mcp-server-worldquantbrain 0.1.0__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- mcp_server_worldquantbrain-0.1.0/LICENSE +21 -0
- mcp_server_worldquantbrain-0.1.0/PKG-INFO +285 -0
- mcp_server_worldquantbrain-0.1.0/README.md +250 -0
- mcp_server_worldquantbrain-0.1.0/pyproject.toml +96 -0
- mcp_server_worldquantbrain-0.1.0/pyproject.toml.orig +76 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/__init__.py +11 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/__main__.py +3 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/cli.py +127 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/client/__init__.py +3 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/client/alphas.py +259 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/client/base.py +607 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/client/cache.py +48 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/client/data.py +103 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/client/filters.py +60 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/client/ledger.py +132 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/client/paging.py +22 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/client/retry.py +37 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/client/session.py +107 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/client/simulations.py +103 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/client/users.py +77 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/config.py +185 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/errors.py +79 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/http_app.py +50 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/integrations/__init__.py +0 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/integrations/langgraph.py +137 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/knowledge/__init__.py +20 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/knowledge/fastexpr-cheatsheet.md +36 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/knowledge/settings-guide.md +20 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/knowledge/submission-criteria.md +24 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/logging_setup.py +18 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/models/__init__.py +0 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/models/alpha.py +190 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/models/auth.py +12 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/models/base.py +23 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/models/data.py +132 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/models/simulation.py +117 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/models/user.py +38 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/ops/__init__.py +9 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/ops/alphas.py +200 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/ops/auth.py +34 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/ops/data.py +132 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/ops/registry.py +151 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/ops/simulations.py +147 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/ops/submit.py +156 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/ops/users.py +38 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/prompts.py +38 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/py.typed +0 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/redaction.py +70 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/resources.py +51 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/server.py +52 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/sim_manager.py +467 -0
- mcp_server_worldquantbrain-0.1.0/src/mcp_server_worldquantbrain/tools.py +121 -0
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MIT License
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Copyright (c) 2026 Marcell Tukora
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in all
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copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.
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Metadata-Version: 2.4
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Name: mcp-server-worldquantbrain
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Version: 0.1.0
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Summary: MCP server and LangGraph tools for the WorldQuant BRAIN platform: simulate alphas, inspect results, browse data fields and operators.
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Keywords: worldquant,brain,mcp,langgraph,quant,alpha
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Author: Marcell Tukora
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License-Expression: MIT
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License-File: LICENSE
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Classifier: Development Status :: 4 - Beta
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Classifier: Intended Audience :: Developers
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Classifier: Intended Audience :: Financial and Insurance Industry
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Classifier: Programming Language :: Python :: 3
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Classifier: Programming Language :: Python :: 3.11
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Classifier: Programming Language :: Python :: 3.12
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Classifier: Programming Language :: Python :: 3.13
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Classifier: Programming Language :: Python :: 3.14
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Classifier: Topic :: Office/Business :: Financial :: Investment
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Classifier: Typing :: Typed
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Requires-Dist: httpx2>=2.10
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Requires-Dist: mcp>=2.3,<3
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Requires-Dist: pydantic>=2.12
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Requires-Dist: pydantic-settings>=2.10
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Requires-Dist: starlette>=0.48
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Requires-Dist: uvicorn>=0.31.1
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Requires-Dist: langchain>=1.4.6 ; extra == 'langgraph'
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Requires-Dist: langchain-core>=1.0 ; extra == 'langgraph'
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Requires-Dist: langgraph>=1.2 ; extra == 'langgraph'
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Requires-Python: >=3.11
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Project-URL: Homepage, https://github.com/tukorama/mcp-server-worldquantbrain
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Project-URL: Repository, https://github.com/tukorama/mcp-server-worldquantbrain
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Project-URL: Issues, https://github.com/tukorama/mcp-server-worldquantbrain/issues
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Project-URL: Changelog, https://github.com/tukorama/mcp-server-worldquantbrain/blob/main/CHANGELOG.md
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Provides-Extra: langgraph
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Description-Content-Type: text/markdown
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<!-- mcp-name: io.github.tukorama/mcp-server-worldquantbrain -->
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# mcp-server-worldquantbrain
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[](https://pypi.org/project/mcp-server-worldquantbrain/)
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[](https://github.com/tukorama/mcp-server-worldquantbrain/actions/workflows/ci.yml)
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[](LICENSE)
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An MCP server and LangGraph toolkit for [WorldQuant BRAIN](https://platform.worldquantbrain.com).
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It lets an agent look up data fields, backtest FASTEXPR alphas and read the results. Unofficial, and
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not affiliated with WorldQuant.
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## Why this exists
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Driving BRAIN from an agent goes wrong in a few predictable ways, and each one shaped this package.
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- **A simulation takes minutes and clients give up sooner.** A wait that runs out returns `PENDING`
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with an id, and `get_simulation_status` picks it up again. Nothing is resubmitted.
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- **Agents repeat themselves, and simulations are metered.** A local ledger remembers every
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expression and settings pair, so a repeat returns the earlier alpha instead of spending quota.
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- **BRAIN responses are huge.** Tools return trimmed, typed results: a PnL series becomes yearly
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figures, lists are paged and capped, and messages lose their embedded images.
