How neozork/monte-neo works
Monte-Neo independently evaluates trading backtests and strategies, returning a verdict, checks, next steps, and an optional signed certificate. The main workflow is a user invoking verification with price data and strategy code or positions; the product also includes repair, alpha-readiness analysis, discovery, reports, and agent-facing MCP tools. The graph preserves major documented subsystems, but several are represented only at their source-directory level because their implementation was not sampled. Edges are limited to README statements and relationships visible in excerpts or the source index.
Main entry points: engine.py Verification engine · app.py CLI commands · mlx_engine.py GPU simulation · verify_cmd.py Verify command
Components 23
User Interfaces
- CLI commands
src/monte_neo/cli/app.py - MCP tools
src/monte_neo/mcp/tools.py - Verify command
src/monte_neo/cli/verify_cmd.py
Verification Workflow
- Input ingestion
src/monte_neo/verify/ingest.py - Verification engine
src/monte_neo/verify/engine.py - Verification checks
src/monte_neo/verify/checks.py - Verdicts and certificates
src/monte_neo/verify/verdict.py - Verification reports
src/monte_neo/verify/report_html.py
Strategy Analysis
- Defect repair
src/monte_neo/repair/run.py - Alpha readiness
src/monte_neo/alpha/process.py - Strategy discovery
src/monte_neo/discover/search.py - Strategy dossier
src/monte_neo/dossier/build.py
Trading Runtime
- Backtest engine
src/monte_neo/backtest/bar_engine.py - Weight backtesting
src/monte_neo/backtest/weight_engine.py - Indicator framework
src/monte_neo/indicators/base.py - Metrics calculator
src/monte_neo/metrics/calculator.py - Monte Carlo analysis
src/monte_neo/monte_carlo/engine.py - Paper order engine
src/monte_neo/oms/engine.py
Execution Infrastructure
- GPU simulation
src/monte_neo/core/mlx_engine.py - GPU scenario engine
src/monte_neo/core/gpu_scenarios.py - Metal acceleration
src/monte_neo/core/acceleration/engine.py - Market data storage
src/monte_neo/data/storage.py
Other components
- Quant or agent
Connections 16
- Quant or agent → CLI commands: invokes
- Quant or agent → MCP tools: uses
- CLI commands → Verify command: routes
src/monte_neo/cli/app.py - Quant or agent → Verification engine: submits strategy
- Verify command → Input ingestion: loads inputs
- Verification engine → Backtest engine: runs backtest
src/monte_neo/verify/engine.py - Verification engine → Weight backtesting: runs backtest
src/monte_neo/verify/engine.py - Verification engine → Verification checks: evaluates
- Verification engine → Verdicts and certificates: produces
- Verdicts and certificates → Verification reports: feeds report
- CLI commands → Defect repair: offers repair
- CLI commands → Alpha readiness: offers alpha
- Indicator framework → GPU simulation: provides signals
src/monte_neo/core/mlx_engine.py - Monte Carlo analysis → GPU scenario engine: dispatches scenarios
- GPU simulation → Metal acceleration: uses acceleration
src/monte_neo/core/acceleration/engine.py - GPU simulation → GPU scenario engine: generates scenarios
src/monte_neo/core/mlx_engine.py