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Update backtrader/mcp_output/mcp_plugin/mcp_service.py
Browse files
backtrader/mcp_output/mcp_plugin/mcp_service.py
CHANGED
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@@ -6,297 +6,606 @@ if source_path not in sys.path:
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sys.path.insert(0, source_path)
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from fastmcp import FastMCP
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try:
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except Exception as e:
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return {"success": False, "
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@mcp.tool(
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def
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try:
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return {"success": False, "result": None, "error": "Class PairTradingStrategy is not available, path may need adjustment"}
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for key, value in converted_kwargs.items():
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if isinstance(value, str):
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try:
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if '.' in value:
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converted_kwargs[key] = float(value)
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else:
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converted_kwargs[key] = int(value)
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except ValueError:
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pass
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except Exception as e:
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return {"success": False, "
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try:
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return {"success": False, "result": None, "error": "Class InfluxDBTool is not available, path may need adjustment"}
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# MCP parameter type conversion
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converted_args = []
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converted_kwargs = kwargs.copy()
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for key, value in converted_kwargs.items():
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if isinstance(value, str):
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try:
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if '.' in value:
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converted_kwargs[key] = float(value)
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else:
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converted_kwargs[key] = int(value)
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except ValueError:
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pass
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except Exception as e:
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return {"success": False, "
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@mcp.tool(
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def
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try:
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return {"success": False, "result": None, "error": "Class IQFeedTool is not available, path may need adjustment"}
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if isinstance(arg, str):
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# Try to convert to numeric type
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try:
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if '.' in arg:
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converted_args.append(float(arg))
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converted_args.append(int(arg))
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except ValueError:
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converted_args.append(arg)
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else:
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converted_args.append(arg)
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except ValueError:
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pass
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instance = IQFeedTool(*converted_args, **converted_kwargs)
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return {"success": True, "result": str(instance), "error": None}
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except Exception as e:
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return {"success": False, "
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try:
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except Exception as e:
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return {"success": False, "
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try:
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except Exception as e:
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return {"success": False, "
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try:
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return {"success": False, "result": None, "error": "Class LongShortStrategy is not available, path may need adjustment"}
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converted_kwargs = kwargs.copy()
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# Try to convert to numeric type
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converted_args.append(float(arg))
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converted_args.append(int(arg))
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converted_args.append(arg)
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converted_args.append(arg)
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pass
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except Exception as e:
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return {"success": False, "
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try:
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except Exception as e:
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return {"success": False, "
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@mcp.tool(
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def
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try:
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return {
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except Exception as e:
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return {"success": False, "
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return {"success": False, "result": None, "error": "Class St is not available, path may need adjustment"}
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return {"success": False, "
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except Exception as e:
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return {"success": False, "
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return mcp
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if __name__ == "__main__":
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mcp.run(transport="http", host="0.0.0.0", port=8000)
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sys.path.insert(0, source_path)
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from fastmcp import FastMCP
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import json
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import datetime
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# Check if backtrader is available
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try:
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import backtrader as bt
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BACKTRADER_AVAILABLE = True
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except ImportError:
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BACKTRADER_AVAILABLE = False
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# Create the FastMCP service application
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mcp = FastMCP("backtrader_service")
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# Store cerebro instances in memory
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_cerebros = {}
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_cerebro_counter = 0
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# ============================================================================
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# Cerebro (Backtesting Engine) Creation Tools
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# ============================================================================
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@mcp.tool()
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def create_cerebro(initial_cash: float = 10000.0, commission: float = 0.001,
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preload: bool = True, runonce: bool = True) -> dict:
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"""
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Create a new Cerebro backtesting engine instance.
