Spec Driven Development
MCP Server that facilitates spec-driven development workflows, not just Vibe Coding.
作者による説明(英語の原文)
Monte Carlo decision-intelligence over MCP: simulate, optimize, and decide under uncertainty.
この3つを1つのスコアにまとめることはしません。意見、測定、人気はそれぞれ別のものだからです。
このサーバーのやさしい解説はまだ書いていません。以下はレジストリから読み取った事実です。
使っているAIアプリを選んで、設定をコピーしてください。
必要なもの
どのアプリを使っていますか?
上でアプリを選んでください。選んだアプリを覚えておくので、次からはボタンに「…にインストール」と表示されます。
Claude Desktop → Settings → Developer → Edit Config を開き、claude_desktop_config.json にこれを貼り付けます
{
"mcpServers": {
"simengine": {
"command": "uvx",
"args": [
"simengine-mcp"
]
}
}
}ターミナルでこれを実行します
claude mcp add simengine -- uvx simengine-mcpプロジェクトの .cursor/mcp.json、または ~/.cursor/mcp.json に貼り付けます
{
"mcpServers": {
"simengine": {
"command": "uvx",
"args": [
"simengine-mcp"
]
}
}
}ブラウザがアプリを開いてよいか確認し、そのあとアプリが設定を表示して確認を求めます。キーの値は空欄のままなので、自分で入力してください。
プロジェクトの .vscode/mcp.json に貼り付けます
{
"servers": {
"simengine": {
"type": "stdio",
"command": "uvx",
"args": [
"simengine-mcp"
]
}
}
}ブラウザがアプリを開いてよいか確認し、そのあとアプリが設定を表示して確認を求めます。キーの値は空欄のままなので、自分で入力してください。
これはパソコンで動くサーバーですが、ChatGPTがつなげるのはインターネット上のサーバーだけです。ほかのアプリを選んでください。
選んだアプリは、この端末のCookieに保存されます。アカウントは不要です。
この設定は、作者のレジストリ登録情報から作成しています。READMEと違う場合は、READMEに従ってください。
パソコンで動くサーバーです。インストールすると、ツール一覧がAIアプリに表示されます。
誰でも見られる情報をチェックしており、コードは読んでいません。当てはまらない項目は数に入れていません。 · 2026年11月6日にチェック
レジストリ名は、リポジトリを所有するGitHubアカウント cogswellspacely8-star で確認済みです
このリポジトリはまだGitHubから読み取っていません
このリポジトリはまだGitHubから読み取っていません
これはパソコンで動くため、インターネット上のエンドポイントはありません
パソコンで動き、代わりにローカルの設定を使います
パソコンで動くサーバーです。ツール一覧を読み取れるのは、インターネット上のエンドポイントがある場合だけです
レジストリでこのカテゴリにある有効なすべてのサーバーと比較しています。スターは、公開者がリポジトリの所有者である場合だけ数えます。
当てはまる基本チェック1項目のうち1項目に合格しました。コードは読んでいません。キーやトークンを追加する前に、サーバーがどんなアクセスを求めているかを確認し、必要な権限だけを持つキーを使ってください。
レジストリには必須のキーは載っていません。ただし、最初に使うときにサインインを求めるサーバーもあります。
あなたのパソコンで動きます。必要なときにAIアプリが起動し、データは作者のサーバーを通りません(サーバー自体がオンラインサービスを呼び出す場合を除きます)。
GitHubリポジトリの最終更新は–、最新バージョン(3.0.1)がレジストリに届いたのは4 か月前です。
Claude Desktop、Claude Code、Cursor、VS CodeなどのMCP対応アプリで使えます。パソコンにPython (uv)も必要です。
同じカテゴリには:Spec Driven Development, Remote Desktop Commander, Reelsaw
同じカテゴリで、ほかの作者が作ったサーバー。スターの多い順。
カードの見方:★ GitHubスターi3つの柱:レビュー · チェック · 利用状況i更新=最新バージョンをレジストリに公開した日i
MCP Server that facilitates spec-driven development workflows, not just Vibe Coding.
Remote Desktop Commander: use files, terminal and processes on your own computers from any AI app.
Drive a self-hosted Reelsaw: turn long videos into vertical clips, edit, re-render and export them.
