# 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
- **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<Mutex>`, 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<Deal>` + `BacktestMetrics`
- `DealAnalyzer` — takes `Vec<Deal>` → 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:
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<Value> {
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)
| `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
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 `<terminal_dir>/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.