Class ReportGenerator

java.lang.Object

com.quantfinlib.report.ReportGenerator

public final class ReportGenerator
extends Object

Professional Report Generator: assembles portfolio summaries, performance analytics, risk analysis, allocations, strategy results, trade history, Monte Carlo results and technical summaries into a Report, and exports to PDF, Excel (.xlsx), HTML or CSV.

Constructor Summary

Constructors

Constructor	Description
ReportGenerator(String title)

Method Summary

Modifier and Type	Method	Description
ReportGenerator	addAllocation(Map<String,Double> weights)
ReportGenerator	addDrawdownChart(String title, double[] equity)	Inline SVG drawdown chart (rendered in HTML export only).
ReportGenerator	addEquityCurveChart(String title, double[] equity)	Inline SVG equity-curve chart (rendered in HTML export only).
ReportGenerator	addMonteCarlo(SimulationResult sim)
ReportGenerator	addPerformance(String title, PerformanceMetrics m)
ReportGenerator	addPortfolioSummary(Portfolio portfolio)
ReportGenerator	addRiskAnalysis(PortfolioRiskAnalyzer.RiskReport risk)
ReportGenerator	addSection(String title, Map<String,String> keyValues)
ReportGenerator	addStrategyPerformance(BacktestResult result)
ReportGenerator	addTechnicalSummary(BarSeries s)	Snapshot of key technical indicators on the last bar of the series.
ReportGenerator	addTradeHistory(List<Trade> trades)
Report	build()
void	toCsv(Path path)
void	toExcel(Path path)
void	toHtml(Path path)
void	toPdf(Path path)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

ReportGenerator

public ReportGenerator(String title)

Method Details

addPortfolioSummary

public ReportGenerator addPortfolioSummary(Portfolio portfolio)

addPerformance

public ReportGenerator addPerformance(String title,
 PerformanceMetrics m)

addStrategyPerformance

public ReportGenerator addStrategyPerformance(BacktestResult result)

addRiskAnalysis

public ReportGenerator addRiskAnalysis(PortfolioRiskAnalyzer.RiskReport risk)

addAllocation

public ReportGenerator addAllocation(Map<String,Double> weights)

addTradeHistory

public ReportGenerator addTradeHistory(List<Trade> trades)

addMonteCarlo

public ReportGenerator addMonteCarlo(SimulationResult sim)

addTechnicalSummary

public ReportGenerator addTechnicalSummary(BarSeries s)

Snapshot of key technical indicators on the last bar of the series.

addSection

public ReportGenerator addSection(String title,
 Map<String,String> keyValues)

addEquityCurveChart

public ReportGenerator addEquityCurveChart(String title,
 double[] equity)

Inline SVG equity-curve chart (rendered in HTML export only).

addDrawdownChart

public ReportGenerator addDrawdownChart(String title,
 double[] equity)

Inline SVG drawdown chart (rendered in HTML export only).

build

public Report build()

toHtml

public void toHtml(Path path)
            throws IOException

Throws:

IOException

toCsv

public void toCsv(Path path)
           throws IOException

Throws:

IOException

toPdf

public void toPdf(Path path)
           throws IOException

Throws:

IOException

toExcel

public void toExcel(Path path)
             throws IOException

Throws:

IOException