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A comprehensive Model Context Protocol (MCP) server for quantitative trading platform integration

Project description

CNHK MCP Server

A comprehensive Model Context Protocol (MCP) server for quantitative trading platform integration. This package provides a complete set of tools for interacting with quantitative trading APIs, managing simulations, and accessing financial data.

Features

  • API Integration: Complete API client for quantitative trading platforms
  • Simulation Management: Create, monitor, and manage trading simulations
  • Data Access: Retrieve datasets, data fields, and financial information
  • Alpha Management: Comprehensive alpha factor management and analysis
  • Forum Integration: Access to support forums and documentation
  • Performance Analysis: Advanced performance metrics and correlation analysis
  • Competition Support: Tools for trading competitions and leaderboards

Installation

pip install cnhkmcp

Quick Start

from cnhkmcp import BrainApiClient

# Initialize client
client = BrainApiClient()

# Authenticate
await client.authenticate("your_email@example.com", "your_password")

# Create a simulation
simulation_data = {
    "type": "REGULAR",
    "settings": {
        "instrumentType": "EQUITY",
        "region": "USA",
        "universe": "TOP3000"
    },
    "regular": "your_alpha_formula"
}

result = await client.create_simulation(simulation_data)
print(f"Simulation created: {result}")

Main Components

API Client (pythonmcp.py)

  • Authentication and session management
  • Simulation creation and monitoring
  • Alpha factor management
  • Data retrieval and analysis
  • Performance metrics

Forum Client (forum_functions.py)

  • Glossary term extraction
  • Forum post search and reading
  • Support documentation access

Usage Examples

Authentication

from cnhkmcp import authenticate

result = await authenticate("email@example.com", "password")
print(f"Authentication status: {result}")

Create Simulation

from cnhkmcp import create_simulation

result = await create_simulation(
    type="REGULAR",
    instrument_type="EQUITY",
    region="USA",
    universe="TOP3000",
    regular="your_alpha_formula_here"
)

Get Alpha Details

from cnhkmcp import get_alpha_details

alpha_info = await get_alpha_details("alpha_id_here")
print(f"Alpha details: {alpha_info}")

Search Forum Posts

from cnhkmcp import search_forum_posts

results = await search_forum_posts(
    email="email@example.com",
    password="password",
    search_query="alpha formula"
)

Configuration

The package supports configuration through JSON files:

  • user_config.json: User-specific settings
  • brain_config.json: Platform configuration

Requirements

  • Python 3.8+
  • Chrome browser (for forum functionality)
  • Valid platform credentials

Dependencies

  • requests
  • pandas
  • selenium
  • beautifulsoup4
  • mcp
  • pydantic

License

MIT License

Contributing

Contributions are welcome! Please feel free to submit a Pull Request.

Support

For support and questions, please refer to the documentation or create an issue in the repository.

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