Readable strategies
Author in lemon; the engine lowers it to a JSON Expr tree. No boilerplate.
citrusquant
An open-source Rust backtest engine (yuzu) and a small strategy DSL (lemon). Write a strategy, run a backtest — right here in your browser.
What this is
citrusquant turns a one-line strategy into an equity curve, a trade list, and a full metrics report. Two pieces:
- lemon — a small, readable DSL.
is_largest(sma(close, 2), 3)means “hold the three names with the highest 2-day average close.” - yuzu — a pure, I/O-free engine that evaluates the strategy against your
price/fundamental panels and produces a
Report.
It compiles to native (batch backtests via Rayon) and WebAssembly — which is exactly why the playground can run a real backtest with no server.
Runs in the browser
The same engine that runs native batch backtests is compiled to WASM.
Bring your own data
The engine ships no market data — you feed panels. See the data guide.
Rust-native API
Published crates document themselves on docs.rs.
Start here
Quickstart Install, run the bundled example, see a report in minutes.
Your first strategy Build up a lemon strategy one operator at a time.
Interactive playground Edit a strategy and backtest it in your browser.
Reading a report What every metric and series in a Report means.