pyutss - Python Backtesting Engine for UTSS
A backtesting engine that executes UTSS (Universal Trading Strategy Schema) strategies.
Installation
# Core package
pip install pyutss
# With J-Quants support (Japanese stocks)
pip install pyutss[jquants]
# With Yahoo Finance support
pip install pyutss[yahoo]
# With all data providers
pip install pyutss[all]
Quick Start
from utss import validate_yaml
from pyutss import Engine
from pyutss.data import fetch
# Load strategy
strategy = validate_yaml(open("my_strategy.yaml").read())
# Fetch data and run backtest
data = fetch("AAPL", "2020-01-01", "2024-01-01")
engine = Engine(initial_capital=100_000)
result = engine.backtest(strategy, data=data, symbol="AAPL")
# View results
print(f"Return: {result.total_return_pct:.2f}%")
print(f"Trades: {result.total_trades}")
Features
- UTSS Native: Directly executes UTSS strategy definitions
- Multiple Data Sources: J-Quants (Japan), Yahoo Finance (US/Global)
- Comprehensive Metrics: Sharpe, Sortino, max drawdown, win rate, and more
- Indicator Support: 50+ technical indicators matching UTSS schema
Documentation
Full documentation: https://obichan117.github.io/utss
License
MIT
1 maintainer
Metadata
1 maintainer
Release files for pyutss 0.2.2
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