monte-neo 0.15.1__tar.gz

monte_neo-0.15.1/.coveragerc

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+[run]
+source = monte_neo
+omit =
+    */monte_neo/cli/menu/*
+    */monte_neo/core/native/metal_engine.py
+    */monte_neo/core/mlx_*.py
+    */monte_neo/core/gpu_lazy.py
+    */monte_neo/core/gpu_scenarios.py
+    */monte_neo/core/acceleration/*
+
+    */monte_neo/metrics/numba_funcs.py
+    */monte_neo/indicators/numba_funcs.py
+    */monte_neo/backtest/core_numba.py
+    */monte_neo/oms/accel/match_numba.py
+    */monte_neo/oms/accel/match_l2_numba.py
+
+[report]
+fail_under = 100
+show_missing = true
+exclude_lines =
+    pragma: no cover
+    if TYPE_CHECKING:
+    raise NotImplementedError

monte_neo-0.15.1/.dockerignore

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+# Docker ignore
+.git
+.pytest_cache
+.coverage
+htmlcov
+coverage_html
+.mypy_cache
+.ruff_cache
+__pycache__
+*.pyc
+*.pyo
+*.pyd
+.env
+.venv
+env
+venv
+profile_stats.txt
+*.png
+data/*.parquet
+data/*.csv
+!data/sample.parquet
+
+# Certs
+exports/
+*.crt
+*.key
+*.pem
+*.p12
+*.pfx
+cert.pem
+key.pem

monte_neo-0.15.1/.env.example

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+# Monte-Neo Environment Configuration
+
+# Binance API (optional for public data / live OMS)
+BINANCE_API_KEY=
+BINANCE_API_SECRET=
+
+# Bybit API (optional live OMS)
+BYBIT_API_KEY=
+BYBIT_API_SECRET=
+
+# Live OMS safety (default: live disabled; dry-run on when live enabled)
+# MONTE_NEO_LIVE_TRADING=1
+# MONTE_NEO_LIVE_DRY_RUN=1
+
+# Data directory
+MONTE_NEO_DATA_DIR=./data
+
+# Logging
+MONTE_NEO_LOG_LEVEL=INFO
+
+# Parallel processing
+MONTE_NEO_WORKERS=auto

monte_neo-0.15.1/.github/dependabot.yml

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+version: 2
+updates:
+  - package-ecosystem: pip
+    directory: /
+    schedule:
+      interval: weekly
+    open-pull-requests-limit: 5
+
+  - package-ecosystem: docker
+    directory: /docker
+    schedule:
+      interval: weekly
+
+  - package-ecosystem: github-actions
+    directory: /
+    schedule:
+      interval: weekly

monte_neo-0.15.1/.github/workflows/ci.yml

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+name: CI
+
+on:
+  push:
+  pull_request:
+  workflow_dispatch:
+
+permissions:
+  contents: read
+
+jobs:
+  test:
+    runs-on: macos-14
+
+    steps:
+      - uses: actions/checkout@v7
+
+      - uses: actions/setup-python@v7
+        with:
+          python-version: "3.11"
+
+      - uses: astral-sh/setup-uv@v7
+        with:
+          enable-cache: true
+
+      - name: Install dependencies
+        run: uv sync --extra apple --group dev
+
+      - name: Lint
+        run: uv run ruff check .
+
+      - name: Run unit tests
+        run: uv run pytest tests/unit -W ignore

