Stock-Tools MCP Server

An MCP (Model Context Protocol) server that gives any MCP-compatible AI agent — Claude Desktop, or any other MCP client — a full stock-analysis and ML toolkit: live market data, model training (scikit-learn + PyTorch), MLflow experiment tracking, a SQLite-backed model registry, champion/challenger promotion, and Docker containerization.

Built as a hands-on learning project to go from "what is MCP" to a working, containerized, MLOps-tracked agentic system — with all of the real debugging that implies.

Key finding

The project trains two very different kinds of models, and the contrast between their results is the actual headline:

Volatility-regime results by ticker:

The takeaway isn't "this predicts stock prices" — it's that the project correctly identified which target has real signal and which doesn't, and built the evaluation rigor (chronological splits, majority-class baselines, MLflow tracking) to prove both findings rather than just assert them.

Related MCP server: OpenFinClaw CLI

Architecture

flowchart LR
    A[MCP Client<br/>e.g. Claude Desktop] -- MCP over stdio --> B[stock-tools MCP Server]
    B --> C[yfinance<br/>market data]
    B --> D[scikit-learn / PyTorch<br/>model training]
    B --> E[MLflow<br/>experiment tracking]
    B --> F[SQLite<br/>experiment log + production registry]
    G[Docker container] -.wraps.-> B

The server runs as a standard MCP stdio server. It can run directly in a Python virtual environment, or containerized via Docker — both are supported and documented below.

Tools exposed

Every training run is logged to MLflow (stock-direction and stock-volatility experiments) and to a SQLite metadata table, so results are always comparable and auditable rather than one-off numbers.

Tech stack

All free/open-source, runs entirely locally — no paid services, no cloud accounts required.

Setup

Prerequisites

• Python 3.11+

• Docker Desktop (for the containerized workflow)

• Claude Desktop (or any other MCP-compatible client)

• Node.js (only needed for npx, to run the MCP Inspector)

1. Clone and set up the environment

git clone https://github.com/Osmium-hacked/stock-tools-mcp.git
cd stock-tools-mcp
python -m venv venv
venv\Scripts\activate
pip install -r requirements.txt

2. Test locally with the MCP Inspector (no LLM required)

This is the fastest way to verify the server works before wiring it into any AI client:

npx @modelcontextprotocol/inspector "venv\Scripts\python.exe" server.py

Opens a browser UI where you can call each tool directly and inspect the raw response.

3. Connect to Claude Desktop

Open Claude Desktop's config file (Settings → Developer → Edit Config) and add:

{
  "mcpServers": {
    "stock-tools": {
      "command": "C:\\path\\to\\stock-tools-mcp\\venv\\Scripts\\python.exe",
      "args": ["C:\\path\\to\\stock-tools-mcp\\server.py"]
    }
  }
}

Fully quit Claude Desktop (system tray → Exit, not just closing the window) and reopen it. The tools should appear under stock-tools in a new chat.

4. (Optional) Run containerized instead

docker build -t stock-tools:latest .

Update the Claude Desktop config to launch the container instead of the venv directly:

{
  "mcpServers": {
    "stock-tools": {
      "command": "docker",
      "args": [
        "run", "-i", "--rm",
        "-v", "C:\\path\\to\\stock-tools-mcp\\data:/app/data",
        "stock-tools:latest"
      ]
    }
  }
}

Note: -i, not -it — Claude Desktop pipes raw JSON-RPC over stdio, and the -t pseudo-terminal flag would corrupt that stream. Also: any time you edit server.py, you need to docker build again before restarting Claude Desktop — the image is a frozen snapshot taken at build time, not a live view of your files.

5. View experiment tracking

mlflow ui --backend-store-uri sqlite:///C:/path/to/stock-tools-mcp/data/mlflow.db

Opens a dashboard at http://localhost:5000 with every training run, comparable side by side.

Usage examples

Once connected, just talk to your MCP client naturally:

• "What's AAPL done over the past month?"

• "Use train_volatility_model to train a volatility model for MSFT"

• "Use retrain_and_promote for TSLA"

• "Use list_production_models to show everything currently in production"

Project structure

stock-tools-mcp/
├── server.py           # MCP server + all tool definitions
├── requirements.txt    # Hand-curated (not a raw pip freeze — see Lessons Learned)
├── Dockerfile
├── .gitignore
├── README.md
└── data/                # gitignored — created at runtime
    ├── models/          # trained model artifacts (.joblib, .pt)
    ├── experiments.db   # training run metadata
    └── mlflow.db        # MLflow tracking backend

Lessons learned

A few things worth being upfront about, since they shaped the project as much as the results did:

• Daily price direction is close to a random walk. This was confirmed three separate ways (different model architectures, different feature sets) before accepting it rather than continuing to chase a better number. Efficient markets are a real constraint, not a modeling failure to be tuned away.

• The first volatility-model attempt (52% accuracy) looked like another dead end — it wasn't. A median-split label meant most days landed in the ambiguous middle of the distribution and got an arbitrary label. Switching to a tertile split (dropping the ambiguous middle third entirely) revealed the real signal that was there the whole time. Worth remembering: a "negative result" is sometimes a label design problem, not a ceiling.

• requirements.txt should be hand-curated, not a raw pip freeze. A frozen Windows venv includes OS-specific transitive dependencies (e.g. pywin32) that don't exist on Linux and will break a Docker build. Listing only what the code directly imports lets pip resolve correct platform-specific versions itself.

• Relative paths break under a subprocess launcher. Claude Desktop (and Docker) don't guarantee the working directory you assume. Every path in server.py is anchored to Path(__file__).resolve().parent, not the current working directory, after this caused two separate crashes.

• Small-sample caveat: the tertile split shrinks the effective test set further. The volatility results are a real, consistent, multi-ticker finding — but with 5 tickers and one static train/test split each, they're a strong signal to build on, not a number to over-claim in production.

Future work

• Walk-forward / rolling-origin backtesting instead of a single static split

• Richer volatility features (implied vol if a free options-data source is found, cross-asset signals like VIX)

• Expand retrain_and_promote into a genuine two-agent system (a Trainer role and an independent Reviewer role that must separately approve promotion)

• Extend the production registry to serve predictions directly, not just track training runs

License

MIT