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- **Logging in is awkward.** The session is saved to disk, so restarts and short-lived stdio
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processes reuse it. If BRAIN asks for a biometric check you get a URL to open, not a headless
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browser you cannot see.
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- **Submission is permanent.** `submit_alpha` does not exist unless you turn it on, and when it is
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on it runs BRAIN's checks and the self-correlation test first and refuses on any failure.
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## Quick start
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Store your login once. Credentials go to `~/.config/mcp-server-worldquantbrain/credentials.json`, readable
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only by you.
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```bash
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uvx mcp-server-worldquantbrain auth
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```
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Then add the server to your client.
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**Claude Code**
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```bash
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claude mcp add brain -- uvx mcp-server-worldquantbrain
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```
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**Claude Desktop, Cursor, VS Code and others**
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```json
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{
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"mcpServers": {
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"brain": { "command": "uvx", "args": ["mcp-server-worldquantbrain"] }
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}
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}
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```
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Now ask for something like "Find a value signal in the fundamental datasets for USA TOP3000 and
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backtest it."
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Prefer to pass credentials directly? Add `"env": {"WQB_EMAIL": "...", "WQB_PASSWORD": "..."}`.
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## LangGraph
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The `langgraph` extra gives you plain LangChain tools in the same process, with no MCP server to
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run. It also has a prebuilt agent.
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```bash
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uv add "mcp-server-worldquantbrain[langgraph]"
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```
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```python
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from mcp_server_worldquantbrain.integrations.langgraph import create_brain_agent, get_brain_tools
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agent = create_brain_agent("anthropic:claude-sonnet-5")
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result = await agent.ainvoke({"messages": [("user", "Backtest rank(-returns) and summarize it")]})
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# Or take the tools and build your own graph:
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tools = get_brain_tools()
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```
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The tools work from sync and async graphs. With `WQB_ALLOW_SUBMIT=true` the agent stops for human
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approval before `submit_alpha`. Invoke it with a `thread_id` in the config, and resume with
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`Command(resume=...)`. `get_brain_tools()` leaves `submit_alpha` out, because a custom graph has no
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approval step; pass `include_submit=True` once yours does.
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To keep BRAIN in a separate process, connect over MCP instead. This route needs `langchain[mcp]`,
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which LangChain still marks as beta.
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```python
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from langchain.agents import create_agent
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from langchain.mcp import MCPAdapter
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config = {
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"mcpServers": {
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"brain": {
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"command": "uvx",
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"args": ["mcp-server-worldquantbrain"],
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"timeout": 1_200_000, # milliseconds; simulations block
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}
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}
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}
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async with MCPAdapter(config) as adapter:
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agent = create_agent("anthropic:claude-sonnet-5", await adapter.list_tools())
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```
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The subprocess inherits only `HOME`, `PATH` and a few others, so anything else, including `WQB_*`
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variables, has to go in `env`. Over this route a submission confirmation arrives as a LangGraph
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interrupt, so give the agent a checkpointer if you enable submission. A deployable example is in
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[examples/langgraph_app](examples/langgraph_app).
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## Tools
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| Group | Tool | Notes |
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|---|---|---|
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| Login | `authenticate`, `complete_authentication`, `auth_status` | Other tools log in by themselves |
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| Simulate | `simulate_alpha` | Blocks up to 15 minutes by default; `wait=False` returns at once |
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| | `simulate_alphas_batch` | Up to 30 expressions, in groups of 10; needs multi-simulation access |
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| | `get_simulation_status` | Check or resume a simulation |
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| | `get_simulation_options` | Regions, universes and delays your account can use |
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| Alphas | `get_alpha`, `list_alphas` | Filter by Sharpe, fitness, turnover, date, tag and more |
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| | `get_alpha_pnl`, `list_alpha_recordsets`, `get_alpha_recordset` | PnL by year; other recordsets as rows |
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| | `update_alpha` | Name, description, tags, color, category |
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| | `check_alpha_submission` | BRAIN's pre-submission checks |
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| | `get_alpha_self_correlation`, `get_alpha_prod_correlation` | Production correlation depends on account tier |
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| | `submit_alpha` | Off unless `WQB_ALLOW_SUBMIT=true` |
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| Data | `list_datasets`, `get_dataset`, `list_datafields`, `get_datafield` | |
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| | `list_data_categories`, `list_operators` | |
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| Account | `get_user_profile`, `get_user_activity`, `list_messages` | Personal fields are withheld by default |
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Resources: `brain://operators`, `brain://simulation-options`, `brain://alphas/{alpha_id}`, and
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reference pages under `brain://docs/` (`fastexpr-cheatsheet`, `settings-guide`,
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`submission-criteria`).
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Prompts: `design_alpha` runs a short research loop. `review_alpha` assesses an existing alpha.
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## Configuration
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All settings are environment variables. A `.env` file in the working directory also works, except
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for settings that decide where credentials go or that enable submission (`WQB_BASE_URL`, the file
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and directory paths, the `WQB_SUBMIT_*` and `WQB_ALLOW_SUBMIT` settings, and the bearer token).
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These have to be set in the real environment.
