monteplan 0.5.0__tar.gz

monteplan-0.5.0/.github/workflows/ci.yml

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+name: CI
+
+on:
+  push:
+    branches: [main]
+  pull_request:
+    branches: [main]
+
+jobs:
+  lint:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+      - uses: actions/setup-python@v5
+        with:
+          python-version: "3.12"
+      - run: pip install -e ".[dev]"
+      - run: ruff check src/ tests/
+      - run: ruff format --check src/ tests/
+
+  typecheck:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+      - uses: actions/setup-python@v5
+        with:
+          python-version: "3.12"
+      - run: pip install -e ".[dev]"
+      - run: mypy --strict src/monteplan/
+
+  test:
+    runs-on: ubuntu-latest
+    strategy:
+      matrix:
+        python-version: ["3.11", "3.12", "3.13"]
+    steps:
+      - uses: actions/checkout@v4
+      - uses: actions/setup-python@v5
+        with:
+          python-version: ${{ matrix.python-version }}
+      - run: pip install -e ".[dev]"
+      - run: pytest -v --cov=monteplan --cov-report=term-missing
+      - run: pytest --benchmark-only --benchmark-min-rounds=1

monteplan-0.5.0/.github/workflows/docs.yml

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+name: Deploy Docs
+
+on:
+  push:
+    branches: [main]
+  workflow_dispatch:
+
+permissions:
+  contents: read
+  pages: write
+  id-token: write
+
+concurrency:
+  group: pages
+  cancel-in-progress: false
+
+jobs:
+  build:
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v4
+
+      - uses: actions/setup-python@v5
+        with:
+          python-version: "3.12"
+
+      - name: Install dependencies
+        run: pip install -e ".[docs]"
+
+      - name: Build docs
+        run: mkdocs build --strict
+
+      - uses: actions/upload-pages-artifact@v3
+        with:
+          path: site/
+
+  deploy:
+    needs: build
+    runs-on: ubuntu-latest
+    environment:
+      name: github-pages
+      url: ${{ steps.deployment.outputs.page_url }}
+    steps:
+      - id: deployment
+        uses: actions/deploy-pages@v4

monteplan-0.5.0/.github/workflows/publish.yml

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+name: Publish to PyPI
+on:
+  push:
+    tags: ["v*"]
+jobs:
+  publish:
+    runs-on: ubuntu-latest
+    permissions:
+      id-token: write
+    environment: pypi
+    steps:
+      - uses: actions/checkout@v4
+      - uses: actions/setup-python@v5
+        with:
+          python-version: "3.12"
+      - run: pip install build
+      - run: python -m build
+      - uses: pypa/gh-action-pypi-publish@release/v1

monteplan-0.5.0/.gitignore

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+__pycache__/
+*.py[cod]
+*$py.class
+*.egg-info/
+*.egg
+dist/
+build/
+.eggs/
+*.so
+.mypy_cache/
+.ruff_cache/
+.pytest_cache/
+.benchmarks/
+.venv/
+venv/
+env/
+.env
+*.log
+.DS_Store
+.idea/
+.vscode/
+*.swp
+*.swo
+site/
+.ipynb_checkpoints/

