = fs::write(&results_path, &json_str);
|
|
}
|
|
|
|
// Update job status
|
|
let job_path = report_dir.join("job.json");
|
|
if let Ok(content) = fs::read_to_string(&job_path) {
|
|
if let Ok(mut job) = serde_json::from_str::<BacktestJob>(&content) {
|
|
job.status = Some("completed".to_string());
|
|
if let Ok(json_str) = serde_json::to_string_pretty(&job) {
|
|
let _ = fs::write(&job_path, json_str);
|
|
}
|
|
}
|
|
}
|
|
|
|
fs::write(&progress_log, "DONE\n").unwrap_or(());
|
|
tracing::info!("Rolling backtest completed: {} weeks, profit={:.2}, max_dd={:.1}%", week_results.len(), total_net_profit, max_drawdown);
|
|
Ok(())
|
|
}
|
|
|
|
pub async fn handle_get_backtest_status(_config: &Config, args: &Value) -> Result<Value> {
|
|
let report_dir = args.get("report_dir")
|
|
.and_then(|v| v.as_str())
|
|
.unwrap_or("latest");
|
|
|
|
let report_path = Path::new(report_dir);
|
|
let progress_file = report_path.join("progress.log");
|
|
let job_file = report_path.join("job.json");
|
|
|
|
// Load job info if available
|
|
let job: Option<BacktestJob> = if job_file.exists() {
|
|
fs::read_to_string(&job_file)
|
|
.ok()
|
|
.and_then(|s| serde_json::from_str(&s).ok())
|
|
} else {
|
|
None
|
|
};
|
|
|
|
// Check progress log for stage
|
|
let (stage, progress_lines) = if progress_file.exists() {
|
|
if let Ok(content) = fs::read_to_string(&progress_file) {
|
|
let lines: Vec<&str> = content.lines().collect();
|
|
let last_stage = lines.last()
|
|
.and_then(|l| l.split_whitespace().next())
|
|
.unwrap_or("UNKNOWN");
|
|
(last_stage.to_string(), lines.len())
|
|
} else {
|
|
("UNKNOWN".to_string(), 0)
|
|
}
|
|
} else {
|
|
("NOT_STARTED".to_string(), 0)
|
|
};
|
|
|
|
// Check if MT5 is running
|
|
let mt5_running = is_mt5_running();
|
|
|
|
// Check if report file exists (still on disk — it's deleted after extraction)
|
|
let report_found = job.as_ref()
|
|
.map(|j| Path::new(&j.expected_report_path).exists())
|
|
.unwrap_or(false);
|
|
|
|
// Check for completed artifacts
|
|
let metrics_exists = report_path.join("metrics.json").exists();
|
|
|
|
// Read the authoritative status written by the background monitor into job.json.
|
|
// This avoids false "failed" when the HTML was extracted+deleted (report_found=false)
|
|
// or when journal extraction ran instead of HTML extraction.