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| Variable | Default | Purpose |
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|---|---|---|
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| `WQB_EMAIL`, `WQB_PASSWORD` | | Login. These win over the credentials file |
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| `WQB_CREDENTIALS_FILE` | `~/.config/mcp-server-worldquantbrain/credentials.json` | JSON: `["email", "password"]` |
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| `WQB_SESSION_FILE` | `~/.config/mcp-server-worldquantbrain/session.json` | Saved session. Delete it to log out |
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| `WQB_CACHE_DIR` | `~/.cache/mcp-server-worldquantbrain` | Catalogue cache and simulation ledger |
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| `WQB_CACHE_TTL` | per catalogue | Seconds; `0` disables the cache |
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| `WQB_LEDGER` | `true` | Reuse results of identical simulations |
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| `WQB_ALLOW_SUBMIT` | `false` | Expose `submit_alpha` |
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| `WQB_SUBMIT_CONFIRM` | `elicit` | Ask the user first where the client supports it; `none` skips asking |
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| `WQB_SUBMIT_CORRELATION_GATE` | `0.7` | Refuse at or above this self-correlation; `0` disables |
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| `WQB_MAX_CONCURRENT_SIMULATIONS` | `2` | Blocking simulation calls this process runs at once |
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| `WQB_SIMULATION_TIMEOUT` | `900` | Seconds a blocking simulation waits |
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| `WQB_HTTP_TIMEOUT` | `30` | Seconds per HTTP request |
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| `WQB_POLL_MAX_INTERVAL` | `30` | Longest pause between status polls |
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| `WQB_HTTP_BEARER_TOKEN` | | Required by the HTTP transport on a non-local address |
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| `WQB_LOG_LEVEL` | `INFO` | Logs go to stderr |
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| `WQB_DEFAULT_REGION`, `WQB_DEFAULT_UNIVERSE`, `_DELAY`, `_DECAY`, `_NEUTRALIZATION`, `_TRUNCATION`, `_PASTEURIZATION`, `_UNIT_HANDLING`, `_NAN_HANDLING`, `_TEST_PERIOD`, `_MAX_TRADE`, `_INSTRUMENT_TYPE` | USA, TOP3000, 1, 0, INDUSTRY, 0.08, ON, VERIFY, OFF, none, OFF, EQUITY | Used when a call leaves a setting out. A call for another region must name its universe |
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On Windows the two directories are `%APPDATA%\mcp-server-worldquantbrain` and
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`%LOCALAPPDATA%\mcp-server-worldquantbrain`, and files are protected by your user profile rather than POSIX
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```
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The server refuses a non-local address without a token. `/health` stays open for probes.
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## How it behaves
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**Long calls.** Claude Desktop has been reported to cancel stdio tool calls after about a minute, so
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for that client each call is limited to 45 seconds of waiting and the agent resumes with
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`get_simulation_status`. Claude Code and LangGraph wait as long as you let them. Set
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`WQB_SIMULATION_TIMEOUT` to match whatever your client allows.
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**Concurrency.** BRAIN limits simultaneous simulations per account and does not publish the number.
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The default of 2 is deliberately cautious. Raise it if your account allows more. The setting only
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counts blocking calls while they wait, and one batch group of up to 10 uses one slot. `wait=False`
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calls, simulations still running after a timeout, and other processes on the same account are not
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counted, and can hit BRAIN's own limit, which comes back as a rate-limit error with a suggested
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wait.
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**The ledger.** Whitespace in an expression does not matter; every setting does. Pass `force=True`
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to run an identical simulation again. Failed simulations can be run again.
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**Writes are not retried.** A POST that may have reached BRAIN is never repeated automatically, so a
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network failure cannot spend quota twice or submit twice. Reads retry with backoff and honour
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`Retry-After`.
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**Biometric login.** `authenticate` returns a URL, the user finishes the check in a browser, and
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`complete_authentication` ends the login. The pending check is saved for 30 minutes, so it survives
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a restart. On a terminal, `mcp-server-worldquantbrain auth` does the same with a prompt.
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**What is cached.** Operators and simulation options for a week, categories and dataset pages for a
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day. Alphas, simulations, checks, correlations and data fields are always fetched fresh.
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+
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**What is never logged.** Passwords, cookies, authorization headers and session tokens are masked,
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and email addresses are shortened, in logs and error messages.
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## Limitations
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- BRAIN's API documentation sits behind a login, and BRAIN can change the API without notice. Run
|
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`WQB_LIVE=1 uv run pytest -m live` to check it against your account.
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- Login, saved sessions, data catalogues, single simulations, alpha search, PnL, recordsets,
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submission checks and self-correlation have been run against a live account. Biometric
|
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completion, multi-simulation, `update_alpha`, `submit_alpha` and production correlation results
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have only been tested against responses documented by other BRAIN clients, so treat them as less
|
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proven. If a biometric completion fails, log in once on the BRAIN website and call `authenticate`
|
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with `force=true`.
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- The self-correlation gate fails closed: if BRAIN will not report the figure, `submit_alpha`
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refuses. Set `WQB_SUBMIT_CORRELATION_GATE=0` on accounts where that endpoint is unavailable.
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- Simulations are REGULAR FASTEXPR alphas. SUPER and region-agnostic alphas, Python alphas, forum
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access, payments, competitions and pyramids are not covered.
