yuzu-research 0.12.2

Multi-run backtest research over yuzu-core: parameter sweeps, grids, walk-forward analysis, and lookahead-bias detection over a local data-layout tree.

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Size
Source code size: 74.26 kB This is the summed size of all the files inside the crates.io package for this release.
Documentation size: 1.38 MB This is the summed size of all files generated by rustdoc for all configured targets
Ø build duration
this release: 29s Average build duration of successful builds.
all releases: 28s Average build duration of successful builds in releases after 2024-10-23.
Links
citrusquant/citrusquant
2 0 4
crates.io
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yuzu-research

Multi-run backtest research over yuzu-core — part of citrusquant.

yuzu-core runs one backtest; this crate is the layer above. It composes the research primitives (factor IC/ICIR, event study, forward/daily returns) into multi-run analyses over a synced data-layout tree — parameter sweeps, grids, walk-forward selection, and lookahead-bias detection — plus the data-loading glue that turns a prices/ tree into an EvalContext.

It sits between the data/engine crates and the front ends (pomelo-* / yuzu-core → yuzu-research → yuzu-cli or a backend service). Everything returns serializable report structs; no CLI, no argument parsing.

See the research docs.

License

MIT