- mtlib/: shared data loader, backtest engine, metrics, cli wrapper, walkforward, GBK-safe console, smoke test (python -m mtlib smoke) - strategies/xauusd_scalp/: single-source signal (generate_signals + generate_signal_at share _check), params dataclass, all runners - Unify 3 known drifts: session filter (discrete set), spread 0.16, backtest signature defaults 1.2/0.6/1.0/0.2 - Fix walkforward verdict (both halves PF>=1) + drop fake stability ratio - Root shims keep old commands working; data/ holds JSON files - Baseline check: new vs old engine identical trades, PnL, final equity Co-Authored-By: Claude Code <noreply@anthropic.com>
16 lines
415 B
TOML
16 lines
415 B
TOML
# 元数据声明 (不做 pip 安装)。用于让 IDE/工具识别项目布局。
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# 运行一律从仓库根目录 python -m, 不需要安装。
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[project]
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name = "metatrader5-mcp"
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version = "0.1.0"
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description = "MT5 多策略量化工作区: 回测/样本外/优化/实盘"
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requires-python = ">=3.10"
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dependencies = [
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"pandas",
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"numpy",
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"matplotlib",
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]
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[tool.pytest.ini_options]
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testpaths = ["mtlib"]
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