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- There is no cancel tool, because no cancel endpoint is known.
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- `credentials.json` is plaintext protected by file permissions. Use `WQB_EMAIL` and `WQB_PASSWORD`
|
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from your own secret store if that is not enough.
|
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- Check that your use of automation complies with the BRAIN terms that apply to you.
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+
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## Alternatives
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- [cnhkmcp](https://pypi.org/project/cnhkmcp/) is on PyPI and covers far more of the platform,
|
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including the forum. It is a large install that bundles Selenium.
|
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- [lavender1203/world-quant-brain-mcp](https://github.com/lavender1203/world-quant-brain-mcp) has the
|
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deepest local analytics, such as correlation pools and an alpha history database. It runs with
|
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Docker and Redis over HTTP, and has no license.
|
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- [QuantGPT](https://github.com/Miasyster/QuantGPT) is a full research agent with its own knowledge
|
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+
base, for when you want the loop rather than the tools.
|
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- [worldquant-harness](https://github.com/gyx09212214-prog/worldquant-harness) adds local backtests
|
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and a strict human submission boundary.
|
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|
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- [brainapi-go-sdk](https://github.com/wh0amibjm/brainapi-go-sdk) is a Go SDK and CLI with static
|
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binaries and tests built on captured API responses.
|
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|
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- [rocky-d/wqb](https://github.com/rocky-d/wqb) is a plain Python client, if you do not need an
|
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+
agent interface.
|
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No code in this repository was copied from those projects.
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|
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## Development
|
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|
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To point a client at a checkout, use `uvx --from /path/to/mcp-server-worldquantbrain mcp-server-worldquantbrain`,
|
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or `uv add --editable ../mcp-server-worldquantbrain` from your LangGraph project. See
|
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|
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[CONTRIBUTING.md](CONTRIBUTING.md) and [RELEASING.md](RELEASING.md).
|
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|
+
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+
## License
|
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+
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+
[MIT](LICENSE)
|
|
@@ -0,0 +1,250 @@
|
|
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1
|
+
<!-- mcp-name: io.github.tukorama/mcp-server-worldquantbrain -->
|
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|
+
|
|
3
|
+
# mcp-server-worldquantbrain
|
|
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|
+
|
|
5
|
+
[](https://pypi.org/project/mcp-server-worldquantbrain/)
|
|
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|
+
[](https://github.com/tukorama/mcp-server-worldquantbrain/actions/workflows/ci.yml)
|
|
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|
+
[](LICENSE)
|
|
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|
+
|
|
9
|
+
An MCP server and LangGraph toolkit for [WorldQuant BRAIN](https://platform.worldquantbrain.com).
|
|
10
|
+
It lets an agent look up data fields, backtest FASTEXPR alphas and read the results. Unofficial, and
|
|
11
|
+
not affiliated with WorldQuant.
|
|
12
|
+
|
|
13
|
+
## Why this exists
|
|
14
|
+
|
|
15
|
+
Driving BRAIN from an agent goes wrong in a few predictable ways, and each one shaped this package.
|
|
16
|
+
|
|
17
|
+
- **A simulation takes minutes and clients give up sooner.** A wait that runs out returns `PENDING`
|
|
18
|
+
with an id, and `get_simulation_status` picks it up again. Nothing is resubmitted.
|
|
19
|
+
- **Agents repeat themselves, and simulations are metered.** A local ledger remembers every
|
|
20
|
+
expression and settings pair, so a repeat returns the earlier alpha instead of spending quota.
|
|
21
|
+
- **BRAIN responses are huge.** Tools return trimmed, typed results: a PnL series becomes yearly
|
|
22
|
+
figures, lists are paged and capped, and messages lose their embedded images.
|
|
23
|
+
- **Logging in is awkward.** The session is saved to disk, so restarts and short-lived stdio
|
|
24
|
+
processes reuse it. If BRAIN asks for a biometric check you get a URL to open, not a headless
|
|
25
|
+
browser you cannot see.
|
|
26
|
+
- **Submission is permanent.** `submit_alpha` does not exist unless you turn it on, and when it is
|
|
27
|
+
on it runs BRAIN's checks and the self-correlation test first and refuses on any failure.
|
|
28
|
+
|
|
29
|
+
## Quick start
|
|
30
|
+
|
|
31
|
+
Store your login once. Credentials go to `~/.config/mcp-server-worldquantbrain/credentials.json`, readable
|
|
32
|
+
only by you.
|
|
33
|
+
|
|
34
|
+
```bash
|
|
35
|
+
uvx mcp-server-worldquantbrain auth
|
|
36
|
+
```
|
|
37
|
+
|
|
38
|
+
Then add the server to your client.
|
|
39
|
+
|
|
40
|
+
**Claude Code**
|
|
41
|
+
|
|
42
|
+
```bash
|
|
43
|
+
claude mcp add brain -- uvx mcp-server-worldquantbrain
|
|
44
|
+
```
|
|
45
|
+
|
|
46
|
+
**Claude Desktop, Cursor, VS Code and others**
|
|
47
|
+
|
|
48
|
+
```json
|
|
49
|
+
{
|
|
50
|
+
"mcpServers": {
|
|
51
|
+
"brain": { "command": "uvx", "args": ["mcp-server-worldquantbrain"] }
|
|
52
|
+
}
|
|
53
|
+
}
|
|
54
|
+
```
|
|
55
|
+
|
|
56
|
+
Now ask for something like "Find a value signal in the fundamental datasets for USA TOP3000 and
|
|
57
|
+
backtest it."