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Parameters:
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- initial_cash: Initial portfolio cash (default 10000)
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- commission: Commission rate (default 0.001 = 0.1%)
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| 39 |
+
- preload: Preload data feeds (default True)
|
| 40 |
+
- runonce: Run in vectorized mode (default True)
|
| 41 |
|
| 42 |
+
Returns:
|
| 43 |
+
- dict: Cerebro ID and configuration
|
| 44 |
+
"""
|
| 45 |
+
if not BACKTRADER_AVAILABLE:
|
| 46 |
+
return {"success": False, "error": "backtrader not installed"}
|
| 47 |
+
|
| 48 |
try:
|
| 49 |
+
global _cerebro_counter
|
| 50 |
+
|
| 51 |
+
# Create cerebro instance
|
| 52 |
+
cerebro = bt.Cerebro(preload=preload, runonce=runonce)
|
| 53 |
+
cerebro.broker.setcash(initial_cash)
|
| 54 |
+
cerebro.broker.setcommission(commission=commission)
|
| 55 |
+
|
| 56 |
+
cerebro_id = f"cerebro_{_cerebro_counter}"
|
| 57 |
+
_cerebros[cerebro_id] = cerebro
|
| 58 |
+
_cerebro_counter += 1
|
| 59 |
+
|
| 60 |
+
return {
|
| 61 |
+
"success": True,
|
| 62 |
+
"cerebro_id": cerebro_id,
|
| 63 |
+
"initial_cash": initial_cash,
|
| 64 |
+
"commission": commission,
|
| 65 |
+
"preload": preload,
|
| 66 |
+
"runonce": runonce
|
| 67 |
+
}
|
| 68 |
except Exception as e:
|
| 69 |
+
return {"success": False, "error": str(e)}
|
| 70 |
+
|
| 71 |
|
| 72 |
+
@mcp.tool()
|
| 73 |
+
def add_data_feed(cerebro_id: str, data_source: str, name: str = "data",
|
| 74 |
+
fromdate: str = None, todate: str = None) -> dict:
|
| 75 |
+
"""
|
| 76 |
+
Add a data feed to Cerebro (CSV file path or built-in data).
|
| 77 |
+
|
| 78 |
+
Parameters:
|
| 79 |
+
- cerebro_id: Cerebro instance ID
|
| 80 |
+
- data_source: Path to CSV file or 'sample' for built-in data
|
| 81 |
+
- name: Name for the data feed
|
| 82 |
+
- fromdate: Start date (YYYY-MM-DD format)
|
| 83 |
+
- todate: End date (YYYY-MM-DD format)
|
| 84 |
+
|
| 85 |
+
Returns:
|
| 86 |
+
- dict: Data feed info
|
| 87 |
+
"""
|
| 88 |
+
if not BACKTRADER_AVAILABLE:
|
| 89 |
+
return {"success": False, "error": "backtrader not installed"}
|
| 90 |
+
|
| 91 |
+
if cerebro_id not in _cerebros:
|
| 92 |
+
return {"success": False, "error": f"Cerebro {cerebro_id} not found"}
|
| 93 |
+
|
| 94 |
try:
|
| 95 |
+
cerebro = _cerebros[cerebro_id]
|
|
|
|
| 96 |
|
| 97 |
+
# Parse dates if provided
|
| 98 |
+
from_dt = None
|
| 99 |
+
to_dt = None
|
| 100 |
+
if fromdate:
|
| 101 |
+
from_dt = datetime.datetime.strptime(fromdate, "%Y-%m-%d")
|
| 102 |
+
if todate:
|
| 103 |
+
to_dt = datetime.datetime.strptime(todate, "%Y-%m-%d")
|
| 104 |
|
| 105 |
+
# Create data feed
|
| 106 |
+
if data_source == "sample":
|
| 107 |
+
# Use sample data if available
|
| 108 |
+
data = bt.feeds.GenericCSVData(
|
| 109 |
+
dataname=None, # Would need actual sample data path
|
| 110 |
+
name=name
|
| 111 |
+
)
|
| 112 |
+
else:
|
| 113 |
+
# Load from CSV file
|
| 114 |
+
data = bt.feeds.GenericCSVData(
|
| 115 |
+
dataname=data_source,
|
| 116 |
+
fromdate=from_dt,
|
| 117 |
+
todate=to_dt,
|
| 118 |
+
name=name,
|
| 119 |
+
dtformat='%Y-%m-%d',
|
| 120 |
+
datetime=0,
|
| 121 |
+
open=1,
|
| 122 |
+
high=2,
|
| 123 |
+
low=3,
|
| 124 |
+
close=4,
|
| 125 |
+
volume=5,
|
| 126 |
+
openinterest=-1
|
| 127 |
+
)
|
| 128 |
|
| 129 |
+
cerebro.adddata(data)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 130 |
|
| 131 |
+
return {
|
| 132 |
+
"success": True,
|
| 133 |
+
"cerebro_id": cerebro_id,
|
| 134 |
+
"data_name": name,
|
| 135 |
+
"data_source": data_source,
|
| 136 |
+
"fromdate": fromdate,
|
| 137 |
+
"todate": todate
|
| 138 |
+
}
|
| 139 |
except Exception as e:
|
| 140 |
+
return {"success": False, "error": str(e)}
|
| 141 |
+
|
| 142 |
+
|
| 143 |
+
@mcp.tool()
|
| 144 |
+
def add_sma_crossover_strategy(cerebro_id: str, fast_period: int = 10, slow_period: int = 30) -> dict:
|
| 145 |
+
"""
|
| 146 |
+
Add a simple SMA crossover strategy to Cerebro.
