QuantConnect MCP Server

Instructions

Implementation Reference

• quantconnect_mcp/src/tools/optimization_tools.py:100-204 (handler)

  The core handler function for the 'create_optimization' MCP tool. It handles authentication, prepares the request data with project details and parameters, makes a POST request to the QuantConnect 'optimizations/create' endpoint, and parses the response to return success or error details including the new optimization ID.

  @mcp.tool()
  async def create_optimization(
      project_id: int,
      compile_id: str,
      node_type: str,
      parameters: Dict[str, Any],
      name: Optional[str] = None,
      maximum_runtime: Optional[int] = None,
      output_target: Optional[str] = None,
  ) -> Dict[str, Any]:
      """
      Create an optimization with the specified parameters.
  
      Args:
          project_id: ID of the project to optimize
          compile_id: Compile ID from successful project compilation
          node_type: Type of node to use for optimization
          parameters: Dictionary of optimization parameters
          name: Optional name for the optimization
          maximum_runtime: Optional maximum runtime in seconds
          output_target: Optional optimization target (e.g., "Sharpe Ratio")
  
      Returns:
          Dictionary containing optimization creation result
      """
      auth = get_auth_instance()
      if auth is None:
          return {
              "status": "error",
              "error": "QuantConnect authentication not configured. Use configure_auth() first.",
          }
  
      try:
          # Prepare request data
          request_data = {
              "projectId": project_id,
              "compileId": compile_id,
              "nodeType": node_type,
              "parameters": parameters,
          }
  
          # Add optional parameters
          if name is not None:
              request_data["name"] = name
          if maximum_runtime is not None:
              request_data["maximumRuntime"] = maximum_runtime
          if output_target is not None:
              request_data["outputTarget"] = output_target
  
          # Make API request
          response = await auth.make_authenticated_request(
              endpoint="optimizations/create", method="POST", json=request_data
          )
  
          # Parse response
          if response.status_code == 200:
              data = response.json()
  
              if data.get("success", False):
                  optimization = data.get("optimization", {})
                  optimization_id = optimization.get("optimizationId")
                  
                  return {
                      "status": "success",
                      "project_id": project_id,
                      "compile_id": compile_id,
                      "optimization_id": optimization_id,
                      "optimization": optimization,
                      "message": f"Successfully created optimization {optimization_id} for project {project_id}",
                  }
              else:
                  # API returned success=false
                  errors = data.get("errors", ["Unknown error"])
                  return {
                      "status": "error",
                      "error": "Optimization creation failed",
                      "details": errors,
                      "project_id": project_id,
                      "compile_id": compile_id,
                  }
  
          elif response.status_code == 401:
              return {
                  "status": "error",
                  "error": "Authentication failed. Check your credentials and ensure they haven't expired.",
              }
  
          else:
              return {
                  "status": "error",
                  "error": f"API request failed with status {response.status_code}",
                  "response_text": (
                      response.text[:500]
                      if hasattr(response, "text")
                      else "No response text"
                  ),
              }
  
      except Exception as e:
          return {
              "status": "error",
              "error": f"Failed to create optimization: {str(e)}",
              "project_id": project_id,
              "compile_id": compile_id,
          }

• quantconnect_mcp/src/server.py:73-79 (registration)

  Calls register_optimization_tools(mcp) as part of initializing the FastMCP server, which registers the create_optimization tool along with other optimization tools.

  safe_print("🔧 Registering QuantConnect tools...")
  register_auth_tools(mcp)
  register_project_tools(mcp)
  register_file_tools(mcp)
  register_backtest_tools(mcp)
  register_live_tools(mcp)
  register_optimization_tools(mcp)