yuclaw-evidence 3.0.0

Python SDK for the YUCLAW v3.0 evidence-first financial research platform. Distribution name is `yuclaw-evidence`; import as `yuclaw_py`. Research / education only — not investment advice.

yuclaw-evidence

Python SDK for the YUCLAW open-source financial intelligence platform.

Disclaimer. Research and education only. Not investment advice. Signal labels are research classifications, not buy/sell recommendations. YUCLAW is not a registered investment adviser. Past results — backtested or forward-tracked — do not predict future performance.

Install

pip install yuclaw-evidence
# or, with notebook extras (matplotlib + jupyter for `04_backtest_analysis`):
pip install "yuclaw-evidence[notebooks]"

Quickstart

import yuclaw_py

# Two access modes:
#   source="postgres" — direct local read (requires the v3.0 stack)
#   source="api"      — REST API (Day 11+, hosted at YuClawLab)
client = yuclaw_py.Client(source="postgres", dsn="dbname=yuclaw_events")

# Latest composite signal for a ticker
sig = client.signal("NVDA")
print(sig["label"], sig["score"])
#> NEUTRAL 0.312

# Full `why` — signal + ranked evidence events with source URLs
why = client.why("NVDA")
for ev in why["evidence"]:
    print(ev["event_type"], ev["raw_excerpt"][:60])

# Point-in-time replay (must already be materialized via `python3 -m v3.cli replay`)
hist = client.replay("AMD", date="2026-03-01")
print(hist["label"], hist["score"])

# Backtest + Forward-tracking ledger as pandas DataFrames
panels = client.backtest()
panels["backtest"].head()
panels["forward"].head()

# Raw events for a ticker
df = client.events("AMD", since="2026-05-01")

# Universe
client.universe()  # list of 79 tickers

What you get

Every signal-bearing return carries a compliance dict:

{"not_advice": True, "research_only": True, "not_registered_adviser": True}

— and the public vocabulary is strictly: STRONG_BULLISH, BULLISH, NEUTRAL, WATCH, WEAKENING, NEGATIVE_EVENT, BEARISH_WATCH, RISK_ALERT.

No SELL, no SHORT. Anywhere.

Starter notebooks

sdk/notebooks/ ships five self-contained notebooks:

1. 01_quickstart.ipynb — install, connect, first signal
2. 02_evidence_layer.ipynb — trace a signal to its SEC filings
3. 03_time_machine.ipynb — replay across dates, verify point-in-time integrity
4. 04_backtest_analysis.ipynb — load the two panels, plot hit rates (with in-sample caveats)
5. 05_signal_radar.ipynb — change detection + custom watchlist alert

License

MIT — see LICENSE.