|
|
let job_status = job.as_ref()
|
|
.and_then(|j| j.status.as_deref())
|
|
.unwrap_or("");
|
|
let monitor_says_complete = matches!(job_status, "completed" | "completed_no_html");
|
|
let monitor_says_failed = matches!(job_status, "failed" | "timeout" | "timeout_inactive");
|
|
|
|
let is_complete = monitor_says_complete
|
|
|| stage == "DONE"
|
|
|| (report_found && metrics_exists);
|
|
|
|
// Calculate elapsed time if job exists
|
|
let elapsed_seconds = job.as_ref()
|
|
.and_then(|j| {
|
|
chrono::DateTime::parse_from_rfc3339(&j.launched_at)
|
|
.ok()
|
|
.map(|t| (chrono::Utc::now() - t.with_timezone(&chrono::Utc)).num_seconds())
|
|
})
|
|
.unwrap_or(0);
|
|
|
|
// Determine status message — trust monitor's job.json first
|
|
let status_msg = if is_complete {
|
|
"completed"
|
|
} else if monitor_says_failed {
|
|
if job_status == "timeout" || job_status == "timeout_inactive" { "timeout" } else { "failed" }
|
|
} else if stage == "BACKTEST" && mt5_running {
|
|
"running"
|
|
} else if stage == "BACKTEST" && !mt5_running {
|
|
"failed"
|
|
} else if progress_lines > 0 {
|
|
"in_progress"
|
|
} else {
|
|
"not_started"
|
|
};
|
|
|
|
let message = if is_complete {
|
|
if job_status == "completed_no_html" {
|
|
"Backtest completed (extracted from tester journal — no HTML report)"
|
|
} else {
|
|
"Backtest completed successfully"
|
|
}
|
|
} else if stage == "BACKTEST" && mt5_running {
|
|
"MT5 is running the backtest"
|
|
} else if stage == "BACKTEST" && !mt5_running {
|
|
"MT5 process exited — report not yet found"
|
|
} else {
|
|
&format!("Backtest is at stage: {}", stage)
|
|
};
|
|
|
|
Ok(json!({
|
|
"content": [{ "type": "text", "text": json!({
|
|
"success": true,
|
|
"report_dir": report_dir,
|
|
"status": status_msg,
|
|
"stage": stage,
|
|
"is_complete": is_complete,
|
|
"mt5_running": mt5_running,
|
|
"report_found": report_found,
|
|
"metrics_extracted": metrics_exists,
|
|
"elapsed_seconds": elapsed_seconds,
|
|
"message": message,
|
|
"job": job.map(|j| {
|
|
json!({
|
|
"report_id": j.report_id,
|
|
"expert": j.expert,
|
|
"symbol": j.symbol,
|
|
"timeframe": j.timeframe,
|
|
"launched_at": j.launched_at,
|
|
"timeout_seconds": j.timeout_seconds
|
|
})
|
|
})
|
|
}).to_string() }],
|
|
"isError": false
|
|
}))
|
|
}
|
|
|
|
/// Check if MT5 is currently running
|
|
fn is_mt5_running() -> bool {
|
|
let patterns = if cfg!(target_os = "macos") {
|
|
vec!["MetaTrader 5\\.app", "terminal64\\.exe"]
|
|
} else {
|
|
vec!["terminal64\\.exe", "metatrader"]
|
|
};
|
|
|
|
patterns.iter().any(|pat| {
|
|
Command::new("pgrep")
|
|
.args(["-f", pat])
|
|
.output()
|
|
.map(|o| o.status.success())
|
|
.unwrap_or(false)
|
|
})
|
|
}
|
|
|
|
/// Read the active tester agent log for live/post-test deal inspection.
|
|
/// Returns the last N lines and a parsed deal summary.
|
|
pub async fn handle_get_tester_log(config: &Config, args: &Value) -> Result<Value> {
|
|
use crate::pipeline::backtest::BacktestPipeline;
|
|
|
|
let tail_lines = args.get("tail_lines").and_then(|v| v.as_u64()).unwrap_or(100) as usize;
|
|
|
|
let log_path = match BacktestPipeline::find_active_tester_agent_log(config) {
|
|
Some(p) => p,
|
|
None => {
|
|
return Ok(json!({
|
|
"content": [{ "type": "text", "text": json!({
|
|
"error": "No tester agent log found for today.",
|
|
"hint": "Run a backtest first. The log appears after the tester starts."
|
|
}).to_string() }],
|
|
"isError": true
|
|
}));
|
|
}
|
|
};
|
|
|
|
let lines = match BacktestPipeline::read_tester_agent_log(&log_path) {
|
|
Some(l) => l,
|
|
None => {
|
|
return Ok(json!({
|
|
"content": [{ "type": "text", "text": json!({
|
|
"error": format!("Could not read log at {}", log_path.display())
|
|
}).to_string() }],
|
|
"isError": true
|
|
}));
|
|
}
|
|
};
|
|
|
|
let (deals, final_balance_pips, progress) = BacktestPipeline::parse_journal_deals(&lines);
|
|
|
|
// Collect tail lines
|
|
let tail: Vec<&str> = lines.iter()
|
|
.rev()
|
|
.take(tail_lines)
|
|
.rev()
|
|
.map(|s| s.as_str())
|
|
.collect();
|
|
|
|
// Detect last sim timestamp for progress estimation
|
|
let last_sim_time = lines.iter().rev()
|
|
.find_map(|l| {
|
|
let parts: Vec<&str> = l.split_whitespace().collect();
|
|
// Format: XX 0 HH:MM:SS.mmm Core NN YYYY.MM.DD HH:MM:SS ...