作者のリポジトリから書かれたとおりにコピーしたものです。PopNx MCPは内容を確認・推奨していません。HTML、画像、スクリプトは取り除いています。リンクはこのサイトの外へ移動します。
A domain-agnostic Monte Carlo simulation and decision intelligence system.
Zero dependencies. Pure Python stdlib. Local web UI. Runs anywhere Python runs.
SimEngine turns uncertainty into numbers you can act on. Define your variables, your logic, and your risk tolerances in a JSON config. The engine runs thousands of simulated futures, scores them, and — if you ask — evolves toward the best strategy that still respects your safety constraints.
Think of it as a calculator for uncertainty.
# 1. Clone the repository
git clone ~/projects/simengine cd ~/projects/simengine
cd v3 && python3 server.py
That is it. No pip install, no Docker, no Node, no build step. Python 3.8+ is the only requirement.
uvx simengine-mcp
Listed on the official MCP registry. Hosted, no-install endpoint: join the waitlist.
The default engine remains pure Python. A Rust workspace now lives at the repo root for optional acceleration of metric reducers, trajectory bands, risk evaluation, histograms, and native pre-sampling of simple numeric variable distributions.
This is opt-in and does not change the baseline workflow above.
Cargo.toml
crates/ ├── simengine-core/ # pure Rust numeric kernels └── simengine-py/ # PyO3 extension module: simengine_native v3/native.py # optional loader + Python fallback glue
cd crates/simengine-py
python3 -m venv ../../.venv source ../../.venv/bin/activate pip install maturin maturin develop --release
After that, the existing Python engine will automatically use the native reducers and the native batch sampler when simengine_native is importable. If the module is missing or fails, SimEngine falls back to the existing Python implementation.
The batch sampler is conservative:
SIMENGINE_DISABLE_NATIVE_SAMPLING=1This keeps the expression engine, accumulators, and metrics in Python while moving a larger chunk of the Monte Carlo loop into Rust.
There is also a narrower native fast path for stochastic expressions:
binomial(n, p) can be delegated to Rust when the extension is installedSIMENGINE_DISABLE_NATIVE_EXPR_SAMPLING=1This helps domains whose step_logic relies heavily on binomial(...) while still leaving general expression evaluation in Python.
On the Python side, repeated expressions are now compiled once and reused across Monte Carlo runs. That cache can be disabled explicitly with SIMENGINE_DISABLE_EXPR_CACHE=1 for benchmarking or troubleshooting.
The diagnostics module applies the same idea to its AST-only safe evaluator: parsed trees are reused across calls, and that cache can be disabled with SIMENGINE_DISABLE_SAFE_EXPR_CACHE=1.
/api/simulate and get structured results back. No files needed. LLMs can use SimEngine as a tool (llms.txt at the repo root and GET /llms.txt orient them).cd v3 && python3 backtest.py (offline, from committed snapshots). Results: docs/backtests/.All production code lives in v3/.
v3/
├── kernel.py Monte Carlo engine, distributions, safety evaluation, │ fitness scoring, genetic optimizer, experiment manifests ├── server.py HTTP server (port 8420), all API endpoints, report generation ├── bayesian.py Conjugate prior updates for calibrating parameters from data ├── diagnostics.py Convergence, sensitivity (OAT), baseline comparison, AST evaluator ├── static/ │ └── index.html Single-page web UI (vanilla HTML/JS/CSS, no framework) └── domains/ ├── _template.json Annotated starter config ├── business_pipeline_v3.json B2B sales pipeline ├── investment_portfolio.json Portfolio allocation ├── investment_portfolio_v2.json Fat-tailed returns (Student's t) ├── job_search.json Job search decision model ├── project_timeline.json Software project estimation ├── real_estate_rental.json Rental property analysis └── saas_startup.json SaaS MRR growth and runway
A domain config is a single JSON file that fully describes the simulation. The v3 schema separates variables into three semantic categories, which matters for Bayesian updating and optimization.
