diff --git a/AGENTS.md b/AGENTS.md deleted file mode 100644 index 884120c..0000000 --- a/AGENTS.md +++ /dev/null @@ -1,245 +0,0 @@ -# AGENTS.md — Developer instructions for MT5-Quant - -## Project Overview - -Open-source MCP server for MetaTrader 5 backtesting, optimization, and analytics — written entirely in Rust. Exposes 89 stdio MCP tools for compiling MQL5 EAs, running backtests via Wine, extracting deal-level data, organizing reports in SQLite, and performing 19 dimensions of analysis. - -Target users: MQL developers on macOS (CrossOver or native MetaTrader5.app) and Linux (Wine/Xvfb). - -## Repository Layout - -``` -MT5-Quant/ -├── src/ -│ ├── main.rs # CLI entry + stdio MCP transport -│ ├── mcp_server.rs # McpServer struct, tool dispatch, init/notification -│ ├── mt5.rs # Wine/MT5 executable launchers -│ ├── models/ -│ │ ├── mod.rs -│ │ ├── config.rs # Config, CurrentAccount, wine detection, .set helpers -│ │ ├── deals.rs # Deal, PositionPair, DrawdownEvent -│ │ ├── metrics.rs # BacktestMetrics parsing (HTML + XML formats) -│ │ └── report.rs # ReportEntry, PipelineMetadata, BacktestJob, status -│ ├── analytics/ -│ │ ├── mod.rs -│ │ ├── extract.rs # HTML/XML report → Deal[] + metrics -│ │ └── analyze.rs # DealAnalyzer: 19+ analysis methods -│ ├── compile/ -│ │ ├── mod.rs -│ │ └── mql_compiler.rs # MetaEditor compiler via Wine -│ ├── pipeline/ -│ │ ├── mod.rs -│ │ ├── backtest.rs # 5-stage pipeline: COMPILE→CLEAN→BACKTEST→EXTRACT→ANALYZE -│ │ └── stages.rs # PipelineStage enum -│ ├── optimization/ -│ │ ├── mod.rs -│ │ ├── optimizer.rs # Background optimization launcher -│ │ └── parser.rs # Optimization result XML → best params -│ ├── storage/ -│ │ ├── mod.rs -│ │ └── database.rs # ReportDb: reports + deals SQLite tables, queries -│ ├── utils/ # (new) shared utilities — growing directory -│ └── tools/ -│ ├── mod.rs # MCP definitions aggregation -│ ├── definitions/ # Tool schemas (JSON Schema) — 11 modules, 90 tools -│ │ ├── mod.rs # exports: all_tools(), system_tools, etc. -│ │ ├── analytics.rs # 19 analysis tools + compare_baseline -│ │ ├── backtest.rs # 7 backtest tools -│ │ ├── baseline.rs # 1 baseline tool -│ │ ├── experts.rs # 9 EA/indicator/script tools -│ │ ├── optimization.rs # 4 optimization tools -│ │ ├── reports.rs # 20 report management tools -│ │ ├── setfiles.rs # 8 .set file tools -│ │ ├── system.rs # 6 system/health tools + version update -│ │ ├── update.rs # update tool definition -│ │ └── utility.rs # 10 pre-flight/compat tools -│ └── handlers/ # Tool dispatch functions — 11 modules -│ ├── mod.rs # ToolHandler struct, dispatch table (89+ cases) -│ ├── analysis.rs # analytics/analyze dispatch -│ ├── backtest.rs # pipeline/backtest dispatch -│ ├── experts.rs # wine + WalkDir helpers: scan_mql_dir, copy_mql_to_project -│ ├── optimization.rs # optimizer dispatch -│ ├── reports.rs # ReportDb + ReportEntry dispatch -│ ├── setfiles.rs # UTF-16LE .set read/write/patch helpers -│ ├── system.rs # healthcheck, version update -│ ├── utility.rs # pre-flight, diagnostics, init_project helpers -│ └── update.rs # update tool handler -├── scripts/ -│ ├── setup.sh # Auto-detect Wine/MT5, write config (1271 lines) -│ ├── platform_detect.sh # Wine path + headless detection -│ ├── build-rust.sh # cargo build --release (25 lines) -│ ├── release.sh # Version bump + changelog + tag + push (238 lines) -│ └── optimize.sh # Legacy optimization driver (pending full Rust migration) -├── analytics/ # Legacy Python (reference only — do not modify) -├── config/ -│ ├── mt5-quant.example.yaml # Template user copies to mt5-quant.yaml -│ └── mt5-quant.yaml # Generated config (gitignored) -├── tests/ -│ ├── test_mcp.py # End-to-end MCP tests (stdio-driven) -│ ├── integration_test.sh # Shell-based integration