monteplan-0.5.0/CLAUDE.md

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+# CLAUDE.md
+
+This file provides guidance to Claude Code (claude.ai/code) when working with code in this repository.
+
+## Project Overview
+
+**monteplan** is a Monte Carlo financial planning simulator (Python package + Streamlit web app). It supports accumulation and decumulation modeling with realistic taxes, multiple spending policies, multi-asset correlated portfolios, and professional reporting. The engine is usable as a library, CLI, and web UI.
+
+## Build & Development Commands
+
+```bash
+# Install in editable mode with dev dependencies
+pip install -e ".[dev]"
+
+# Run all tests
+pytest
+
+# Run a single test file or test
+pytest tests/test_engine.py
+pytest tests/test_engine.py::test_basic_simulation -v
+
+# Type checking
+mypy src/monteplan/   # or pyright
+
+# Linting and formatting
+ruff check src/ tests/
+ruff format src/ tests/
+
+# Run benchmarks
+pytest --benchmark-only
+
+# Run the Streamlit app locally
+streamlit run app/Home.py
+
+# Build docs
+mkdocs serve   # local preview
+mkdocs build   # build static site
+```
+
+## Architecture
+
+### Separation of Concerns
+
+The project enforces strict separation between three layers:
+- **Engine** (`src/monteplan/`): Pure computation, no UI dependencies. This is the installable Python package.
+- **App** (`app/`): Streamlit web UI that imports the engine as a library. Never put simulation logic here.
+- **Data adapters** (`src/monteplan/io/`): Serialization and optional market data adapters, isolated from both engine and UI.
+
+### Engine Core (`src/monteplan/core/`)
+
+- `engine.py` — Orchestrator: takes a plan config, market assumptions, policies, and simulation config, returns a `SimulationResult`. Entry point: `simulate(plan, market, policies, sim_cfg)`.
+- `timeline.py` — Monthly time grid with date/age conversions. Default time step is monthly.
+- `state.py` — Mutable simulation state passed through each time step (balances, income, tax status, age).
+- `rng.py` — Deterministic RNG via `numpy.random.Generator(PCG64DXSM)`. Every run must be seedable and reproducible.
+- `vectorize.py` — Vectorized numpy helpers for fast path evolution.
+
+### Plugin-Style Interfaces
+
+Models and policies are defined via protocols/ABCs so they can be swapped or extended:
+
+- **Return models** (`models/returns/`): `ReturnModel.sample(n_paths, n_steps, rng) -> ndarray[paths, steps, assets]`. Implementations: multivariate normal/t (default), historical bootstrap, regime-switching.
+- **Spending policies** (`policies/spending/`): `SpendingPolicy.compute(state) -> SpendingDecision`. Each policy is independently testable. Implementations: constant real, percent-of-portfolio, floor-and-ceiling, Guyton-Klinger guardrails, VPW.
+- **Tax model** (`taxes/`): `TaxModel.compute_taxes(income_events, realized_gains, deductions, state)`. Jurisdiction is pluggable; US federal is the baseline. Tax bracket tables are config-driven YAML/CSV, not hardcoded.
+
+### Config System (`config/`)
+
+- Pydantic or dataclass-based typed configs: `PlanConfig`, `MarketAssumptions`, `SimulationConfig`, `PolicyBundle`.
+- Default assumptions in `defaults.py`. All configs are exportable/importable as JSON for reproducibility.
+- Config hashing is used for caching and result provenance.
+
+### Account Types & Tax Awareness
+
+The engine models taxable, traditional (401k/IRA), and Roth accounts with distinct tax treatment. Withdrawal ordering policy and RMD integration drive decumulation. Tax bracket tables are stored in `taxes/tables/` as data files.
+
+### Streamlit App (`app/`)
+
+Multi-page Streamlit app with pages numbered for nav ordering (1_Plan_Setup.py through 6_Sensitivity.py). Uses `st.cache_data`/`st.cache_resource` keyed by config hash for simulation results. No database — user data persists only via downloadable config JSON.
+
+## Key Conventions
+
+- **Reproducibility**: Every simulation result embeds `config_hash`, `seed`, and `engine_version`. Golden test snapshots verify deterministic outputs for fixed seeds.
+- **Performance**: Vectorized numpy by default; optional numba acceleration (auto-detected). Memory modes: `summary_only=True` stores only percentiles incrementally; `store_paths=False` is the default for web.
+- **Testing**: Property-based tests via Hypothesis for invariants (weights sum to 1, no unexpected negative balances). Table-driven tests for tax calculations. Benchmark suite via `pytest-benchmark` to prevent perf regressions.
+- **Python version**: >=3.11. CI runs a test matrix across 3.11, 3.12, and 3.13.
+- **Time step**: Monthly by default with annual support. All financial math must handle arithmetic/geometric return conversion consistently.
+
+## Git
+
+- **Remote:** https://github.com/engineerinvestor/monteplan
+- **Commit attribution:** Name: Engineer Investor, Email: egr.investor@gmail.com