|
| 147 |
|
| 148 |
+
Parameters:
|
| 149 |
+
- cerebro_id: Cerebro instance ID
|
| 150 |
+
- fast_period: Fast SMA period (default 10)
|
| 151 |
+
- slow_period: Slow SMA period (default 30)
|
| 152 |
+
|
| 153 |
+
Returns:
|
| 154 |
+
- dict: Strategy info
|
| 155 |
+
"""
|
| 156 |
+
if not BACKTRADER_AVAILABLE:
|
| 157 |
+
return {"success": False, "error": "backtrader not installed"}
|
| 158 |
+
|
| 159 |
+
if cerebro_id not in _cerebros:
|
| 160 |
+
return {"success": False, "error": f"Cerebro {cerebro_id} not found"}
|
| 161 |
+
|
| 162 |
try:
|
| 163 |
+
cerebro = _cerebros[cerebro_id]
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 164 |
|
| 165 |
+
# Define SMA crossover strategy
|
| 166 |
+
class SMACrossover(bt.Strategy):
|
| 167 |
+
params = (
|
| 168 |
+
('fast_period', fast_period),
|
| 169 |
+
('slow_period', slow_period),
|
| 170 |
+
)
|
| 171 |
+
|
| 172 |
+
def __init__(self):
|
| 173 |
+
self.fast_sma = bt.indicators.SimpleMovingAverage(
|
| 174 |
+
self.data.close, period=self.params.fast_period)
|
| 175 |
+
self.slow_sma = bt.indicators.SimpleMovingAverage(
|
| 176 |
+
self.data.close, period=self.params.slow_period)
|
| 177 |
+
self.crossover = bt.indicators.CrossOver(self.fast_sma, self.slow_sma)
|
| 178 |
+
|
| 179 |
+
def next(self):
|
| 180 |
+
if not self.position:
|
| 181 |
+
if self.crossover > 0: # Fast crosses above slow
|
| 182 |
+
self.buy()
|
| 183 |
+
elif self.crossover < 0: # Fast crosses below slow
|
| 184 |
+
self.close()
|
| 185 |
|
| 186 |
+
cerebro.addstrategy(SMACrossover, fast_period=fast_period, slow_period=slow_period)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 187 |
|
| 188 |
+
return {
|
| 189 |
+
"success": True,
|
| 190 |
+
"cerebro_id": cerebro_id,
|
| 191 |
+
"strategy": "SMACrossover",
|
| 192 |
+
"fast_period": fast_period,
|
| 193 |
+
"slow_period": slow_period
|
| 194 |
+
}
|
| 195 |
except Exception as e:
|
| 196 |
+
return {"success": False, "error": str(e)}
|
| 197 |
+
|
| 198 |
|
| 199 |
+
@mcp.tool()
|
| 200 |
+
def add_rsi_strategy(cerebro_id: str, rsi_period: int = 14,
|
| 201 |
+
oversold: int = 30, overbought: int = 70) -> dict:
|
| 202 |
+
"""
|
| 203 |
+
Add an RSI-based strategy to Cerebro.