|
|
if parts.len() >= 6 {
|
|
let date = parts[4];
|
|
let time = parts[5];
|
|
if date.contains('.') && time.contains(':') {
|
|
return Some(format!("{} {}", date, time));
|
|
}
|
|
}
|
|
None
|
|
})
|
|
.unwrap_or_default();
|
|
|
|
Ok(json!({
|
|
"content": [{ "type": "text", "text": json!({
|
|
"log_path": log_path.to_string_lossy(),
|
|
"total_lines": lines.len(),
|
|
"deals_found": deals.len(),
|
|
"final_balance_pips": final_balance_pips,
|
|
"progress": progress,
|
|
"last_sim_time": last_sim_time,
|
|
"is_complete": !progress.is_empty(),
|
|
"tail_lines": tail,
|
|
"deals_summary": deals.iter().map(|d| json!({
|
|
"deal": d.deal,
|
|
"time": d.time,
|
|
"type": d.deal_type,
|
|
"volume": d.volume,
|
|
"price": d.price,
|
|
"symbol": d.symbol,
|
|
})).collect::<Vec<_>>()
|
|
}).to_string() }],
|
|
"isError": false
|
|
}))
|
|
}
|
|
|
|
pub async fn handle_cache_status(config: &Config) -> Result<Value> {
|
|
let cache_dir = config.tester_cache_dir.as_ref()
|
|
.map(|s| Path::new(s))
|
|
.filter(|p| p.exists());
|
|
|
|
let mut total_size: u64 = 0;
|
|
let mut symbols = Vec::new();
|
|
|
|
if let Some(dir) = cache_dir {
|
|
for entry in walkdir::WalkDir::new(dir).max_depth(2) {
|
|
if let Ok(entry) = entry {
|
|
if entry.file_type().is_dir() {
|
|
if let Some(name) = entry.file_name().to_str() {
|
|
symbols.push(name.to_string());
|
|
}
|
|
} else {
|
|
if let Ok(meta) = entry.metadata() {
|
|
total_size += meta.len();
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
Ok(json!({
|
|
"content": [{ "type": "text", "text": json!({
|
|
"success": true,
|
|
"cache_dir": cache_dir.map(|p| p.to_string_lossy().to_string()).unwrap_or_default(),
|
|
"total_bytes": total_size,
|
|
"symbols": symbols
|
|
}).to_string() }],
|
|
"isError": false
|
|
}))
|
|
}
|
|
|
|
pub async fn handle_clean_cache(config: &Config, args: &Value) -> Result<Value> {
|
|
let _symbol = args.get("symbol").and_then(|v| v.as_str());
|
|
let dry_run = args.get("dry_run").and_then(|v| v.as_bool()).unwrap_or(false);
|
|
|
|
let cache_dir = config.tester_cache_dir.as_ref()
|
|
.map(|s| Path::new(s))
|
|
.filter(|p| p.exists());
|
|
|
|
let mut bytes_freed: u64 = 0;
|
|
|
|
if let Some(dir) = cache_dir {
|
|
for entry in walkdir::WalkDir::new(dir) {
|
|
if let Ok(entry) = entry {
|
|
let path = entry.path();
|
|
if path.extension().map(|e| e == "tst").unwrap_or(false) {
|
|
if let Ok(meta) = entry.metadata() {
|
|
bytes_freed += meta.len();
|
|
if !dry_run {
|
|
let _ = fs::remove_file(path);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
Ok(json!({
|
|
"content": [{ "type": "text", "text": json!({
|
|
"success": true,
|
|
"bytes_freed": bytes_freed,
|
|
"dry_run": dry_run
|
|
}).to_string() }],
|
|
"isError": false
|
|
}))
|
|
}
|