fincore.report

Create Strategy Report

fincore.report.create_strategy_report(returns, *, benchmark_rets=None, positions=None, transactions=None, trades=None, title='Strategy Report', output='report.html', rolling_window=63, period='daily', return_result=False)

Generate a strategy report (HTML or PDF) based on the inputs you provide.

参数：

名称	类型	描述	默认
returns	Series	Daily return series (required). Must be indexed by a DatetimeIndex.	必需
benchmark_rets	Series	Benchmark return series. Enables alpha/beta, tracking error, rolling beta, etc.	None
positions	DataFrame	Daily positions DataFrame (columns = asset symbols plus a cash column). Enables positions analysis.	None
transactions	DataFrame	Transactions DataFrame (must include amount, price, symbol). Enables transaction analysis.	None
trades	DataFrame	Closed trades DataFrame (must include pnlcomm; optional long, barlen, commission). Enables trade statistics (win rate, payoff ratio, etc.).	None
title	str	Report title.	'Strategy Report'
output	str	Output path. Use .html for HTML and .pdf for PDF.	'report.html'
rolling_window	int	Rolling window size (trading days). Default is 63 (about 3 months).	63
period	str	Returns period. Default is "daily".	'daily'
return_result	bool	Enhanced interface only. When True, compute the report model once and return a :class:ReportArtifacts (owned files, HTML content, and the precomputed model) instead of just the output path. The default path-based return behavior is unchanged.	False

返回：

类型	描述
str	The path to the generated report (return_result=False).
ReportArtifacts	The generated file plus the computed model (return_result=True).

HTML Rendering

fincore.report.render_html.generate_html(returns, benchmark_rets, positions, transactions, trades, title, output, rolling_window, period='daily', *, model=None)

Generate an interactive HTML report (ECharts + sidebar navigation).

参数：

名称	类型	描述	默认
model	ReportModel	A precomputed report model. When given, the renderer never computes statistics itself (compute-once, render-many); raw inputs are only used when model is None.	None

PDF Rendering

fincore.report.render_pdf.generate_pdf(returns, benchmark_rets, positions, transactions, trades, title, output, rolling_window, period='daily', *, model=None)

Generate a PDF report by rendering the HTML report via Playwright.

参数：

名称	类型	描述	默认
model	ReportModel	A precomputed report model. When given, no statistics are computed here (compute-once, render-many).	None