I’ve been thinking about the topic for the next series of blog posts, and after a bit of deliberation I’ve decided to create a multi-part series of articles with a walk through of how to create a customisable HTML trading strategy report generator.
That is, once all is done and dusted all that will be required is to create a csv file with your trading strategy equity curve data in one column, and an (optional) benchmark equity series in a second column, place it in a particular folder, click a couple of buttons and “Hey Presto!” out will pop an HTML file which can be rendered in your browser and will contain all sorts of charts, statistics and analysis on your particular strategy performance.
Before we get down to any actual performance analysis and calculation of relevant stats etc, we first need to create a quick “skeleton” report which will contain all the necessary files, modules and logic to generate the most basic of HTML output files, using a simple “placeholder” variable to make sure things are working.
I know at this stage what I am saying may not make much sense, but all will become clear shortly.
Firstly we need to create the necessary folder structure along with some files which we will be using as we go along.