pyutss 0.2.2

Python backtesting engine for Universal Trading Strategy Schema (UTSS)

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