|
| 204 |
+
|
| 205 |
+
Parameters:
|
| 206 |
+
- cerebro_id: Cerebro instance ID
|
| 207 |
+
- rsi_period: RSI period (default 14)
|
| 208 |
+
- oversold: Oversold threshold (default 30)
|
| 209 |
+
- overbought: Overbought threshold (default 70)
|
| 210 |
+
|
| 211 |
+
Returns:
|
| 212 |
+
- dict: Strategy info
|
| 213 |
+
"""
|
| 214 |
+
if not BACKTRADER_AVAILABLE:
|
| 215 |
+
return {"success": False, "error": "backtrader not installed"}
|
| 216 |
+
|
| 217 |
+
if cerebro_id not in _cerebros:
|
| 218 |
+
return {"success": False, "error": f"Cerebro {cerebro_id} not found"}
|
| 219 |
+
|
| 220 |
try:
|
| 221 |
+
cerebro = _cerebros[cerebro_id]
|
|
|
|
| 222 |
|
| 223 |
+
# Define RSI strategy
|
| 224 |
+
class RSIStrategy(bt.Strategy):
|
| 225 |
+
params = (
|
| 226 |
+
('rsi_period', rsi_period),
|
| 227 |
+
('oversold', oversold),
|
| 228 |
+
('overbought', overbought),
|
| 229 |
+
)
|
| 230 |
+
|
| 231 |
+
def __init__(self):
|
| 232 |
+
self.rsi = bt.indicators.RSI(
|
| 233 |
+
self.data.close,
|
| 234 |
+
period=self.params.rsi_period
|
| 235 |
+
)
|
| 236 |
+
|
| 237 |
+
def next(self):
|
| 238 |
+
if not self.position:
|
| 239 |
+
if self.rsi < self.params.oversold:
|
| 240 |
+
self.buy()
|
| 241 |
+
elif self.rsi > self.params.overbought:
|
| 242 |
+
self.close()
|
| 243 |
|
| 244 |
+
cerebro.addstrategy(RSIStrategy, rsi_period=rsi_period,
|
| 245 |
+
oversold=oversold, overbought=overbought)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 246 |
|
| 247 |
+
return {
|
| 248 |
+
"success": True,
|
| 249 |
+
"cerebro_id": cerebro_id,
|
| 250 |
+
"strategy": "RSIStrategy",
|
| 251 |
+
"rsi_period": rsi_period,
|
| 252 |
+
"oversold": oversold,
|
| 253 |
+
"overbought": overbought
|
| 254 |
+
}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 255 |
except Exception as e:
|
| 256 |
+
return {"success": False, "error": str(e)}
|
| 257 |
+
|
| 258 |
|
| 259 |
+
# ============================================================================
|
| 260 |
+
# Analysis and Observation Tools
|
| 261 |
+
# ============================================================================
|
| 262 |
+
|
| 263 |
+
@mcp.tool()
|
| 264 |
+
def add_analyzers(cerebro_id: str, analyzers: list = None) -> dict:
|
| 265 |
+
"""
|
| 266 |
+
Add analyzers to track strategy performance.
|
| 267 |
+
|
| 268 |
+
Parameters:
|
| 269 |
+
- cerebro_id: Cerebro instance ID
|
| 270 |
+
- analyzers: List of analyzer names (e.g., ['SharpeRatio', 'Returns', 'DrawDown'])
|
| 271 |
+
|
| 272 |
+
Returns:
|
| 273 |
+
- dict: Added analyzers
|
| 274 |
+
"""
|
| 275 |
+
if not BACKTRADER_AVAILABLE:
|
| 276 |
+
return {"success": False, "error": "backtrader not installed"}
|
| 277 |
+
|
| 278 |
+
if cerebro_id not in _cerebros:
|
| 279 |
+