|
|
58
|
+
|
|
59
|
+
Prefer to pass credentials directly? Add `"env": {"WQB_EMAIL": "...", "WQB_PASSWORD": "..."}`.
|
|
60
|
+
|
|
61
|
+
## LangGraph
|
|
62
|
+
|
|
63
|
+
The `langgraph` extra gives you plain LangChain tools in the same process, with no MCP server to
|
|
64
|
+
run. It also has a prebuilt agent.
|
|
65
|
+
|
|
66
|
+
```bash
|
|
67
|
+
uv add "mcp-server-worldquantbrain[langgraph]"
|
|
68
|
+
```
|
|
69
|
+
|
|
70
|
+
```python
|
|
71
|
+
from mcp_server_worldquantbrain.integrations.langgraph import create_brain_agent, get_brain_tools
|
|
72
|
+
|
|
73
|
+
agent = create_brain_agent("anthropic:claude-sonnet-5")
|
|
74
|
+
result = await agent.ainvoke({"messages": [("user", "Backtest rank(-returns) and summarize it")]})
|
|
75
|
+
|
|
76
|
+
# Or take the tools and build your own graph:
|
|
77
|
+
tools = get_brain_tools()
|
|
78
|
+
```
|
|
79
|
+
|
|
80
|
+
The tools work from sync and async graphs. With `WQB_ALLOW_SUBMIT=true` the agent stops for human
|
|
81
|
+
approval before `submit_alpha`. Invoke it with a `thread_id` in the config, and resume with
|
|
82
|
+
`Command(resume=...)`. `get_brain_tools()` leaves `submit_alpha` out, because a custom graph has no
|
|
83
|
+
approval step; pass `include_submit=True` once yours does.
|
|
84
|
+
|
|
85
|
+
To keep BRAIN in a separate process, connect over MCP instead. This route needs `langchain[mcp]`,
|
|
86
|
+
which LangChain still marks as beta.
|
|
87
|
+
|
|
88
|
+
```python
|
|
89
|
+
from langchain.agents import create_agent
|
|
90
|
+
from langchain.mcp import MCPAdapter
|
|
91
|
+
|
|
92
|
+
config = {
|
|
93
|
+
"mcpServers": {
|
|
94
|
+
"brain": {
|
|
95
|
+
"command": "uvx",
|
|
96
|
+
"args": ["mcp-server-worldquantbrain"],
|
|
97
|
+
"timeout": 1_200_000, # milliseconds; simulations block
|
|
98
|
+
}
|
|
99
|
+
}
|
|
100
|
+
}
|
|
101
|
+
|
|
102
|
+
async with MCPAdapter(config) as adapter:
|
|
103
|
+
agent = create_agent("anthropic:claude-sonnet-5", await adapter.list_tools())
|
|
104
|
+
```
|
|
105
|
+
|
|
106
|
+
The subprocess inherits only `HOME`, `PATH` and a few others, so anything else, including `WQB_*`
|
|
107
|
+
variables, has to go in `env`. Over this route a submission confirmation arrives as a LangGraph
|
|
108
|
+
interrupt, so give the agent a checkpointer if you enable submission. A deployable example is in
|
|
109
|
+
[examples/langgraph_app](examples/langgraph_app).
|
|
110
|
+
|
|
111
|
+
## Tools
|
|
112
|
+
|
|
113
|
+
| Group | Tool | Notes |
|
|
114
|
+
|---|---|---|
|
|
115
|
+
| Login | `authenticate`, `complete_authentication`, `auth_status` | Other tools log in by themselves |
|
|
116
|
+
| Simulate | `simulate_alpha` | Blocks up to 15 minutes by default; `wait=False` returns at once |
|
|
117
|
+
| | `simulate_alphas_batch` | Up to 30 expressions, in groups of 10; needs multi-simulation access |
|
|
118
|
+
| | `get_simulation_status` | Check or resume a simulation |
|
|
119
|
+
| | `get_simulation_options` | Regions, universes and delays your account can use |
|
|
120
|
+
| Alphas | `get_alpha`, `list_alphas` | Filter by Sharpe, fitness, turnover, date, tag and more |
|
|
121
|
+
| | `get_alpha_pnl`, `list_alpha_recordsets`, `get_alpha_recordset` | PnL by year; other recordsets as rows |
|
|
122
|
+
| | `update_alpha` | Name, description, tags, color, category |
|
|
123
|
+
| | `check_alpha_submission` | BRAIN's pre-submission checks |
|
|
124
|
+
| | `get_alpha_self_correlation`, `get_alpha_prod_correlation` | Production correlation depends on account tier |
|
|
125
|
+
| | `submit_alpha` | Off unless `WQB_ALLOW_SUBMIT=true` |
|
|
126
|
+
| Data | `list_datasets`, `get_dataset`, `list_datafields`, `get_datafield` | |
|
|
127
|
+
| | `list_data_categories`, `list_operators` | |
|
|
128
|
+
| Account | `get_user_profile`, `get_user_activity`, `list_messages` | Personal fields are withheld by default |
|
|
129
|
+
|
|
130
|
+
Resources: `brain://operators`, `brain://simulation-options`, `brain://alphas/{alpha_id}`, and
|
|
131
|
+
reference pages under `brain://docs/` (`fastexpr-cheatsheet`, `settings-guide`,
|
|
132
|
+
`submission-criteria`).
