backtrader.reports package

Report generation module.

Provides backtest report generation functionality, including: - PerformanceCalculator: Performance metrics calculation - ReportChart: Report-specific chart generation - ReportGenerator: Main report generator

Usage example:

import backtrader as bt from backtrader.reports import ReportGenerator, PerformanceCalculator

# Run strategy cerebro = bt.Cerebro() cerebro.addstrategy(MyStrategy) cerebro.adddata(data) results = cerebro.run()

# Method 1: Generate report report = ReportGenerator(results[0]) report.generate_html(‘report.html’) report.generate_pdf(‘report.pdf’)

# Method 2: Get metrics only calc = PerformanceCalculator(results[0]) metrics = calc.get_all_metrics() print(metrics[‘sharpe_ratio’])

class backtrader.reports.PerformanceCalculator

Bases: object

Unified performance metrics calculator.

Extracts and calculates all performance metrics from strategies and analyzers, including: - PnL metrics: total return, annual return, cumulative return - Risk metrics: max drawdown, Sharpe ratio, SQN, Calmar ratio - Trade statistics: win rate, profit/loss ratio, average profit/loss

strategy

Strategy instance

Usage example:

calc = PerformanceCalculator(strategy) metrics = calc.get_all_metrics() print(f”Sharpe ratio: {metrics[‘sharpe_ratio’]}”) print(f”SQN rating: {metrics[‘sqn_human’]}”)

__init__(strategy)

Initialize the performance calculator.

Parameters:

strategy – backtrader strategy instance (result from run())

get_all_metrics()

Return dictionary of all performance metrics.

Returns:

Dictionary containing all performance metrics

Return type:

dict

get_pnl_metrics()

Get profit and loss related metrics.

Returns:

PnL metrics dictionary

Return type:

dict

get_risk_metrics()

Get risk-related metrics.

Returns:

Risk metrics dictionary

Return type:

dict

get_trade_metrics()

Get trade statistics metrics.

Returns:

Trade statistics dictionary

Return type:

dict

get_kpi_metrics()

Get key performance indicators.

Returns:

KPI metrics dictionary

Return type:

dict

get_equity_curve()

Get equity curve data.

Returns:

(dates, values) Lists of dates and equity values

Return type:

tuple

get_buynhold_curve()

Get buy-and-hold comparison curve.

Returns:

(dates, values) Lists of dates and buy-and-hold values

Return type:

tuple

static sqn_to_rating(sqn_score)

Convert SQN score to human-readable rating.

Reference: http://www.vantharp.com/tharp-concepts/sqn.asp

Parameters:

sqn_score – SQN score

Returns:

Human-readable rating

Return type:

str

get_strategy_info()

Get strategy information.

Returns:

Strategy information dictionary

Return type:

dict

get_data_info()

Get data information.

Returns:

Data information dictionary

Return type:

dict

class backtrader.reports.ReportChart

Bases: object

Report-specific chart generator.

Generates static charts for reports, including: - Equity curve chart (with buy-and-hold comparison line) - Return bars chart (automatic period detection) - Drawdown area chart

figsize

Default chart size

dpi

Chart resolution

__init__(figsize=(10, 3), dpi=100)

Initialize the chart generator.

Parameters:

• figsize – Chart size (width, height)

• dpi – Chart resolution

plot_equity_curve(dates, values, benchmark_dates=None, benchmark_values=None, title='Equity Curve')

Plot equity curve chart.

Parameters:

• dates – List of dates

• values – List of equity values

• benchmark_dates – List of benchmark dates (optional)

• benchmark_values – List of benchmark values (optional, e.g., buy-and-hold)

• title – Chart title

Returns:

matplotlib.figure.Figure or None

plot_return_bars(dates, values, period='auto', title=None)

Plot return bars chart.

Parameters:

• dates – List of dates

• values – List of equity values

• period – Period (‘auto’, ‘daily’, ‘weekly’, ‘monthly’, ‘yearly’)

• title – Chart title

Returns:

matplotlib.figure.Figure or None

plot_drawdown(dates, values, title='Drawdown')

Plot drawdown area chart.

Parameters:

• dates – List of dates

• values – List of equity values

• title – Chart title

Returns:

matplotlib.figure.Figure or None

save_to_file(fig, filename, format='png')

Save chart to file.

Parameters:

• fig – matplotlib figure object

• filename – Output filename

• format – Image format (‘png’, ‘jpg’, ‘svg’, ‘pdf’)

to_base64(fig, format='png')

Convert chart to base64 encoding.

Parameters:

• fig – matplotlib figure object

• format – Image format

Returns:

base64 encoded image data

Return type:

str

close_all()

Close all charts and release memory.

class backtrader.reports.ReportGenerator

Bases: object

Main report generator.

Generates backtest reports in HTML, PDF, and JSON formats.

strategy

Strategy instance

calculator

Performance calculator

charts

Chart generator

Usage example:

report = ReportGenerator(strategy) report.generate_html(‘report.html’) report.generate_pdf(‘report.pdf’) report.generate_json(‘report.json’)

__init__(strategy, template='default')

Initialize the report generator.

Parameters:

• strategy – backtrader strategy instance

• template – Template name or template string

generate_html(output_path, user=None, memo=None, **kwargs)

Generate HTML report.

Parameters:

• output_path – Output file path

• user – Username

• memo – Notes

• **kwargs – Additional template variables

Returns:

Output file path

Return type:

str

generate_pdf(output_path, user=None, memo=None, **kwargs)

Generate PDF report.

Parameters:

• output_path – Output file path

• user – Username

• memo – Notes

• **kwargs – Additional template variables

Returns:

Output file path

Return type:

str

generate_json(output_path, indent=2, **kwargs)

Generate JSON report.

Parameters:

• output_path – Output file path

• indent – JSON indentation

• **kwargs – Additional data

Returns:

Output file path

Return type:

str

get_metrics()

Get all performance metrics.

Returns:

Performance metrics dictionary

Return type:

dict

print_summary()

Print performance summary to console.

Submodules

• backtrader.reports.charts module
  • ReportChart
    • ReportChart.figsize
    • ReportChart.dpi
    • ReportChart.__init__()
    • ReportChart.plot_equity_curve()
    • ReportChart.plot_return_bars()
    • ReportChart.plot_drawdown()
    • ReportChart.save_to_file()
    • ReportChart.to_base64()
    • ReportChart.close_all()
• backtrader.reports.performance module
  • PerformanceCalculator
    • PerformanceCalculator.strategy
    • PerformanceCalculator.__init__()
    • PerformanceCalculator.get_all_metrics()
    • PerformanceCalculator.get_pnl_metrics()
    • PerformanceCalculator.get_risk_metrics()
    • PerformanceCalculator.get_trade_metrics()
    • PerformanceCalculator.get_kpi_metrics()
    • PerformanceCalculator.get_equity_curve()
    • PerformanceCalculator.get_buynhold_curve()
    • PerformanceCalculator.sqn_to_rating()
    • PerformanceCalculator.get_strategy_info()
    • PerformanceCalculator.get_data_info()
• backtrader.reports.reporter module
  • ReportGenerator
    • ReportGenerator.strategy
    • ReportGenerator.calculator
    • ReportGenerator.charts
    • ReportGenerator.__init__()
    • ReportGenerator.generate_html()
    • ReportGenerator.generate_pdf()
    • ReportGenerator.generate_json()
    • ReportGenerator.get_metrics()
    • ReportGenerator.print_summary()