yuzu-core

Pure, I/O-free backtest engine core for US equity strategies — part of citrusquant.

Evaluates a strategy spec plus data panels into a Report: yuzu_core::run_backtest(spec_json, ctx, price_key, cfg). No network, no platform dependencies; compiles to both native and WASM.

See the engine docs.

Example

A runnable end-to-end walkthrough — build a price panel, author a strategy in the lemon DSL, run the backtest, and print the headline metrics:

cargo run -p yuzu-core --example basic_backtest

License

MIT