Leakguard MCP server

<!-- mcp-name: io.github.doazvjettu/leakguard-mcp -->

leakguard-mcp

Squawk for backtests. A local-first MCP server that static-analyzes agent-generated Python code and flags lookahead bias & data leakage before the backtest runs.

Works for any time-series ML code — quant trading (crypto, equities, forex, futures), demand forecasting, energy, weather, IoT sensors — wherever a wrong .shift() or a global normalization silently poisons your results.

• Pure source analysis (libcst) — your code never leaves the machine, no API calls.
• Heuristic, not a proof: severity tiers (🔴 error / 🟡 warning), like an aviation squawk.
• Framework-agnostic: pandas / numpy / polars, any stack.
• MCP-native (stdio): works directly inside Claude Code, Cursor, and any MCP-compatible agent.
• All 10 rules ship free — no license, no tiers, no phone-home.

Why this exists

AI agents (Claude Code, Cursor) write feature engineering and strategy code faster than humans can review it. But they introduce lookahead bias at scale — subtle time-boundary errors that backtest perfectly and fail catastrophically in live trading or production:

# Agent writes this — looks fine, is catastrophically wrong
df['momentum'] = df['close'].shift(-5)   # uses FUTURE prices as a feature
df['vol_norm'] = (df['close'] - df['close'].mean()) / df['close'].std()  # leaks future mean

leakguard catches these in the same agent loop — before the backtest runs:

LG001 🔴 line 2: Future shift used as feature — shift(-5) references 5 bars ahead.
  Fix: df['momentum'] = df['close'].shift(5)   (lag, not lead)

LG003 🔴 line 3: Global-fit normalization — mean/std computed over the full series
  before any train/test split, leaking future statistics into the past.
  Fix: df['vol_norm'] = (df['close'] - df['close'].expanding().mean()) / df['close'].expanding().std()

The agent reads the finding + fix snippet and self-corrects in one turn. No human review needed.

Install

Requirements

• Python 3.11+
• uv (recommended) or pip

From PyPI

pip install leakguard-mcp

From source

git clone https://github.com/doazvjettu/leakguard-mcp
cd leakguard-mcp
uv sync

Setup with Claude Code

Add to your MCP config (~/.claude/claudedesktopconfig.json or .claude/settings.json in your project):

{
  "mcpServers": {
    "leakguard": {
      "command": "python",
      "args": ["-m", "leakguard.server"]
    }
  }
}

Or if installed via uv:

{
  "mcpServers": {
    "leakguard": {
      "command": "uv",
      "args": ["run", "python", "-m", "leakguard.server"]
    }
  }
}

Restart Claude Code. leakguard's tools are now available to the agent.

Setup with Cursor

Add the same block under mcpServers in your Cursor MCP settings file.

MCP Tools

CLI

Shortened. The full README is on GitHub.