|
|
133
|
+
|
|
134
|
+
Prompts: `design_alpha` runs a short research loop. `review_alpha` assesses an existing alpha.
|
|
135
|
+
|
|
136
|
+
## Configuration
|
|
137
|
+
|
|
138
|
+
All settings are environment variables. A `.env` file in the working directory also works, except
|
|
139
|
+
for settings that decide where credentials go or that enable submission (`WQB_BASE_URL`, the file
|
|
140
|
+
and directory paths, the `WQB_SUBMIT_*` and `WQB_ALLOW_SUBMIT` settings, and the bearer token).
|
|
141
|
+
These have to be set in the real environment.
|
|
142
|
+
|
|
143
|
+
| Variable | Default | Purpose |
|
|
144
|
+
|---|---|---|
|
|
145
|
+
| `WQB_EMAIL`, `WQB_PASSWORD` | | Login. These win over the credentials file |
|
|
146
|
+
| `WQB_CREDENTIALS_FILE` | `~/.config/mcp-server-worldquantbrain/credentials.json` | JSON: `["email", "password"]` |
|
|
147
|
+
| `WQB_SESSION_FILE` | `~/.config/mcp-server-worldquantbrain/session.json` | Saved session. Delete it to log out |
|
|
148
|
+
| `WQB_CACHE_DIR` | `~/.cache/mcp-server-worldquantbrain` | Catalogue cache and simulation ledger |
|
|
149
|
+
| `WQB_CACHE_TTL` | per catalogue | Seconds; `0` disables the cache |
|
|
150
|
+
| `WQB_LEDGER` | `true` | Reuse results of identical simulations |
|
|
151
|
+
| `WQB_ALLOW_SUBMIT` | `false` | Expose `submit_alpha` |
|
|
152
|
+
| `WQB_SUBMIT_CONFIRM` | `elicit` | Ask the user first where the client supports it; `none` skips asking |
|
|
153
|
+
| `WQB_SUBMIT_CORRELATION_GATE` | `0.7` | Refuse at or above this self-correlation; `0` disables |
|
|
154
|
+
| `WQB_MAX_CONCURRENT_SIMULATIONS` | `2` | Blocking simulation calls this process runs at once |
|
|
155
|
+
| `WQB_SIMULATION_TIMEOUT` | `900` | Seconds a blocking simulation waits |
|
|
156
|
+
| `WQB_HTTP_TIMEOUT` | `30` | Seconds per HTTP request |
|
|
157
|
+
| `WQB_POLL_MAX_INTERVAL` | `30` | Longest pause between status polls |
|
|
158
|
+
| `WQB_HTTP_BEARER_TOKEN` | | Required by the HTTP transport on a non-local address |
|
|
159
|
+
| `WQB_LOG_LEVEL` | `INFO` | Logs go to stderr |
|
|
160
|
+
| `WQB_DEFAULT_REGION`, `WQB_DEFAULT_UNIVERSE`, `_DELAY`, `_DECAY`, `_NEUTRALIZATION`, `_TRUNCATION`, `_PASTEURIZATION`, `_UNIT_HANDLING`, `_NAN_HANDLING`, `_TEST_PERIOD`, `_MAX_TRADE`, `_INSTRUMENT_TYPE` | USA, TOP3000, 1, 0, INDUSTRY, 0.08, ON, VERIFY, OFF, none, OFF, EQUITY | Used when a call leaves a setting out. A call for another region must name its universe |
|
|
161
|
+
|
|
162
|
+
On Windows the two directories are `%APPDATA%\mcp-server-worldquantbrain` and
|
|
163
|
+
`%LOCALAPPDATA%\mcp-server-worldquantbrain`, and files are protected by your user profile rather than POSIX
|
|
164
|
+
permissions.
|
|
165
|
+
|
|
166
|
+
To serve over HTTP:
|
|
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+
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+
```bash
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WQB_HTTP_BEARER_TOKEN=change-me mcp-server-worldquantbrain serve --transport streamable-http --host 0.0.0.0
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+
```
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+
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+
The server refuses a non-local address without a token. `/health` stays open for probes.
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+
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## How it behaves
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175
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+
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176
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+
**Long calls.** Claude Desktop has been reported to cancel stdio tool calls after about a minute, so
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for that client each call is limited to 45 seconds of waiting and the agent resumes with
|
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`get_simulation_status`. Claude Code and LangGraph wait as long as you let them. Set
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`WQB_SIMULATION_TIMEOUT` to match whatever your client allows.
|
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180
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+
|
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181
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+
**Concurrency.** BRAIN limits simultaneous simulations per account and does not publish the number.
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+
The default of 2 is deliberately cautious. Raise it if your account allows more. The setting only
|
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counts blocking calls while they wait, and one batch group of up to 10 uses one slot. `wait=False`
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calls, simulations still running after a timeout, and other processes on the same account are not
|
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counted, and can hit BRAIN's own limit, which comes back as a rate-limit error with a suggested
|
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wait.
