openstatz 0.1.0

Portfolio analytics for quants — a modern rebuild of QuantStats with a fast pandas+Numba core and an optional web UI

OpenStatz

OpenStatz is a modern rebuild of QuantStats. It gives you the same portfolio analytics and the same numbers, plus an optional web tearsheet you can open in a browser.

What you can do

• Use it in Python as a drop-in for QuantStats.
• Open a web tearsheet in your browser. No Node.js needed.
• Send your backtest returns (a CSV file or a pandas Series) and get a full report.

Install

pip install openstatz          # the library
pip install "openstatz[app]"   # also installs the web app and API

Use it in Python

It works like QuantStats. You only change the import.

import openstatz as os

returns = my_backtest.returns                 # a pandas Series of daily returns
benchmark = os.utils.download_returns("SPY")

os.reports.html(returns, benchmark=benchmark, output="tearsheet.html")
os.reports.metrics(returns, mode="full", display=True)

os.extend_pandas()
returns.sharpe()

The qs alias also works. Note that the os alias hides Python's built-in os inside files that use it, so write import os as _os if you need both.

Open the web tearsheet

pip install "openstatz[app]"
openstatz serve        # opens the API and UI at http://127.0.0.1:8000

To run on a different port:

openstatz serve --port 8200            # http://127.0.0.1:8200

# or without installing the command:
python -m openstatz serve --port 8200

In the browser you can:

• Type a ticker and a benchmark, for example RELIANCE.NS and ^NSEI.
• Or upload a CSV of your own returns. Columns: date, return, and an optional benchmark. See docs/example_returns.csv for the format.

The page shows the cumulative return, drawdown, monthly and weekly heatmaps, yearly returns, the return distribution, and a full table of metrics. It has light and dark themes and a PDF export.

Send a backtest with the API

curl -X POST http://127.0.0.1:8000/api/analyze \
  -H "Content-Type: application/json" \
  -d '{"dates": ["2024-01-02", "..."], "returns": {"Strategy": [0.001, "..."]}}'

Endpoints:

• GET /api/health
• POST /api/analyze for your own returns
• POST /api/analyze/symbol for a ticker the server fetches for you

The same numbers as QuantStats

OpenStatz reuses the QuantStats math without changes, so the results are the same. A test suite checks this on every change. It runs the real QuantStats and OpenStatz side by side and fails if any number, table, or chart differs (to within 1e-9). It has been verified to match exactly, even on live market data.

python tests/parity/generate_fixtures.py   # build the reference output from QuantStats
pytest tests/parity -q                       # run the check

Data sources

openstatz.providers fetches returns for a symbol. yfinance is the default. OpenAlgo is an optional source for users on that platform.

Run old QuantStats code unchanged

import openstatz.compat
openstatz.compat.install_quantstats_shim()

import quantstats as qs        # this is now OpenStatz

Project layout

openstatz/         the library (drop-in for quantstats)
  app/             optional FastAPI server and JSON serializers
  app/static/      the built web UI, shipped inside the package
app/               web UI source (React, Vite, Tailwind)
tests/parity/      the check against QuantStats

Build the web UI (for contributors)

The shipped app is pre-built, so users need no Node.js. To rebuild it from source:

cd app && npm ci && npm run build
cp -r dist/* ../openstatz/app/static/

License

Apache 2.0. See LICENSE.txt and NOTICE.

OpenStatz is built on QuantStats (Copyright 2019 to 2025, Ran Aroussi, Apache 2.0). The portfolio math is reused without changes. Thanks to Ran Aroussi and the QuantStats contributors.