monteplan-0.5.0/CONTRIBUTING.md

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+# Contributing to monteplan
+
+Thank you for your interest in contributing! Please see our full
+[Contributing Guide](https://engineerinvestor.github.io/monteplan/contributing/)
+for details on:
+
+- Setting up the development environment
+- Running tests and type checks
+- Code style and conventions
+- Submitting pull requests
+
+## Quick Start
+
+```bash
+git clone https://github.com/engineerinvestor/monteplan.git
+cd monteplan
+python -m venv .venv && source .venv/bin/activate
+pip install -e ".[dev]"
+pytest
+```

monteplan-0.5.0/LICENSE

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monteplan-0.5.0/PKG-INFO

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+Metadata-Version: 2.4
+Name: monteplan
+Version: 0.5.0
+Summary: Monte Carlo financial planning simulator
+Project-URL: Homepage, https://github.com/engineerinvestor/monteplan
+Project-URL: Repository, https://github.com/engineerinvestor/monteplan
+Project-URL: Documentation, https://engineerinvestor.github.io/monteplan/
+Project-URL: Bug Tracker, https://github.com/engineerinvestor/monteplan/issues
+Author-email: Engineer Investor <egr.investor@gmail.com>
+License-Expression: Apache-2.0
+License-File: LICENSE
+Keywords: financial-planning,monte-carlo,retirement,simulation
+Classifier: Development Status :: 4 - Beta
+Classifier: Intended Audience :: Financial and Insurance Industry
+Classifier: License :: OSI Approved :: Apache Software License
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Classifier: Topic :: Office/Business :: Financial
+Requires-Python: >=3.11
+Requires-Dist: click>=8.0
+Requires-Dist: numpy>=1.26
+Requires-Dist: pydantic>=2.5
+Requires-Dist: pyyaml>=6.0
+Requires-Dist: scipy>=1.12
+Provides-Extra: app
+Requires-Dist: plotly>=5.18; extra == 'app'
+Requires-Dist: streamlit>=1.30; extra == 'app'
+Provides-Extra: dev
+Requires-Dist: hypothesis>=6.90; extra == 'dev'
+Requires-Dist: mypy>=1.8; extra == 'dev'
+Requires-Dist: pytest-benchmark>=4.0; extra == 'dev'
+Requires-Dist: pytest-cov>=5.0; extra == 'dev'
+Requires-Dist: pytest>=8.0; extra == 'dev'
+Requires-Dist: ruff>=0.2; extra == 'dev'
+Requires-Dist: types-pyyaml>=6.0; extra == 'dev'
+Provides-Extra: docs
+Requires-Dist: mkdocs-material>=9.5; extra == 'docs'
+Requires-Dist: mkdocs>=1.6; extra == 'docs'
+Requires-Dist: mkdocstrings[python]>=0.24; extra == 'docs'
+Description-Content-Type: text/markdown
+
+<p align="center">
+  <h1 align="center">monteplan</h1>
+  <p align="center">Monte Carlo financial planning simulator</p>
+</p>
+
+<p align="center">
+  <a href="https://github.com/engineerinvestor/monteplan/actions"><img src="https://github.com/engineerinvestor/monteplan/workflows/CI/badge.svg" alt="CI"></a>
+  <img src="https://img.shields.io/badge/python-3.11%2B-blue" alt="Python 3.11+">
+  <a href="https://github.com/engineerinvestor/monteplan/blob/main/LICENSE"><img src="https://img.shields.io/badge/license-Apache--2.0-green" alt="License"></a>
+  <a href="https://engineerinvestor.github.io/monteplan/"><img src="https://img.shields.io/badge/docs-mkdocs-blue" alt="Docs"></a>
+</p>
+
+<p align="center">
+  <a href="https://engineerinvestor.github.io/monteplan/">Documentation</a> |
+  <a href="https://github.com/engineerinvestor/monteplan/blob/main/paper/monteplan.pdf">Technical Paper</a> |
+  <a href="https://engineerinvestor.github.io/monteplan/notebooks/">Notebooks</a> |