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+
|
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188
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**The ledger.** Whitespace in an expression does not matter; every setting does. Pass `force=True`
|
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189
|
+
to run an identical simulation again. Failed simulations can be run again.
|
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190
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+
|
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191
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+
**Writes are not retried.** A POST that may have reached BRAIN is never repeated automatically, so a
|
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+
network failure cannot spend quota twice or submit twice. Reads retry with backoff and honour
|
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`Retry-After`.
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194
|
+
|
|
195
|
+
**Biometric login.** `authenticate` returns a URL, the user finishes the check in a browser, and
|
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+
`complete_authentication` ends the login. The pending check is saved for 30 minutes, so it survives
|
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|
+
a restart. On a terminal, `mcp-server-worldquantbrain auth` does the same with a prompt.
|
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198
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+
|
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199
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+
**What is cached.** Operators and simulation options for a week, categories and dataset pages for a
|
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200
|
+
day. Alphas, simulations, checks, correlations and data fields are always fetched fresh.
|
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201
|
+
|
|
202
|
+
**What is never logged.** Passwords, cookies, authorization headers and session tokens are masked,
|
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203
|
+
and email addresses are shortened, in logs and error messages.
|
|
204
|
+
|
|
205
|
+
## Limitations
|
|
206
|
+
|
|
207
|
+
- BRAIN's API documentation sits behind a login, and BRAIN can change the API without notice. Run
|
|
208
|
+
`WQB_LIVE=1 uv run pytest -m live` to check it against your account.
|
|
209
|
+
- Login, saved sessions, data catalogues, single simulations, alpha search, PnL, recordsets,
|
|
210
|
+
submission checks and self-correlation have been run against a live account. Biometric
|
|
211
|
+
completion, multi-simulation, `update_alpha`, `submit_alpha` and production correlation results
|
|
212
|
+
have only been tested against responses documented by other BRAIN clients, so treat them as less
|
|
213
|
+
proven. If a biometric completion fails, log in once on the BRAIN website and call `authenticate`
|
|
214
|
+
with `force=true`.
|
|
215
|
+
- The self-correlation gate fails closed: if BRAIN will not report the figure, `submit_alpha`
|
|
216
|
+
refuses. Set `WQB_SUBMIT_CORRELATION_GATE=0` on accounts where that endpoint is unavailable.
|
|
217
|
+
- Simulations are REGULAR FASTEXPR alphas. SUPER and region-agnostic alphas, Python alphas, forum
|
|
218
|
+
access, payments, competitions and pyramids are not covered.
|
|
219
|
+
- There is no cancel tool, because no cancel endpoint is known.
|
|
220
|
+
- `credentials.json` is plaintext protected by file permissions. Use `WQB_EMAIL` and `WQB_PASSWORD`
|
|
221
|
+
from your own secret store if that is not enough.
|
|
222
|
+
- Check that your use of automation complies with the BRAIN terms that apply to you.
|
|
223
|
+
|
|
224
|
+
## Alternatives
|
|
225
|
+
|
|
226
|
+
- [cnhkmcp](https://pypi.org/project/cnhkmcp/) is on PyPI and covers far more of the platform,
|
|
227
|
+
including the forum. It is a large install that bundles Selenium.
|
|
228
|
+
- [lavender1203/world-quant-brain-mcp](https://github.com/lavender1203/world-quant-brain-mcp) has the
|
|
229
|
+
deepest local analytics, such as correlation pools and an alpha history database. It runs with
|
|
230
|
+
Docker and Redis over HTTP, and has no license.
|
|
231
|
+
- [QuantGPT](https://github.com/Miasyster/QuantGPT) is a full research agent with its own knowledge
|
|
232
|
+
base, for when you want the loop rather than the tools.
|
|
233
|
+
- [worldquant-harness](https://github.com/gyx09212214-prog/worldquant-harness) adds local backtests
|
|
234
|
+
and a strict human submission boundary.
|
|
235
|
+
- [brainapi-go-sdk](https://github.com/wh0amibjm/brainapi-go-sdk) is a Go SDK and CLI with static
|
|
236
|
+
binaries and tests built on captured API responses.
|
|
237
|
+
- [rocky-d/wqb](https://github.com/rocky-d/wqb) is a plain Python client, if you do not need an
|
|
238
|
+
agent interface.
|
|
239
|
+
|
|
240
|
+
No code in this repository was copied from those projects.
|
|
241
|
+
|
|
242
|
+
## Development
|
|
243
|
+
|
|
244
|
+
To point a client at a checkout, use `uvx --from /path/to/mcp-server-worldquantbrain mcp-server-worldquantbrain`,
|
|
245
|
+
or `uv add --editable ../mcp-server-worldquantbrain` from your LangGraph project. See
|
|
246
|
+
[CONTRIBUTING.md](CONTRIBUTING.md) and [RELEASING.md](RELEASING.md).
