Midas's Hoard

A local market-research lab for one person. It freezes market data into snapshots with provenance, keeps falsifiable investment theses with rules that invalidate them, runs an honest strategy backtester with a sealed holdout and overfitting checks, and audits every model-written number against the evidence. Assistants reach it over MCP; you reach it in the browser.

Research, not trading. There is no broker, no order, no buy or sell advice. Results are historical analyses, not advice; past performance does not guarantee future results.

What it does

• Market - search symbols, fetch a series and freeze it as a snapshot (canonical CSV, sha256, provider, fetch time, currency, adjustment flag). Compare series with correlation and relative performance; mixed currency, adjustment or frequency is refused unless you allow it, and an exchange-rate conversion is recorded step by step. Charts are hand-drawn SVG.

• Theses - a claim, a forced rival hypothesis, a knowledge cutoff (as_of), a horizon, evidence for and against, and invalidation rules written in a small language with no eval (close(AAPL) < 150, yoy(CPIAUCSL) > 4, drawdown(^GSPC) < -20, sma(x,50) < sma(x,200)). A true rule means the thesis is invalidated. Evidence metrics never use data after the cutoff. Checks are idempotent and an invalidation emits one event.

• Lab - declarative strategy specs (JSON, no code). A signal on bar t only affects the position earning bar t+1 (a test proves it). Costs, sizing, rebalancing, long/short, benchmark, sealed holdout, anchored walk-forward with an optional parameter grid, block-permutation test, block-bootstrap Sharpe interval, Bonferroni haircut and deflated Sharpe. Every variant is logged, failures included, with a multiple-testing warning.

• Committee - two advocates, an independent risk reviewer and an arbiter over a fixed evidence pack. Citations are validated and every number goes through the number ledger (observed, derived, cited, proposed or unmatched). Without a model it returns the evidence pack and deterministic metrics.

• Portfolio - holdings from a table or CSV, valuation at a date, allocation, currency exposure, concentration, volatility, drawdown, correlation, with every FX conversion recorded.

• Reports - Markdown or JSON for a thesis, a run or a portfolio, with provenance for every number.

Related MCP server: Polyrama MCP Server

Data providers

API keys entered in Settings are write-only: they are stored locally and the API only reports configured and the last four characters. Providers show as ok, needs_key or blocked in the Sources page and in market_providers.

Responses are cached on disk; MIDAS_OFFLINE=1 answers only from the cache. Read each provider's terms, shown with every snapshot.

Run it

pip install -r requirements.txt
python -m midas_hoard            # http://127.0.0.1:5192

The client is built and committed under midas_hoard/static; rebuild it with npm install && npm run build. python scripts/launch.py picks a free port and opens the browser; python scripts/dev.py runs the API with reload plus the Vite dev server.

Settings come from the environment: MIDAS_DATA_DIR (default ./data), MIDAS_PORT (5192), PORT_STRICT, MIDAS_ALLOWED_HOSTS, MIDAS_HTTP_TIMEOUT_S, MIDAS_CACHE_TTL_S, MIDAS_OFFLINE. Data lives in data/midas.db (SQLite, WAL) plus data/snapshots, data/runs and data/reports.

Assistant tools (MCP)

mcp_server.py is a stdio bridge. It never opens the database: it proxies every call to POST /api/agent/call with the token in data/mcp-token, reads the tool list from GET /api/agent/tools, and starts the app if nothing answers (MIDAS_BRIDGE_AUTOSTART=0 disables that). Variables: MIDAS_URL, MIDAS_TOKEN_FILE, MIDAS_DATA_DIR. Errors keep their code and hint. Deletes need confirm: true on the owning tool. The 23 tools:

Market data

Theses

Strategy lab

Portfolio and reports

Full reference: docs/API.md.

Method and limits

• Snapshots are immutable and verified by hash on load; identical bytes reuse the snapshot.

• as_of makes analyses point-in-time for the data you hold. FRED and some other providers publish revised values, so revisions can still leak into past dates; this is stated in each snapshot.

• Variant counts are per strategy family (distinct spec hashes). The deflated Sharpe needs at least 3 variants.

• Backtests are daily-bar simulations with proportional costs: no intraday fills, no liquidity model, no taxes, no survivorship correction for delisted names.

• The committee can only be as good as the evidence you give it; unmatched numbers are flagged, not removed.

• CoinGecko history is limited to 365 days on the free tier.

Tests

python -m pytest -q (offline: a fake provider, mocked HTTP transports and a scripted model). CI runs on Ubuntu and Windows.

Licence

MIT (c) Luis María Salete Cuartero. Data remains subject to each provider's terms.