+  <a href="https://colab.research.google.com/github/engineerinvestor/monteplan/blob/main/notebooks/01_getting_started.ipynb">Try in Colab</a>
+</p>
+
+---
+
+monteplan models accumulation and decumulation with realistic taxes, multiple spending policies, multi-asset correlated portfolios, and professional reporting. Use it as a **Python library**, **CLI tool**, or interactive **Streamlit web app**.
+
+## Features
+
+- **Monte Carlo Engine** -- Vectorized numpy simulation with monthly time steps and deterministic seeding
+- **4 Return Models** -- Multivariate normal, Student-t (fat tails), historical block bootstrap, Markov regime switching
+- **5 Spending Policies** -- Constant real, percent-of-portfolio, Guyton-Klinger guardrails, VPW, floor-and-ceiling
+- **Tax-Aware Withdrawals** -- US federal progressive brackets, LTCG rates, RMD enforcement, configurable withdrawal ordering
+- **Multi-Account Support** -- Taxable, traditional (401k/IRA), and Roth accounts with distinct tax treatment
+- **Guaranteed Income** -- Social Security, pensions, and annuities with COLA adjustments
+- **Stress Testing** -- Market crashes, lost decades, high inflation, and sequence-of-returns risk scenarios
+- **Sensitivity Analysis** -- One-at-a-time tornado charts and 2D heatmaps with parallel execution
+- **Antithetic Variates** -- Variance reduction for tighter confidence intervals
+- **Glide Paths** -- Age-based target allocation shifts
+- **Investment Fees** -- Expense ratios, AUM fees, and advisory fees as monthly drag
+- **Streamlit App** -- Interactive web UI with Plotly charts, scenario comparison, and CSV export
+
+## Example Output
+
+<p align="center">
+  <img src="docs/images/fan_chart.png" alt="Monte Carlo Wealth Projection" width="100%">
+</p>
+
+<p align="center">
+  <img src="docs/images/spending_comparison.png" alt="Spending Policy Comparison" width="49%">
+  <img src="docs/images/ruin_curve.png" alt="Ruin Probability by Age" width="49%">
+</p>
+
+## Quick Start
+
+### Python Library
+
+```python
+from monteplan import simulate, default_plan, default_market, default_policies, default_sim_config
+
+result = simulate(default_plan(), default_market(), default_policies(), default_sim_config())
+print(f"Success probability: {result.success_probability:.1%}")
+```
+
+### CLI
+
+```bash
+monteplan run --paths 10000 --seed 42
+```
+
+### Streamlit App
+
+```bash
+pip install monteplan[app]
+streamlit run app/Home.py
+```
+
+## Try It Now
+
+[![Open in Colab](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/engineerinvestor/monteplan/blob/main/notebooks/01_getting_started.ipynb)
+
+## Installation
+
+```bash
+pip install monteplan
+```
+
+Or install from source:
+
+```bash
+git clone https://github.com/engineerinvestor/monteplan.git
+cd monteplan
+pip install -e ".[dev]"
+```
+
+## Architecture
+
+monteplan separates computation from presentation:
+
+- **Engine** (`src/monteplan/`) -- Pure Python package with no UI dependencies
+- **App** (`app/`) -- Streamlit web UI that imports the engine as a library
+- **Plugin-style models** -- Return models, spending policies, and tax models are swappable via protocols
+
+See the [documentation](https://engineerinvestor.github.io/monteplan/) for the full user guide, API reference, and mathematical details.
+
+## Disclaimer
+
+This is an educational tool for exploring financial planning concepts. It is **not financial advice**. Results are simulations based on simplified models and assumptions. Consult a qualified financial advisor for real planning decisions.
+
+## License
+
+Apache-2.0