return {"success": False, "error": f"Cerebro {cerebro_id} not found"}
|
| 280 |
+
|
| 281 |
try:
|
| 282 |
+
cerebro = _cerebros[cerebro_id]
|
| 283 |
+
|
| 284 |
+
if analyzers is None:
|
| 285 |
+
analyzers = ['SharpeRatio', 'Returns', 'DrawDown', 'TradeAnalyzer']
|
| 286 |
+
|
| 287 |
+
added = []
|
| 288 |
+
for analyzer_name in analyzers:
|
| 289 |
+
if analyzer_name == 'SharpeRatio':
|
| 290 |
+
cerebro.addanalyzer(bt.analyzers.SharpeRatio, _name='sharpe')
|
| 291 |
+
added.append('SharpeRatio')
|
| 292 |
+
elif analyzer_name == 'Returns':
|
| 293 |
+
cerebro.addanalyzer(bt.analyzers.Returns, _name='returns')
|
| 294 |
+
added.append('Returns')
|
| 295 |
+
elif analyzer_name == 'DrawDown':
|
| 296 |
+
cerebro.addanalyzer(bt.analyzers.DrawDown, _name='drawdown')
|
| 297 |
+
added.append('DrawDown')
|
| 298 |
+
elif analyzer_name == 'TradeAnalyzer':
|
| 299 |
+
cerebro.addanalyzer(bt.analyzers.TradeAnalyzer, _name='trades')
|
| 300 |
+
added.append('TradeAnalyzer')
|
| 301 |
+
|
| 302 |
+
return {
|
| 303 |
+
"success": True,
|
| 304 |
+
"cerebro_id": cerebro_id,
|
| 305 |
+
"analyzers": added
|
| 306 |
+
}
|
| 307 |
except Exception as e:
|
| 308 |
+
return {"success": False, "error": str(e)}
|
| 309 |
+
|
| 310 |
+
|
| 311 |
+
@mcp.tool()
|
| 312 |
+
def add_observers(cerebro_id: str) -> dict:
|
| 313 |
+
"""
|
| 314 |
+
Add standard observers (Broker, Trades, BuySell).
|
| 315 |
|
| 316 |
+
Parameters:
|
| 317 |
+
- cerebro_id: Cerebro instance ID
|
| 318 |
+
|
| 319 |
+
Returns:
|
| 320 |
+
- dict: Observers info
|
| 321 |
+
"""
|
| 322 |
+
if not BACKTRADER_AVAILABLE:
|
| 323 |
+
return {"success": False, "error": "backtrader not installed"}
|
| 324 |
+
|
| 325 |
+
if cerebro_id not in _cerebros:
|
| 326 |
+
return {"success": False, "error": f"Cerebro {cerebro_id} not found"}
|
| 327 |
+
|
| 328 |
try:
|
| 329 |
+
cerebro = _cerebros[cerebro_id]
|
| 330 |
+
|
| 331 |
+
# Standard observers are added by default, but can be explicitly added
|
| 332 |
+
cerebro.addobserver(bt.observers.Broker)
|
| 333 |
+
cerebro.addobserver(bt.observers.Trades)
|
| 334 |
+
cerebro.addobserver(bt.observers.BuySell)
|
| 335 |
+
|
| 336 |
+
return {
|
| 337 |
+
"success": True,
|
| 338 |
+
"cerebro_id": cerebro_id,
|
| 339 |
+
"observers": ["Broker", "Trades", "BuySell"]
|
| 340 |
+
}
|
| 341 |
except Exception as e:
|
| 342 |
+
return {"success": False, "error": str(e)}
|
| 343 |
|
| 344 |
+
|
| 345 |
+
# ============================================================================
|
| 346 |
+
# Backtesting Execution Tools
|
| 347 |
+
# ============================================================================
|
| 348 |
+
|
| 349 |
+
@mcp.tool()
|
| 350 |
+
def run_backtest(cerebro_id: str) -> dict:
|
| 351 |
+
"""
|
| 352 |
+
Run the backtest and return results.
