Add html reporting

Author: MDUYN

examples/resources/backtest_report/report.json

@@ -22,17 +22,27 @@
     PandasOHLCVBacktestMarketDataSource, PandasOHLCVMarketDataSource
 from .create_app import create_app
 from .download_data import download
-from .overfitting import create_ohlcv_shuffle_permutation, \
+from .reporting import create_ohlcv_shuffle_permutation, \
     create_ohlcv_shuffle_returns_and_reconstruct_permutation, \
     create_ohlcv_shuffle_block_permutation
-from .metrics import get_volatility, get_sortino_ratio, get_profit_factor, \
+from .metrics import get_annual_volatility, get_sortino_ratio, get_profit_factor, \
     get_cumulative_profit_factor_series, get_rolling_profit_factor_series, \
     get_sharpe_ratio, get_price_efficiency_ratio, get_equity_curve, \
     get_drawdown_series, get_max_drawdown, get_cagr, \
     get_standard_deviation_returns, get_standard_deviation_downside_returns, \
-    get_max_drawdown_absolute, get_exposure_time, get_average_trade_duration, \
-    get_net_profit, get_win_rate, get_win_loss_ratio, get_calmar_ratio, \
-    get_trade_frequency
+    get_max_drawdown_absolute, get_exposure, get_average_trade_duration, \
+    get_win_rate, get_win_loss_ratio, get_calmar_ratio, \
+    get_trade_frequency, get_total_return, get_max_drawdown_duration, \
+    get_max_daily_drawdown, get_trades_per_day, get_trades_per_year, \
+    get_percentage_winning_months, get_worst_month, get_worst_trade, \
+    get_best_trade, get_best_month, get_best_year, get_average_loss, \
+    get_average_gain, get_average_yearly_return, get_yearly_returns, \
+    get_monthly_returns, get_average_monthly_return, get_worst_year, \
+    get_best_trade_date, get_worst_trade_date, get_percentage_winning_years, \
+    get_average_monthly_return_losing_months, get_rolling_sharpe_ratio, \
+    get_average_monthly_return_winning_months
+from .reporting import generate_backtest_report
+
 
 __all__ = [
     "Algorithm",
@@ -111,18 +121,42 @@
     "create_ohlcv_shuffle_block_permutation",
     "PandasOHLCVBacktestMarketDataSource",
     "PandasOHLCVMarketDataSource",
-    "get_volatility",
+    "get_annual_volatility",
     "get_sortino_ratio",
     "get_cagr",
     "get_standard_deviation_returns",
     "get_standard_deviation_downside_returns",
     "SnapshotInterval",
     "get_max_drawdown_absolute",
-    "get_exposure_time",
+    "get_exposure",
     "get_average_trade_duration",
-    "get_net_profit",
+    "get_total_return",
     "get_win_rate",
     "get_win_loss_ratio",
     "get_calmar_ratio",
     "get_trade_frequency",
+    "get_max_drawdown_duration",
+    "get_max_daily_drawdown",
+    "get_trades_per_day",
+    "get_trades_per_year",
+    "get_percentage_winning_months",
+    "get_worst_month",
+    "get_worst_trade",
+    "get_best_trade",
+    "get_best_month",
+    "get_best_year",
+    "get_worst_year",
+    "get_average_loss",
+    "get_average_gain",
+    "get_average_yearly_return",
+    "get_yearly_returns",
+    "get_monthly_returns",
+    "get_average_monthly_return",
+    "get_best_trade_date",
+    "get_worst_trade_date",
+    "get_percentage_winning_years",
+    "get_average_monthly_return_losing_months",
+    "get_average_monthly_return_winning_months",
+    "get_rolling_sharpe_ratio",
+    "generate_backtest_report"
 ]