tests -│ └── fixtures/ # Sample reports + CSVs for testing -├── server.json # MCP registry manifest (tracked) -├── Cargo.toml # version = 1.34.0 -└── CHANGELOG.md -``` - -## Key Design Constraints - -- **Headless/GUI**: `platform_detect.sh` auto-selects. macOS CrossOver = GUI (CrossOver abstracts display). Linux without `$DISPLAY` = Xvfb. Controlled by `display.mode` in config (`auto` | `gui` | `headless`). -- **Single MT5 instance**: Never run two backtests in parallel on the same Wine prefix. -- **Model 0 only for optimization**: Model 1 overfits martingale/grid EAs — intra-bar movement not simulated. Use `model=0` (every tick). -- **UTF-16LE .set files**: MT5 strips `||Y` flags from UTF-8. All `.set` writes use UTF-16LE + `chmod 444`. See `setfiles.rs` helpers. -- **OptMode reset**: After any optimization, `terminal.ini` gets `OptMode=-1`. Must reset to `0` before next backtest (handled in `backtest.rs` cleanup stage). -- **Report format detection**: MT5 Build 48+ writes SpreadsheetML XML (`.htm.xml`), not HTML. Both formats handled in `extract.rs` — always check for the XML variant first. -- **EA-agnostic**: Never hardcode magic numbers, strategy names, or assume specific EA behavior. All code must work with any MQL5 EA. - -## Architecture - -1. **CLI (`main.rs`)** — parses CLi args (`--stdio`, `--port`, `--test-launch`), initializes `McpServer`, runs stdio or TCP transport loop, handles JSON-RPC requests. - -2. **McpServer (`mcp_server.rs`)** — wraps `ToolHandler` with `Arc`, handles `initialize`/`notifications`/`tool/error` method routing. Auto-verifies Wine/MT5 on first call. - -3. **ToolHandler (`tools/handlers/mod.rs`)** — dispatch table mapping 89 tool names to handler functions. Each handler module is self-contained. - -4. **Definitions (`tools/definitions/`)** — JSON Schema objects for tool input/output. Never executes logic. - -5. **Analytics (`analytics/`)** — two core structs: - - `ReportExtractor` — reads HTML/XML report + tester log → `Vec` + `BacktestMetrics` - - `DealAnalyzer` — takes `Vec` → 19 analysis methods (monthly PnL, drawdown events, streaks, etc.) - -6. **Pipeline (`pipeline/backtest.rs`)** — `BacktestPipeline` struct with 5 stages: - - `COMPILE` — `MqlCompiler::compile()` via MetaEditor - - `CLEAN` — clean cache, reset OptMode - - `BACKTEST` — launch MT5 tester via Wine, poll status - - `EXTRACT` — parse HTML/XML → deals + metrics - - `ANALYZE` — run all analytics, write to SQLite - -7. **Storage (`storage/database.rs`)** — `ReportDb` with two tables: - - `reports` — metrics, set file paths, verdict, tags, notes - - `deals` — individual deal rows, keyed by `report_id` - - `CREATE TABLE IF NOT EXISTS` in `init()` — idempotent on startup - -## Building - -```bash -bash scripts/build-rust.sh -# or -cargo build --release -``` - -Binary: `target/release/mt5-quant` - -## Testing - -- **Unit/integration:** `cargo test` -- **End-to-end MCP:** `python3 tests/test_mcp.py` — drives the MCP server over stdio (full backtest + all analytics) -- **Analytics only:** No MT5/Wine needed; loads deals from SQLite DB via `db.get_deals(report_id)` -- **Symbol note:** Testing account uses `XAUUSDc` (broker suffix required), not `XAUUSD` - -## Configuration - -Users copy `config/mt5-quant.example.yaml` → `config/mt5-quant.yaml` (gitignored). -Run `bash scripts/setup.sh` to auto-detect Wine, MT5 paths, architecture, and write config. - -Minimum config: -```yaml -wine_executable: "/path/to/wine64" -terminal_dir: "/path/to/MetaTrader 5" -``` - -Optional: -```yaml -defaults: - symbol: "XAUUSD.cent" - timeframe: "M5" - deposit: 10000 -display: - mode: auto # auto | gui | headless -reports_dir: "./reports" -experts_dir: "~/.../MQL5/Experts" -``` - -## Developing New Tools - -Each new tool follows a 4-file pattern: - -1. **Schema** — Add tool input/output to `tools/definitions/{domain}.rs` via `Tool::new(name) {...