monte_neo-0.15.1/.gitignore

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+# Byte-compiled / optimized / DLL files
+__pycache__/
+*.py[cod]
+*$py.class
+
+# C extensions
+*.so
+*.o
+
+# Distribution / packaging
+.Python
+build/
+develop-eggs/
+dist/
+downloads/
+eggs/
+.eggs/
+lib/
+lib64/
+parts/
+sdist/
+var/
+wheels/
+*.egg-info/
+.installed.cfg
+*.egg
+
+# PyInstaller
+*.manifest
+*.spec
+
+# Installer logs
+pip-log.txt
+pip-delete-this-directory.txt
+
+# Unit test / coverage reports
+htmlcov/
+.tox/
+.nox/
+.coverage
+.coverage.*
+.cache
+nosetests.xml
+coverage.xml
+*.cover
+*.py,cover
+.hypothesis/
+.pytest_cache/
+
+# Translations
+*.mo
+*.pot
+
+# Django stuff:
+*.log
+local_settings.py
+
+# Flask stuff:
+instance/
+.webassets-cache
+
+# Scrapy stuff:
+.scrapy
+
+# Sphinx documentation
+docs/_build/
+
+# PyBuilder
+target/
+
+# Jupyter Notebook
+.ipynb_checkpoints
+
+# IPython
+profile_default/
+ipython_config.py
+
+# pyenv
+.python-version
+
+# celery beat schedule file
+celerybeat-schedule
+
+# SageMath parsed files
+*.sage.py
+
+# Environments
+ .env
+ .venv
+ env/
+ venv/
+ ENV/
+ env.bak/
+ venv.bak/
+ 
+ # Results and Images
+# Project data dirs (not the monte_neo.data package)
+/data/
+results/
+exports/
+*.png
+*.jpg
+*.jpeg
+!docs/assets/
+!docs/assets/**
+
+# Certs
+*.crt
+*.key
+*.pem
+*.p12
+*.pfx
+cert.pem
+key.pem
+*.gif
+
+# Profile stats
+ profile_stats.txt
+ 
+ # Spyder project settings
+.spyderproject
+.spyproject
+
+# Rope project settings
+.ropeproject
+
+# mkdocs documentation
+/site
+
+# mypy
+.mypy_cache/
+.dmypy.json
+dmypy.json
+
+# Pyre type checker
+.pyre/
+
+# Project specific
+data/raw/
+data/processed/
+data/results/
+*.parquet
+*.pkl
+*.h5
+.DS_Store
+
+# LLM Integration (local wrapper)
+local_ai_wrapper.py
+__pycache__/

monte_neo-0.15.1/LICENSE

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+MIT License
+
+Copyright (c) 2024-2026 NeoZorK / Monte-Neo contributors
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

