Files
gavindiazandClaude Code 5ca012fe3c refactor: mtlib core + strategies structure for multi-strategy scaling
- 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>
2026-09-14 21:10:49 +08:00

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# 元数据声明 (不做 pip 安装)。用于让 IDE/工具识别项目布局。
# 运行一律从仓库根目录 python -m, 不需要安装。
[project]
name = "metatrader5-mcp"
version = "0.1.0"
description = "MT5 多策略量化工作区: 回测/样本外/优化/实盘"
requires-python = ">=3.10"
dependencies = [
"pandas",
"numpy",
"matplotlib",
]
[tool.pytest.ini_options]
testpaths = ["mtlib"]