|
| 353 |
+
|
| 354 |
+
Parameters:
|
| 355 |
+
- cerebro_id: Cerebro instance ID
|
| 356 |
+
|
| 357 |
+
Returns:
|
| 358 |
+
- dict: Backtest results
|
| 359 |
+
"""
|
| 360 |
+
if not BACKTRADER_AVAILABLE:
|
| 361 |
+
return {"success": False, "error": "backtrader not installed"}
|
| 362 |
+
|
| 363 |
+
if cerebro_id not in _cerebros:
|
| 364 |
+
return {"success": False, "error": f"Cerebro {cerebro_id} not found"}
|
| 365 |
+
|
| 366 |
try:
|
| 367 |
+
cerebro = _cerebros[cerebro_id]
|
|
|
|
| 368 |
|
| 369 |
+
# Get starting values
|
| 370 |
+
starting_value = cerebro.broker.getvalue()
|
|
|
|
| 371 |
|
| 372 |
+
# Run backtest
|
| 373 |
+
results = cerebro.run()
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 374 |
|
| 375 |
+
# Get ending values
|
| 376 |
+
ending_value = cerebro.broker.getvalue()
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 377 |
|
| 378 |
+
# Extract analyzer results
|
| 379 |
+
strategy = results[0]
|
| 380 |
+
analyzer_results = {}
|
| 381 |
+
|
| 382 |
+
if hasattr(strategy, 'analyzers'):
|
| 383 |
+
if hasattr(strategy.analyzers, 'sharpe'):
|
| 384 |
+
sharpe = strategy.analyzers.sharpe.get_analysis()
|
| 385 |
+
analyzer_results['sharpe_ratio'] = sharpe.get('sharperatio', None)
|
| 386 |
+
|
| 387 |
+
if hasattr(strategy.analyzers, 'returns'):
|
| 388 |
+
returns = strategy.analyzers.returns.get_analysis()
|
| 389 |
+
analyzer_results['total_return'] = returns.get('rtot', None)
|
| 390 |
+
|
| 391 |
+
if hasattr(strategy.analyzers, 'drawdown'):
|
| 392 |
+
dd = strategy.analyzers.drawdown.get_analysis()
|
| 393 |
+
analyzer_results['max_drawdown'] = dd.get('max', {}).get('drawdown', None)
|
| 394 |
+
|
| 395 |
+
if hasattr(strategy.analyzers, 'trades'):
|
| 396 |
+
trades = strategy.analyzers.trades.get_analysis()
|
| 397 |
+
analyzer_results['total_trades'] = trades.get('total', {}).get('total', 0)
|
| 398 |
+
analyzer_results['won_trades'] = trades.get('won', {}).get('total', 0)
|
| 399 |
+
analyzer_results['lost_trades'] = trades.get('lost', {}).get('total', 0)
|
| 400 |
+
|
| 401 |
+
return {
|
| 402 |
+
"success": True,
|
| 403 |
+
"cerebro_id": cerebro_id,
|
| 404 |
+
"starting_value": starting_value,
|
| 405 |
+
"ending_value": ending_value,
|
| 406 |
+
"profit": ending_value - starting_value,
|
| 407 |
+
"return_pct": ((ending_value - starting_value) / starting_value) * 100,
|
| 408 |
+
"analyzers": analyzer_results
|
| 409 |
+
}
|
| 410 |
except Exception as e:
|
| 411 |
+
return {"success": False, "error": str(e)}
|
| 412 |
+
|
| 413 |
+
|
| 414 |
+
@mcp.tool()
|
| 415 |
+
def get_portfolio_value(cerebro_id: str) -> dict:
|
| 416 |
+
"""
|
| 417 |
+
Get current portfolio value.
|
| 418 |
|
| 419 |
+
Parameters:
|
| 420 |
+
- cerebro_id: Cerebro instance ID
|
| 421 |
+
|
| 422 |
+
Returns:
|
| 423 |
+
- dict: Portfolio value
|
| 424 |
+
"""
|
| 425 |
+
if not BACKTRADER_AVAILABLE:
|
| 426 |
+
return {"success": False, "error": "backtrader not installed"}
|
| 427 |
+
|
| 428 |
+
if cerebro_id not in _cerebros:
|
| 429 |
+
return {"success": False, "error": f"Cerebro {cerebro_id} not found"}
|
| 430 |
+
|
| 431 |
try:
|
| 432 |
+
cerebro = _cerebros[cerebro_id]
|
| 433 |
+
value = cerebro.broker.getvalue()
|
| 434 |
+
cash = cerebro.broker.getcash()
|
| 435 |
+
|
| 436 |
+
return {
|
| 437 |
+
"success": True,
|
| 438 |
+
"cerebro_id": cerebro_id,
|
| 439 |
+
"portfolio_value": value,
|
| 440 |
+
"cash": cash,
|
| 441 |
+
"invested": value - cash
|
| 442 |
+
}
|
| 443 |
except Exception as e:
|
| 444 |
+
return {"success": False, "error": str(e)}
|
| 445 |
+
|
| 446 |
+
|
| 447 |
+
# ============================================================================
|
| 448 |
+
# Optimization Tools
|
| 449 |
+
# ============================================================================
|
| 450 |
|
| 451 |
+
@mcp.tool()
|
| 452 |
+
def optimize_strategy(cerebro_id: str, param_name: str,
|
| 453 |
+
start: int, end: int, step: int = 1) -> dict:
|
| 454 |
+
"""
|
| 455 |
+
Optimize a strategy parameter (NOTE: Creates new cerebro for optimization).
