feat: add standalone HTML reports

src/lib.rs

@@ -15,5 +15,6 @@ fn backtestingfx(m: &Bound<'_, PyModule>) -> PyResult<()> {
     m.add_class::<broker::Broker>()?;
     m.add_class::<engine::Engine>()?;
     m.add_class::<types::Position>()?;
+    m.add_class::<types::Trade>()?;
     Ok(())
 }

src/stats.rs

@@ -1,4 +1,5 @@
 use crate::broker::Broker;
+use crate::types::Trade;
 use pyo3::prelude::*;
 
 #[pyclass]
@@ -27,6 +28,10 @@ pub struct Stats {
     pub max_drawdown_pct: f64,
     #[pyo3(get)]
     pub sharpe_ratio: f64,
+    #[pyo3(get)]
+    pub equity_curve: Vec<f64>,
+    #[pyo3(get)]
+    pub trades: Vec<Trade>,
 }
 
 fn sharpe_ratio(equity_curve: &[f64]) -> f64 {
@@ -134,6 +139,8 @@ impl Stats {
             profit_factor,
             max_drawdown_pct,
             sharpe_ratio,
+            equity_curve: equity_curve.to_vec(),
+            trades: broker.trade_history.clone(),
         }
     }
 }

src/strategy.rs

@@ -1,8 +1,7 @@
-use crate::types::Bar;
 use crate::broker::Broker;
+use crate::types::Bar;
 
 pub trait Strategy {
     fn init(&mut self, _data: &[Bar]) {}
     fn next(&mut self, bar: &Bar, broker: &mut Broker);
 }
-

src/types.rs

@@ -66,14 +66,22 @@ impl Position {
     }
 }
 
+#[pyclass(from_py_object)]
 #[derive(Debug, Clone)]
 pub struct Trade {
     // the actual trade
+    #[pyo3(get)]
     pub entry_price: f64,
+    #[pyo3(get)]
     pub exit_price: f64,
+    #[pyo3(get)]
     pub lot_size: f64,
+    #[pyo3(get)]
     pub is_long: bool,
+    #[pyo3(get)]
     pub pnl: f64,
+    #[pyo3(get)]
     pub entry_timestamp: i64,
+    #[pyo3(get)]
     pub exit_timestamp: i64,
 }