}` with `Input::schema` and `Output::schema`. -2. **Export** — Add to `tools/definitions/mod.rs`: - - Include in `all_tools()` array - - Add to domain exports if creating new domain -3. **Handler** — Add function in `tools/handlers/{domain}.rs`: - ```rust - pub async fn handle_tool_name(config: &Config, args: &Value) -> Result { - let required = required_str(args, "param_name")?; - ok_response(json! { "result": "..." }) - } - ``` -4. **Dispatch** — Add case in `handlers/mod.rs` match arm under `ToolHandler::handle()`. - -### Handler Helper Functions (use instead of inline logic) - -| Helper | Purpose | -|--------|---------| -| `required_str(args, key)` | Extract required `&str` or return error | -| `ok_response(data)` / `err_response(msg)` | Wrap in MCP content envelope | -| `resolve_report(args)` | → `(deals, metrics, report_dir)` — `report_id > report_dir > latest` | -| `prepare_analysis(args)` | → `(deals, metrics, analyzer, report_dir)` — wraps resolve_report | -| `scan_mql_dir(dir, filter, type_label)` | WalkDir with optional filter for list/search | -| `copy_mql_to_project(config, args, fallback)` | Shared copy logic for indicator/script | - -Extend helpers when adding new handlers. - -## Commit Style - -Conventional commits: `feat:`, `fix:`, `docs:`, `refactor:`, `test:`, `release:` -Keep commits focused — one logical change per commit. - -## Release Process - -```bash -bash scripts/release.sh [--yes] -``` - -Script handles: -1. Bump `Cargo.toml` + `Cargo.lock` version -2. Update `server.json` (version + SHA256 placeholder) -3. Generate CHANGELOG entry from git log -4. `cargo check --quiet` -5. Commit `release: vX.Y.Z` -6. Tag `vX.Y.Z` -7. Push — CI (`release.yml`) triggered: - - Build macOS arm64 + Linux x64 binaries - - Publish to crates.io - - Create GitHub Release with artifacts - - Build MCP package, compute SHA256 - - Update `server.json` SHA256, push - - Publish to MCP Registry - -## Deal Storage - -- Deals stored in `deals` SQLite table, keyed by `report_id`. **No `deals.csv` written automatically.** -- `db.insert_deals(report_id, &[Deal])` called in pipeline after extraction. -- `db.get_deals(report_id)` loads deals for analytics. `db.get_by_report_dir(path)` resolves by filesystem path. -- `export_deals_csv` tool writes CSV on demand. - -## DB Schema Evolution - -Add new tables/columns in `ReportDb::init()` using `CREATE TABLE IF NOT EXISTS` / `CREATE INDEX IF NOT EXISTS` — runs on every startup, is idempotent. No migration files needed. - -## Wine / MT5 Notes - -- Wine executable paths differ across platforms: - - macOS MT5.app: `/Applications/MetaTrader 5.app/Contents/SharedSupport/wine/bin/wine64` - - macOS CrossOver: `/Applications/CrossOver.app/Contents/SharedSupport/CrossOver/bin/wine64` - - Linux: `/usr/bin/wine64` (or first `wine64` on PATH) -- MT5 terminal_dir is auto-resolved from wine_executable path. -- Apple Silicon: append `arch -x86_64` prefix for x86 Wine binaries (auto-detected). - -## Common Pitfalls - -- **M1/Memory issues**: Wine on Apple Silicon runs x86 via Rosetta 2. Watch memory pressure. -- **Model mismatch**: Grid/martingale EAs need `model=0` (every tick). Model 1/2 will produce zero deals. -- **Set file encoding**: Always use UTF-16LE with `chmod 444`. UTF-8 strips `||Y` flags. -- **OptMode=-1**: Must clear after optimization. Handled in pipeline cleanup stage. -- **Report not found**: Check `/history/` for correct symbol name (broker suffix matters: `XAUUSDc` vs `XAUUSD`). -- **Journal-only backtest**: `ShutdownTerminal=1` doesn't exit MT5 on Wine. Inactivity watchdog (in `launch_backtest`) handles this with `inactivity_kill_secs` param.