Bring your own data

The playground runs on a small bundled sample (10 US large-caps, 2014–2017). To backtest your markets — more names, other assets, longer history — you supply the data. The engine is pure and I/O-free: it only ever sees in-memory Panel values keyed by series name. There are three ways to get your data in.

What a panel is

A Panel is a dense matrix indexed by dates × symbols:

{
  "dates":   [20240102, 20240103, 20240104],  // YYYYMMDD ints, ascending
  "symbols": ["AAPL", "MSFT"],
  "data":    [[185.6, 371.2],                  // one row per date,
              [187.1, 373.0],                  // one column per symbol
              [186.4, 374.5]]                  // null = missing
}

An EvalContext is a map of series name → panel (close, open, high, low, volume, pe, …), plus an optional symbol → industry map for the sector operators.

Option 1 — native files (pomelo-data)

Lay prices and fundamentals out on disk (gzip CSV, plain CSV, or Parquet) under a data root and let pomelo-data load them into panels. The on-disk tree, series names, and point-in-time notes are the canonical contract in Data layout. This is what yuzu-cli and yuzu-server read. Official one-shot syncs are FMP (fmp-sync) and EODHD (eodhd-sync); multi-step assemble and gap tables live in Data sources.

Option 2 — build panels in code

If your data lives somewhere else, build Panel values yourself and assemble an EvalContext:

let close = Panel::from_rows(dates, symbols, close_rows)?;
let mut panels = HashMap::new();
panels.insert("close".to_string(), close);
let ctx = EvalContext::new(panels);

let spec_json = serde_json::to_string(&lemon::parse("close > sma(close, 20)")?)?;
let report = yuzu_core::run_backtest(&spec_json, &ctx, "close", &BacktestConfig::default())?;

This is exactly what the basic_backtest example does end to end — see the Quickstart.

Option 3 — the JSON / WASM boundary

yuzu-wasm.run_backtest takes a single JSON request — the same shape the playground builds:

{
  "spec":      { /* Expr tree from lemon.parse(...) */ },
  "price_key": "close",
  "panels":    { "close": { "dates": [...], "symbols": [...], "data": [[...]] },
                 "pe":    { ... } },
  "industry":  { "AAPL": "Tech", ... },
  "config":    { "fee_ratio": 0.001 }
}

Fetch your prices, transform them into these panels, and call run_backtest. That’s how you’d wire a “bring your own FMP key” mode into a web app.

A note on data sources

If you load from an FMP Starter-class key, some features need panels that tier doesn’t provide. Which ops and backtests are honestly runnable (and which are blocked by missing series) is documented in the FMP data source reference — feature/series gaps, not a plan-comparison table.

Licensing reminder

Most market-data vendors forbid redistribution, so don’t commit vendor prices into a public repo. The bundled sample is public-domain (CC0) data precisely to stay shareable; keep licensed data on the user’s side (native files or a bring-your-own-key flow).