Published contract: the machine-readable JSON Schema (Draft 2020-12) is served live at GET /api/schema — hand it to any AI to author a valid config in one shot. A plain-language field reference is in docs/schema-reference.md. The schema is verified against every shipped domain in the test suite.
| Field | Type | Description |
|---|---|---|
name | string | Human-readable domain name |
description | string | What this simulation models |
n_simulations | int | Number of Monte Carlo runs (default: 5000) |
n_steps | int | Time steps per simulation (e.g., 12 months) |
step_label | string | Label for time axis: "month", "week", "sprint" |
seed | int or null | Random seed for reproducibility |
parameters | object | Uncertain variables, updatable with evidence |
controls | object | Operator decisions (pricing, budget, effort) |
exogenous | object | External factors outside your control |
initial_state | object | Starting values for accumulators |
step_logic | array | Computations executed each time step |
accumulators | object | Running totals updated each step |
metrics | object | Final output measurements |
safety | object | Chance constraints and CVaR constraints |
fitness | object | Weighted scoring components for the optimizer |
tunable | array | Parameters the optimizer is allowed to adjust |
context | object | Optional metadata: decision question, key levers |
calibration | object | Per-variable data source and update method |
All three variable categories (parameters, controls, exogenous) share the same structure:
{
"monthly_churn_rate": { "distribution": "triangular", "params": {"low": 0.02, "mode": 0.05, "high": 0.12}, "calibration": { "source": "Baremetrics Open Benchmarks: median monthly churn 5-8%", "updatable": true, "update_method": "Beta-Binomial conjugate from observed monthly cancellations" } } }
| Distribution | Params | Use Case |
|---|---|---|
fixed | value | Known constants |
uniform | low, high | Equal probability across a range |
triangular | low, mode, high | Expert estimates (pessimistic / likely / optimistic) |
normal | mean, std, min?, max? | Bell curve, optionally clamped |
lognormal | median, spread, min?, max? | Always positive, right-skewed (prices, durations) |
bernoulli | p | Binary yes/no events |
poisson | lambda | Counts of rare events |
student_t | mean, scale, df, min?, max? | Fat-tailed returns (use df=5 for equities) |
correlated_normal | mean, std | Normal with correlation support (via step_logic) |
An ordered list of computations executed each time step. Each entry has a target name and either an expr (expression string) or a sample (inline distribution):
"step_logic": [
{"target": "new_leads", "expr": "binomial(round(demand), conversion_rate)"}, {"target": "revenue", "expr": "new_leads * price_per_unit"}, {"target": "costs", "expr": "fixed_cost + variable_cost * new_leads"}, {"target": "net_income", "expr": "revenue - costs"}, {"target": "shock_event", "sample": {"distribution": "bernoulli", "params": {"p": 0.02}}} ]
Available expression functions: min, max, abs, round, sum, len, int, float, sqrt, log, exp, ceil, floor, pow, random(), gauss(mu, sigma), binomial(n, p), clamp(val, lo, hi), range(). Ternary expressions work: 100 if x > 0 else 0.
Running state that persists across time steps:
"accumulators": {
"cumulative_revenue": "cumulative_revenue + revenue", "cash": "cash + net_income", "peak_subscribers": "max(peak_subscribers, subscribers)" }
Final measurements computed after all steps complete:
"metrics": {
"total_revenue": {"expr": "cumulative_revenue", "format": "dollar"}, "roi": {"expr": "cumulative_revenue / cumulative_costs", "format": "percent"}, "final_subs": {"expr": "subscribers", "format": "number"} }
"safety": {
"chance_constraints": [ { "metric": "ending_cash", "condition": "below", "threshold": 0, "max_prob": 0.15, "rationale": "No more than 15% chance of running out of cash" } ], "cvar_constraints": [ { "metric": "ending_cash", "alpha": 0.10, "min_cvar": -15000, "rationale": "Average of the worst 10% of outcomes must not exceed $15k loss" } ] }
The optimizer maximizes a weighted sum of fitness components while respecting safety constraints. Each component is an expression evaluated against the metric statistics (e.g., total_revenue_median, ending_cash_p10):
"fitness": {
"components": [ {"expr": "min(100, final_mrr_median / 100)", "weight": 0.30, "name": "mrr_growth"}, {"expr": "max(0, 100 - months_negative_median * 5)", "weight": 0.25, "name": "time_to_profit"} ] }, "tunable": [ {"path": "controls.price_per_seat.params.value", "range": [9, 99]}, {"path": "parameters.monthly_churn_rate.params.mode", "range": [0.01, 0.10]} ]
Fitness expressions can reference any metric stat in the form {metric_name}_{stat} where stat is one of: mean, median, std, p10, p25, p75, p90.
Safety violations apply a 30% penalty per violated constraint. The optimizer learns to avoid them.
The server runs at http://localhost:8420. All POST endpoints accept and r
冒頭だけを表示しています。続きはリポジトリで読めます