Spec Driven Development
MCP Server that facilitates spec-driven development workflows, not just Vibe Coding.
作者提供的说明(英文原文)
Monte Carlo decision-intelligence over MCP: simulate, optimize, and decide under uncertainty.
这三项永远不会合并成一个分数:意见、测量和人气是不同的东西。
我们还没有为它写通俗的介绍。下面是我们从注册中心读取到的事实。
选择你使用的 AI 应用,然后复制设置。
你需要
你用的是哪个应用?
在上方选择你的应用。我们会记住它,下次按钮会显示“安装到 …”。
打开 Claude Desktop → Settings → Developer → Edit Config,把下面的内容粘贴到 claude_desktop_config.json
{
"mcpServers": {
"simengine": {
"command": "uvx",
"args": [
"simengine-mcp"
]
}
}
}在终端中运行这条命令
claude mcp add simengine -- uvx simengine-mcp粘贴到项目中的 .cursor/mcp.json,或 ~/.cursor/mcp.json
{
"mcpServers": {
"simengine": {
"command": "uvx",
"args": [
"simengine-mcp"
]
}
}
}浏览器会先询问是否打开应用,然后应用会显示设置并请你确认。密钥的值会留空,由你自己填写。
粘贴到项目中的 .vscode/mcp.json
{
"servers": {
"simengine": {
"type": "stdio",
"command": "uvx",
"args": [
"simengine-mcp"
]
}
}
}浏览器会先询问是否打开应用,然后应用会显示设置并请你确认。密钥的值会留空,由你自己填写。
这个服务器在你的电脑上运行,而 ChatGPT 只能连接互联网上的服务器。请选择其他应用。
你的选择通过 Cookie 保存在这台设备上,无需账户。
这些设置是根据作者在注册中心的条目生成的。如果 README 的写法不同,请以 README 为准。
它在你的电脑上运行;安装后,工具列表会显示在你的 AI 应用中。
我们检查的是任何人都能看到的信息;我们没有阅读代码。不适用的检查项不计入总数。 · 检查于 2026年11月7日
注册名称已通过 GitHub 账户 cogswellspacely8-star 验证,该账户拥有此仓库
我们还没有从 GitHub 读取这个仓库
我们还没有从 GitHub 读取这个仓库
它在你的电脑上运行,没有互联网端点
在你的电脑上运行,改用本地设置
它在你的电脑上运行;我们只能读取互联网端点的工具列表
与注册中心里这个分类中所有活跃的服务器比较。只有当发布者拥有该仓库时,星标数才计入。
它在 1 项适用的基础检查中通过了 1 项。我们没有阅读代码。在添加密钥或令牌之前,请先看看这个服务器要求哪些权限,并使用只具备所需权限的密钥。
注册中心没有列出必需的密钥,不过有些服务器会在首次使用时要求你登录。
它在你的电脑上运行。你的 AI 应用会在需要时启动它,数据不会经过作者的服务器(除非它自己调用在线服务)。
GitHub 仓库最后更新于–,最新版本(3.0.1)于4个月前进入注册中心。
支持 MCP 的应用,例如 Claude Desktop、Claude Code、Cursor 和 VS Code。你的电脑上还需要有 Python (uv)。
同一分类中有:Spec Driven Development, Remote Desktop Commander, Georgia MCP
同一分类中其他作者的服务器,按星标数排序。
如何看卡片:★ GitHub 星标i三大支柱:评价 · 检查 · 使用情况i更新 = 最新版本发布到注册中心的时间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.
An MCP server for Georgian public data, read from the organizations that publish it.
按原文从作者的仓库复制。PopNx MCP 没有审查或背书其内容。HTML、图片和脚本已被移除。链接会离开本站。
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
只显示了开头部分;其余内容请在仓库中阅读