Commit Graph

3 Commits

Author SHA1 Message Date
TPTBusiness 3e4bfbc61e feat: PDF performance reports for strategies (reportlab)
- Professional PDF reports with all charts embedded
- Cover page with key metrics
- Performance metrics table
- Strategy dashboard PNG
- Individual charts: equity, drawdown, signals, monthly returns
- Factor correlation matrix
- Full factor list and strategy code
- Summary and disclaimer
- Auto-generated after each accepted strategy

9/9 strategies now have PDF reports (589KB each, 7 pages)
2026-04-07 09:33:51 +02:00
TPTBusiness fc0974a823 fix: Handle negative/zero values in performance report charts 2026-04-07 09:13:30 +02:00
TPTBusiness 360bd26d4f feat: Strategy performance reports, CLI docs, and README update
New files:
- predix_strategy_report.py: Performance report generator with charts
  * Dashboard (equity, drawdown, signals, monthly returns, metrics)
  * Individual PNG charts per strategy
  * Text report with full metrics
  * Auto-generated after each accepted strategy
- debug_backtest.py: Debug script for backtest alignment & IC check

Updated:
- predix_gen_strategies_real_bt.py: Auto-generate report per strategy
- README.md: Full CLI commands reference (all predix commands)
- QWEN.md: Architecture update, CLI commands, env variables

Key fixes already committed:
- 96-bar forward returns (matching factor IC horizon)
- LogColors disabled when not TTY (NO_COLOR support)
- litellm 'Provider List' as info, not warning
- QuantTrace controller initialization fix
- LogColors TTY detection
2026-04-07 09:12:04 +02:00