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name: report-generation description: Generates structured trading performance reports. Includes performance metrics summary, equity curve, trade-by-trade log, monthly returns heatmap, and comparative benchmark analysis. Trigger when the user wants a summary or report of trading results. metadata: hermes: tags: [report, performance, trading, metrics, summary] category: analysis

Report Generation

Generates comprehensive trading performance reports.

Real Code Reference

• tradinglearn/backtest/backtester.py — generate_report() (summary) and generate_detailed_report() (full metrics)
• tradinglearn/utils/parameter_optimizer.py — save_optimization_results() → CSV with all param combos
• tradinglearn/reports/ — output directory for generated reports

Report Sections

1. Executive Summary — total return, Sharpe, max drawdown, win rate, CAGR
2. Equity Curve — portfolio value time series with key event annotations
3. Trade Log — each trade: entry/exit dates, prices, P&L, holding period
4. Monthly Returns — calendar heatmap
5. Drawdown Analysis — top-5 drawdowns: peak, trough, recovery, duration
6. Benchmark Comparison — vs. market index (e.g. 000300 CSI 300)

Output Formats

• Console: bt.generate_detailed_report() prints formatted text
• CSV: trade log + monthly returns for spreadsheets
• DataFrame: bt.get_performance() / bt.get_portfolio() / bt.get_signals()

Trade Log Schema

trade_id, symbol, entry_date, exit_date, entry_price, exit_price,
direction, quantity, pnl, pnl_pct, holding_days, exit_reason