def test_output():
static_folder = jutil.join_relative_path('trade/analyze/static')
r = Report({'mytitle': 'Test Title', 'mytable': 'Hello World!'},
source_dir=static_folder,
template_fn='test_template.html',
out_folder='../output')
r.generate_html()
r.output_html()
r.output_pdf()
def test_output():
static_folder = jutil.join_relative_path('trade/analyze/static')
r = Report({'mytitle': 'Test Title', 'mytable': 'Hello World!'},
source_dir=static_folder,
template_fn='test_template.html',
out_folder='../output')
r.generate_html()
r.output_html()
r.output_pdf()
def gen_report(self, source_dir, template_fn, out_folder='.', selected=None):
"""
Generate HTML (and PDF) report of the trade analysis.
Parameters
----------
source_dir : str
path of directory where HTML template and css files are stored.
template_fn : str
File name of HTML template.
out_folder : str
Output folder of report.
selected : list of str or None
List of symbols whose detailed PnL curve and position will be plotted.
# TODO: this parameter should not belong to function
"""
dic = dict()
dic['html_title'] = "Alpha Strategy Backtest Result"
dic['selected_securities'] = selected
dic['props'] = self.configs
dic['metrics'] = self.metrics
dic['position_change'] = self.position_change
dic['account'] = self.account
dic['df_daily'] = jutil.group_df_to_dict(self.daily, by='symbol')
self.report_dic.update(dic)
self.returns.to_csv(os.path.join(out_folder, 'returns.csv'))
r = Report(self.report_dic, source_dir=source_dir, template_fn=template_fn, out_folder=out_folder)
r.generate_html()
r.output_html('report.html')
def gen_report(self, source_dir, template_fn, out_folder='.', selected=None):
"""
Generate HTML (and PDF) report of the trade analysis.
Parameters
----------
source_dir : str
path of directory where HTML template and css files are stored.
template_fn : str
File name of HTML template.
out_folder : str
Output folder of report.
selected : list of str or None
List of symbols whose detailed PnL curve and position will be plotted.
# TODO: this parameter should not belong to function
"""
dic = dict()
dic['html_title'] = "Alpha Strategy Backtest Result"
dic['selected_securities'] = selected
# we do not want to show username / password in report
dic['props'] = {k: v for k, v in self.configs.items() if ('username' not in k and 'password' not in k)}
dic['performance_metrics'] = self.performance_metrics
dic['risk_metrics'] = self.risk_metrics
dic['position_change'] = self.position_change
dic['account'] = self.account
dic['df_daily'] = jutil.group_df_to_dict(self.daily, by='symbol')
dic['daily_position'] = None # self.daily_position
dic['rebalance_positions'] = self.rebalance_positions
self.report_dic.update(dic)
r = Report(self.report_dic, source_dir=source_dir, template_fn=template_fn, out_folder=out_folder)
r.generate_html()
r.output_html('report.html')
def gen_report(self,
source_dir,
template_fn,
out_folder='.',
selected=None):
"""
Generate HTML (and PDF) report of the trade analysis.
Parameters
----------
source_dir : str
path of directory where HTML template and css files are stored.
template_fn : str
File name of HTML template.
out_folder : str
Output folder of report.
selected : list of str or None
List of symbols whose detailed PnL curve and position will be plotted.
# TODO: this parameter should not belong to function
"""
dic = dict()
dic['html_title'] = "Alpha Strategy Backtest Result"
dic['selected_securities'] = selected
# we do not want to show username / password in report
dic['props'] = {
k: v
for k, v in self.configs.items()
if ('username' not in k and 'password' not in k)
}
dic['performance_metrics_report'] = self.performance_metrics_report
dic['risk_metrics_report'] = self.risk_metrics_report
dic['position_change'] = self.position_change
dic['account'] = self.account
dic['df_daily'] = jutil.group_df_to_dict(self.daily, by='symbol')
dic['daily_position'] = None # self.daily_position
dic['rebalance_positions'] = self.rebalance_positions
self.report_dic.update(dic)
r = Report(self.report_dic,
source_dir=source_dir,
template_fn=template_fn,
out_folder=out_folder)
r.generate_html()
r.output_html('report.html')