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')

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'

返回：

类型	描述
str	The path to the generated report.

HTML Rendering

fincore.report.render_html.generate_html(returns, benchmark_rets, positions, transactions, trades, title, output, rolling_window, period='daily')

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

PDF Rendering

fincore.report.render_pdf.generate_pdf(returns, benchmark_rets, positions, transactions, trades, title, output, rolling_window, period='daily')

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