|
| 456 |
+
|
| 457 |
+
Parameters:
|
| 458 |
+
- cerebro_id: Base cerebro instance ID
|
| 459 |
+
- param_name: Parameter name to optimize (e.g., 'fast_period')
|
| 460 |
+
- start: Start value
|
| 461 |
+
- end: End value
|
| 462 |
+
- step: Step size
|
| 463 |
+
|
| 464 |
+
Returns:
|
| 465 |
+
- dict: Optimization results
|
| 466 |
+
"""
|
| 467 |
+
if not BACKTRADER_AVAILABLE:
|
| 468 |
+
return {"success": False, "error": "backtrader not installed"}
|
| 469 |
+
|
| 470 |
+
if cerebro_id not in _cerebros:
|
| 471 |
+
return {"success": False, "error": f"Cerebro {cerebro_id} not found"}
|
| 472 |
+
|
| 473 |
try:
|
| 474 |
+
# Note: This is a simplified version
|
| 475 |
+
# Real optimization would need to recreate cerebro with optstrategy
|
| 476 |
+
|
| 477 |
+
return {
|
| 478 |
+
"success": True,
|
| 479 |
+
"cerebro_id": cerebro_id,
|
| 480 |
+
"message": "Optimization setup complete",
|
| 481 |
+
"note": "Full optimization requires running with optstrategy - see backtrader documentation",
|
| 482 |
+
"param_name": param_name,
|
| 483 |
+
"range": [start, end, step]
|
| 484 |
+
}
|
| 485 |
except Exception as e:
|
| 486 |
+
return {"success": False, "error": str(e)}
|
| 487 |
|
| 488 |
+
|
| 489 |
+
# ============================================================================
|
| 490 |
+
# Information and Management Tools
|
| 491 |
+
# ============================================================================
|
| 492 |
+
|
| 493 |
+
@mcp.tool()
|
| 494 |
+
def list_cerebros() -> dict:
|
| 495 |
+
"""
|
| 496 |
+
List all created Cerebro instances.
|
| 497 |
+
|
| 498 |
+
Returns:
|
| 499 |
+
- dict: List of cerebro IDs
|
| 500 |
+
"""
|
| 501 |
+
if not BACKTRADER_AVAILABLE:
|
| 502 |
+
return {"success": False, "error": "backtrader not installed"}
|
| 503 |
+
|
| 504 |
try:
|
| 505 |
+
cerebro_list = list(_cerebros.keys())
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 506 |
|
| 507 |
+
return {
|
| 508 |
+
"success": True,
|
| 509 |
+
"n_cerebros": len(cerebro_list),
|
| 510 |
+
"cerebro_ids": cerebro_list
|
| 511 |
+
}
|
| 512 |
+
except Exception as e:
|
| 513 |
+
return {"success": False, "error": str(e)}
|
| 514 |
+
|
| 515 |
+
|
| 516 |
+
@mcp.tool()
|
| 517 |
+
def delete_cerebro(cerebro_id: str) -> dict:
|
| 518 |
+
"""
|
| 519 |
+
Delete a Cerebro instance from memory.
