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Research export API

Stable research-bar export surface for fee-aware sweeps you can re-check locally.

Entry points

from monte_neo.backtest.export import (
    export_single,
    export_batch,
    export_sma_sweep,
    plan_research_bytes,
)
Function Role
export_single One signal / model → economics + checklist
export_batch Many parameter rows on shared bars
export_sma_sweep SMA cross grid helper + export
plan_research_bytes Soft budget / tile hints (16GB-class hosts)

Schema notes

  • export_api_version — bump only on breaking field changes
  • work_checklist — next_bar_fill, fees, no_lookahead, cash_position_equity
  • metrics.rows — per-combo returns (and params); golden vectors pin Numba exactness
  • Optional: memory, timing, device / fallback_reason (no-hang Metal gate)

Raw OHLCV is not required for downstream triage — see Policy.

Golden verify

uv run python -c "from monte_neo.backtest.export import verify_export_golden; verify_export_golden()"

(Exact helper names follow the installed package; see unit tests under tests/.)

Quickstart example

See examples/export_sma_sweep_quickstart.py and the demo chart in docs/assets/demo_sma_sweep.png.