monte_neo-0.15.1/PKG-INFO

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+Metadata-Version: 2.3
+Name: monte-neo
+Version: 0.15.1
+Summary: Fast local research for trading strategies on Apple Silicon: fee-aware bar backtests, Monte Carlo, paper OMS (Metal/MLX/Numba)
+Project-URL: Homepage, https://github.com/NeoZorK/Monte-Neo
+Project-URL: Repository, https://github.com/NeoZorK/Monte-Neo
+Project-URL: Issues, https://github.com/NeoZorK/Monte-Neo/issues
+Project-URL: Changelog, https://github.com/NeoZorK/Monte-Neo/blob/main/docs/project/CHANGELOG.md
+Project-URL: Documentation, https://github.com/NeoZorK/Monte-Neo/blob/main/docs/INDEX.md
+Author: Monte-Neo Team
+License: MIT
+License-File: LICENSE
+Keywords: apple-silicon,backtesting,metal,monte-carlo,oms,research,trading
+Classifier: Development Status :: 4 - Beta
+Classifier: Intended Audience :: Developers
+Classifier: Intended Audience :: Financial and Insurance Industry
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Operating System :: MacOS
+Classifier: Operating System :: POSIX :: Linux
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Classifier: Topic :: Office/Business :: Financial :: Investment
+Classifier: Topic :: Scientific/Engineering
+Requires-Python: >=3.11
+Requires-Dist: binance-connector>=3.12.0
+Requires-Dist: fastapi>=0.138.2
+Requires-Dist: lightgbm>=4.6.0
+Requires-Dist: matplotlib>=3.10.8
+Requires-Dist: mplfinance
+Requires-Dist: numba>=0.58
+Requires-Dist: numpy>=1.24
+Requires-Dist: pandas>=2.0
+Requires-Dist: pillow>=12.3.0
+Requires-Dist: plotext>=5.2
+Requires-Dist: prompt-toolkit>=3.0
+Requires-Dist: psycopg2-binary>=2.9.12
+Requires-Dist: pyarrow>=23.0.1
+Requires-Dist: pybind11>=2.10.0
+Requires-Dist: python-dotenv>=1.2.2
+Requires-Dist: pyyaml>=6.0
+Requires-Dist: questionary>=2.0
+Requires-Dist: redis>=8.0.1
+Requires-Dist: rich>=13.0
+Requires-Dist: scikit-learn>=1.9.0
+Requires-Dist: seaborn>=0.13.2
+Requires-Dist: statsmodels>=0.14.6
+Requires-Dist: ta>=0.10
+Requires-Dist: uvicorn>=0.49.0
+Provides-Extra: apple
+Requires-Dist: mlx>=0.11.0; extra == 'apple'
+Requires-Dist: pyobjc-framework-cocoa>=12.2.2; extra == 'apple'
+Requires-Dist: pyobjc-framework-metal>=12.2.2; extra == 'apple'
+Provides-Extra: dev
+Requires-Dist: black>=26.3.1; extra == 'dev'
+Requires-Dist: build>=1.2; extra == 'dev'
+Requires-Dist: mypy>=1.5; extra == 'dev'
+Requires-Dist: pandas-stubs; extra == 'dev'
+Requires-Dist: pre-commit>=3.4; extra == 'dev'
+Requires-Dist: pytest-asyncio>=0.21; extra == 'dev'
+Requires-Dist: pytest-cov>=4.1; extra == 'dev'
+Requires-Dist: pytest-xdist>=3.3; extra == 'dev'
+Requires-Dist: pytest>=9.0.3; extra == 'dev'
+Requires-Dist: ruff>=0.1; extra == 'dev'
+Requires-Dist: setuptools>=75.0; extra == 'dev'
+Requires-Dist: twine>=5.0; extra == 'dev'
+Requires-Dist: types-pyyaml; extra == 'dev'
+Description-Content-Type: text/markdown
+
+# Monte-Neo
+
+<p align="center">
+  <img src="docs/assets/monteneo-logo.png" alt="Monte-Neo logo" width="220"/>
+</p>
+
+<p align="center">
+  <strong>Fast local research</strong> for trading strategies on Apple Silicon<br/>
+  Fee-aware next-bar economics · Monte Carlo · paper OMS<br/>
+  MIT · Python 3.11+ · Metal / MLX / Numba
+</p>
+
+<p align="center">
+  <a href="https://github.com/NeoZorK/Monte-Neo/actions/workflows/ci.yml"><img src="https://github.com/NeoZorK/Monte-Neo/actions/workflows/ci.yml/badge.svg" alt="CI"/></a>
+  <a href="LICENSE"><img src="https://img.shields.io/badge/license-MIT-blue.svg" alt="MIT license"/></a>
+  <a href="https://github.com/NeoZorK/Monte-Neo/releases/latest"><img src="https://img.shields.io/github/v/release/NeoZorK/Monte-Neo?label=release" alt="Latest release"/></a>
+  <img src="https://img.shields.io/badge/python-3.11%2B-blue.svg" alt="Python 3.11+"/>
+  <img src="https://img.shields.io/badge/macOS-Apple%20Silicon-black.svg" alt="macOS Apple Silicon"/>
+</p>
+
+> Current: **v0.15.1** · [Changelog](docs/project/CHANGELOG.md) · [Docs index](docs/INDEX.md) · [FAQ](docs/guides/FAQ.md)
+
+## What this is (and is not)
+
+**Job:** on Apple Silicon macOS, build and verify trading-domain strategies **very quickly**
+with fee-aware next-bar economics you can re-check (export API + golden vectors).
+
+**Lanes:** research bar (primary speed path) · Monte Carlo research · paper OMS (validation).
+
+**Not a goal:** replace full event-driven production / live-bot platforms. Research sweep
+throughput is not an OMS event-loop claim.
+
+## Why Monte-Neo
+
+| Advantage | What you get |
+|-----------|----------------|
+| Local Apple Silicon speed | Metal economics + Numba (MLX optional for signals) |
+| Fee-aware research bar | Next-bar fills, costs (bps), SL/TP/trail, funding, sessions |
