feat: Add support for Azure hosted AI models

[megamorf]

Problem

I'm not able to configure Azure OpenAI models for the agent/test case generation.

The docs are inconsistent and list the provider string azure_ai but that's not used anywhere.
The code base itself seems to check for azure but then when running mcp eval you get the error default: LLM test failed: No module named 'azure'.

Proposed Solution

Support the Azure provider listed here https://docs.mcp-agent.com/mcp-agent-sdk/core-components/configuring-your-application#model-providers

Alternatives Considered

No response

Additional Context

No response

[saqadri]

Thanks so much for reaching out @megamorf! The good news is this should already be possible. cc'ing @rholinshead or @StreetLamb to help update the docs accordingly. You can look at this example (https://github.com/lastmile-ai/mcp-agent/blob/main/examples/model_providers/mcp_basic_azure_agent/) for a working Azure agent example in the meantime

[megamorf]

Thanks for the quick reply - I checked your example and the reason for why it wasn't working is that certain python packages are not installed by default.

I replicated your example by extending my pyproject.toml with

  [project.optional-dependencies]
  test = ["pytest>=8.0.0", "pytest-asyncio>=0.23.0"]
+ azure = [
+     "azure-ai-inference>=1.0.0b9",
+     "azure-identity>=1.22.0"
+ ]

And then I ran my pytest command with:

uv run --extra azure pytest mcp_tests/ -v

[rholinshead]

@megamorf just confirming that you are able to run things successfully now that you have the azure dependencies installed?