|
|
247
|
+
|
|
248
|
+
## License
|
|
249
|
+
|
|
250
|
+
[MIT](LICENSE)
|
|
@@ -0,0 +1,96 @@
|
|
|
1
|
+
[project]
|
|
2
|
+
name = "mcp-server-worldquantbrain"
|
|
3
|
+
version = "0.1.0"
|
|
4
|
+
description = "MCP server and LangGraph tools for the WorldQuant BRAIN platform: simulate alphas, inspect results, browse data fields and operators."
|
|
5
|
+
readme = "README.md"
|
|
6
|
+
license = "MIT"
|
|
7
|
+
license-files = ["LICENSE"]
|
|
8
|
+
requires-python = ">=3.11"
|
|
9
|
+
keywords = [
|
|
10
|
+
"worldquant",
|
|
11
|
+
"brain",
|
|
12
|
+
"mcp",
|
|
13
|
+
"langgraph",
|
|
14
|
+
"quant",
|
|
15
|
+
"alpha",
|
|
16
|
+
]
|
|
17
|
+
classifiers = [
|
|
18
|
+
"Development Status :: 4 - Beta",
|
|
19
|
+
"Intended Audience :: Developers",
|
|
20
|
+
"Intended Audience :: Financial and Insurance Industry",
|
|
21
|
+
"Programming Language :: Python :: 3",
|
|
22
|
+
"Programming Language :: Python :: 3.11",
|
|
23
|
+
"Programming Language :: Python :: 3.12",
|
|
24
|
+
"Programming Language :: Python :: 3.13",
|
|
25
|
+
"Programming Language :: Python :: 3.14",
|
|
26
|
+
"Topic :: Office/Business :: Financial :: Investment",
|
|
27
|
+
"Typing :: Typed",
|
|
28
|
+
]
|
|
29
|
+
dependencies = [
|
|
30
|
+
"httpx2>=2.10",
|
|
31
|
+
"mcp>=2.3,<3",
|
|
32
|
+
"pydantic>=2.12",
|
|
33
|
+
"pydantic-settings>=2.10",
|
|
34
|
+
"starlette>=0.48",
|
|
35
|
+
"uvicorn>=0.31.1",
|
|
36
|
+
]
|
|
37
|
+
|
|
38
|
+
[[project.authors]]
|
|
39
|
+
name = "Marcell Tukora"
|
|
40
|
+
|
|
41
|
+
[project.optional-dependencies]
|
|
42
|
+
langgraph = [
|
|
43
|
+
"langchain>=1.4.6",
|
|
44
|
+
"langchain-core>=1.0",
|
|
45
|
+
"langgraph>=1.2",
|
|
46
|
+
]
|
|
47
|
+
|
|
48
|
+
[project.scripts]
|
|
49
|
+
mcp-server-worldquantbrain = "mcp_server_worldquantbrain.cli:main"
|
|
50
|
+
|
|
51
|
+
[project.urls]
|
|
52
|
+
Homepage = "https://github.com/tukorama/mcp-server-worldquantbrain"
|
|
53
|
+
Repository = "https://github.com/tukorama/mcp-server-worldquantbrain"
|
|
54
|
+
Issues = "https://github.com/tukorama/mcp-server-worldquantbrain/issues"
|
|
55
|
+
Changelog = "https://github.com/tukorama/mcp-server-worldquantbrain/blob/main/CHANGELOG.md"
|
|
56
|
+
|
|
57
|
+
[dependency-groups]
|
|
58
|
+
dev = [
|
|
59
|
+
"anyio>=4.9",
|
|
60
|
+
"mcp[cli]>=2.3,<3",
|
|
61
|
+
"pip-audit>=2.10",
|
|
62
|
+
"pyright>=1.1.400",
|
|
63
|
+
"pytest>=8.4",
|
|
64
|
+
"ruff>=0.12",
|
|
65
|
+
]
|
|
66
|
+
|
|
67
|
+
[build-system]
|
|
68
|
+
requires = ["uv_build>=0.13.7,<0.14"]
|
|
69
|
+
build-backend = "uv_build"
|
|
70
|
+
|
|
71
|
+
[[tool.uv.index]]
|
|
72
|
+
name = "testpypi"
|
|
73
|
+
url = "https://test.pypi.org/simple/"
|
|
74
|
+
publish-url = "https://test.pypi.org/legacy/"
|
|
75
|
+
explicit = true
|
|
76
|
+
|
|
77
|
+
[tool.ruff]
|
|
78
|
+
line-length = 100
|
|
79
|
+
|
|
80
|
+
[tool.ruff.lint]
|
|
81
|
+
select = [
|
|
82
|
+
"E",
|
|
83
|
+
"F",
|
|
84
|
+
"I",
|
|
85
|
+
"UP",
|
|
86
|
+
"B",
|
|
87
|
+
"SIM",
|
|
88
|
+
]
|
|
89
|
+
|
|
90
|
+
[tool.pyright]
|
|
91
|
+
include = ["src"]
|
|
92
|
+
pythonVersion = "3.11"
|
|
93
|
+
|
|
94
|
+
[tool.pytest.ini_options]
|
|
95
|
+
testpaths = ["tests"]
|
|
96
|
+
markers = ["live: talks to the real BRAIN API (needs WQB_LIVE=1)"]
|