+| Honest export API | `export_single` / `export_batch` / `export_sma_sweep` + golden vectors |
+| 16GB-class memory planner | `plan_research_bytes` + **no-hang** Metal size gate → `cpu_numba` fallback |
+| Clear non-goals | macOS research tool first; paper OMS is a separate lane |
+| MIT | Use, fork, and ship without drama |
+
+## Install
+
+**From git (today — free):**
+
+```bash
+pip install "git+https://github.com/NeoZorK/Monte-Neo.git"
+# Apple Silicon Metal / MLX:
+pip install "monte-neo[apple] @ git+https://github.com/NeoZorK/Monte-Neo.git"
+```
+
+**In-repo (recommended for contributors):**
+
+```bash
+git clone https://github.com/NeoZorK/Monte-Neo.git
+cd Monte-Neo
+uv sync --extra apple   # on Apple Silicon; omit --extra apple on Linux/CI
+```
+
+**PyPI:** packaging is prepared (`[apple]` extras, PEP 440 wheel version). First upload
+waits on TestPyPI + maintainer OK — see [PACKAGING.md](docs/project/PACKAGING.md).
+
+**Requirements:** Python **3.11+**. Best experience on **Apple Silicon** macOS. Numba CPU
+paths work more broadly; Metal/MLX are the `[apple]` extra.
+
+## Quick start
+
+```bash
+uv sync
+uv run monte-neo
+uv run pytest tests -n auto
+```
+
+### Research export (recommended)
+
+```python
+from monte_neo.backtest import (
+    ExecutionModel,
+    export_sma_sweep,
+    synthetic_ohlcv,
+)
+
+ohlc = synthetic_ohlcv(100_000, seed=42)
+model = ExecutionModel(commission_bps=5.0, slippage_bps=5.0, warmup_bars=50)
+out = export_sma_sweep(
+    ohlc["open"], ohlc["high"], ohlc["low"], ohlc["close"],
+    combos=16,
+    model=model,
+    device="auto",  # Metal when safe; else cpu_numba (see fallback_reason)
+)
+print(out["device"], out.get("fallback_reason"), out["combos"])
+```
+
+### Single bar backtest
+
+```python
+from monte_neo.backtest import (
+    ExecutionModel,
+    frame_to_ohlc,
+    run_bar_backtest,
+    sma_signal,
+    synthetic_ohlcv,
+)
+
+ohlc = frame_to_ohlc(synthetic_ohlcv(5_000, seed=42))
+model = ExecutionModel(
+    commission_bps=5.0,
+    slippage_bps=5.0,
+    size_fraction=0.25,
+    sl_pct=1.0,
+    tp_pct=2.0,
+)
+sig = sma_signal(ohlc["close"], fast=10, slow=40)
+out = run_bar_backtest(
+    ohlc["open"], ohlc["high"], ohlc["low"], ohlc["close"], sig, model=model
+)
+print(out["total_return"], out["metrics"]["max_drawdown"], len(out["trades"]))
+```
+
+More: [docs/guides/quick-start.md](docs/guides/quick-start.md) · [backtest engine](docs/project/backtest_engine.md) · [FAQ](docs/guides/FAQ.md)
+
+## How to use (research workflow)
+
+1. Load or synthesize OHLCV (`synthetic_ohlcv` / your frame → `frame_to_ohlc`).
+2. Set an `ExecutionModel` (fees, SL/TP, sessions, side mode).
+3. Sweep with `export_sma_sweep` / `export_batch`, or a single `export_single`.
+4. Check `device`, `signal_device`, and `fallback_reason` when using `auto`.
+5. Optional depth: `equity_stride`, journal, `plan_research_bytes` / `memory` on exports.
+6. Paper OMS (`monte_neo.oms`) only when you need event-lane validation — not for sweep cps claims.
+
+**Devices:** `auto` · `metal` · `cpu_numba` (and MLX where signal paths allow). Oversized Metal
+jobs demote to Numba instead of hanging (v0.14.1+).
+
+## Features (honest)
+
+| Area | Status |
+|------|--------|
+| MC indicator / robustness workflows | Available via CLI and library |
+| Fee-aware research bar engine | `monte_neo.backtest` |
+| Research export + golden vectors | `export_*` / `verify_golden_vectors` |
+| Memory / no-hang accelerator gate | `plan_research_bytes` / `decide_research_accelerator` |
+| Paper OMS + venue adapters | `monte_neo.oms` |
+| Metal / MLX / Numba device select | Best-effort on Apple Silicon; CPU fallbacks |
+| Docker | Supported for headless/CI-style runs |
+
+## Project structure
+
+```
+Monte-Neo/
+├── src/monte_neo/
+│   ├── backtest/      # Research bar engine + export
+│   ├── oms/           # Paper OMS + accel
+│   ├── core/          # Generator / Metal bridges
+│   ├── data/          # Market data downloaders
+│   ├── monte_carlo/   # MC methods
+│   ├── metrics/       # Trading metrics
+│   ├── cli/           # Interactive CLI
+│   └── visualization/
+├── tests/
+├── docs/
+└── docker/
+```
+
+## Screenshots / demos
+
+<p align="center">
+  <img src="docs/assets/demo_sma_sweep.png" alt="SMA sweep demo" width="720"/>
+</p>
+<p align="center">
+  <img src="docs/assets/demo_memory_plan.png" alt="Memory plan demo" width="720"/>
+</p>
+
+More under `docs/assets/`. Runnable script: [`examples/export_sma_sweep_quickstart.py`](examples/export_sma_sweep_quickstart.py).
+
+## License
+
+MIT — see [LICENSE](LICENSE).
+
+Public repository: https://github.com/NeoZorK/Monte-Neo