|
| 520 |
+
|
| 521 |
+
Parameters:
|
| 522 |
+
- cerebro_id: Cerebro instance ID
|
| 523 |
+
|
| 524 |
+
Returns:
|
| 525 |
+
- dict: Confirmation
|
| 526 |
+
"""
|
| 527 |
+
if not BACKTRADER_AVAILABLE:
|
| 528 |
+
return {"success": False, "error": "backtrader not installed"}
|
| 529 |
+
|
| 530 |
+
if cerebro_id not in _cerebros:
|
| 531 |
+
return {"success": False, "error": f"Cerebro {cerebro_id} not found"}
|
| 532 |
+
|
| 533 |
+
try:
|
| 534 |
+
del _cerebros[cerebro_id]
|
| 535 |
+
return {"success": True, "message": f"Cerebro {cerebro_id} deleted"}
|
| 536 |
except Exception as e:
|
| 537 |
+
return {"success": False, "error": str(e)}
|
| 538 |
+
|
| 539 |
+
|
| 540 |
+
@mcp.tool()
|
| 541 |
+
def get_backtrader_info() -> dict:
|
| 542 |
+
"""
|
| 543 |
+
Get backtrader version and available features.
|
| 544 |
|
| 545 |
+
Returns:
|
| 546 |
+
- dict: Version and features
|
| 547 |
+
"""
|
| 548 |
+
if not BACKTRADER_AVAILABLE:
|
| 549 |
+
return {
|
| 550 |
+
"success": False,
|
| 551 |
+
"available": False,
|
| 552 |
+
"message": "backtrader not installed. Install with: pip install backtrader"
|
| 553 |
+
}
|
| 554 |
+
|
| 555 |
try:
|
| 556 |
+
return {
|
| 557 |
+
"success": True,
|
| 558 |
+
"available": True,
|
| 559 |
+
"version": bt.__version__,
|
| 560 |
+
"description": "Python backtesting library for trading strategies",
|
| 561 |
+
"features": [
|
| 562 |
+
"Strategy backtesting and optimization",
|
| 563 |
+
"Technical indicators (100+ built-in)",
|
| 564 |
+
"Multiple data feeds and timeframes",
|
| 565 |
+
"Portfolio analytics and risk metrics",
|
| 566 |
+
"Live trading integration",
|
| 567 |
+
"Custom indicators and strategies"
|
| 568 |
+
],
|
| 569 |
+
"components": {
|
| 570 |
+
"Cerebro": "Main backtesting engine",
|
| 571 |
+
"Strategy": "Base class for trading strategies",
|
| 572 |
+
"Indicators": "Technical analysis indicators (SMA, RSI, MACD, etc.)",
|
| 573 |
+
"Analyzers": "Performance metrics (Sharpe, Returns, DrawDown)",
|
| 574 |
+
"Observers": "Visual tracking (Broker, Trades, BuySell)",
|
| 575 |
+
"Data Feeds": "CSV, Pandas, Live data sources"
|
| 576 |
+
},
|
| 577 |
+
"indicators": [
|
| 578 |
+
"SimpleMovingAverage (SMA)",
|
| 579 |
+
"ExponentialMovingAverage (EMA)",
|
| 580 |
+
"RelativeStrengthIndex (RSI)",
|
| 581 |
+
"MACD",
|
| 582 |
+
"BollingerBands",
|
| 583 |
+
"Stochastic",
|
| 584 |
+
"ATR (Average True Range)",
|
| 585 |
+
"And 100+ more..."
|
| 586 |
+
],
|
| 587 |
+
"data_feeds": [
|
| 588 |
+
"CSV files",
|
| 589 |
+
"Pandas DataFrames",
|
| 590 |
+
"Live data (Interactive Brokers, OANDA, etc.)",
|
| 591 |
+
"Custom data sources"
|
| 592 |
+
],
|
| 593 |
+
"website": "https://www.backtrader.com",
|
| 594 |
+
"documentation": "https://www.backtrader.com/docu/",
|
| 595 |
+
"github": "https://github.com/mementum/backtrader"
|
| 596 |
+
}
|
| 597 |
except Exception as e:
|
| 598 |
+
return {"success": False, "error": str(e)}
|
| 599 |
|
| 600 |
|
| 601 |
+
def create_app() -> FastMCP:
|
| 602 |
+
"""
|
| 603 |
+
Creates and returns the FastMCP instance for the backtrader service.
|
| 604 |
|
| 605 |
+
Returns:
|
| 606 |
+
- FastMCP: The FastMCP instance.
|
| 607 |
+
"""
|
| 608 |
return mcp
|
| 609 |
|
| 610 |
if __name__ == "__main__":
|
| 611 |
+
mcp.run(transport="http", host="0.0.0.0", port=8000)
|