private void AddBody(ReportPage template)
{
template.Replace("strategy", _results.StrategyType);
template.Replace("shouldBuy", template.GetRecommendation(_results.ShouldBuy));
template.Replace("profitTotal", $"{_results.ProfitTotal:C2}");
template.Replace("profitYTD", $"{_results.ProfitYTD:C2}");
template.Replace("aboveMarket", $"{_results.AboveMarketReturn:C2}");
template.Replace("alpha", $"{_results.Alpha:P2}");
template.Replace("maximumAlpha", $"{_results.MaximumAlpha:P2}");
template.Replace("buyCount", $"{_results.BuyCount}");
template.Replace("drawdown", $"{_results.MaximumDrawdown:C2}");
template.Replace("holdingPeriod", $"{_results.MaximumHoldingPeriod}");
template.Replace("sharpeRatio", $"{_results.SharpeRatio:0.00}");
template.Replace("correlation", $"{_results.MarketCorrelation:P2}");
template.Replace("averageReturn", $"{_results.AverageReturn:C2}");
template.Replace("accuracy", $"{_results.Accuracy:P2}");
template.Replace("precision", $"{_results.Precision:P2}");
template.Replace("recall", $"{_results.Recall:P2}");
template.Replace("generalDescription", PlaceholderText);
}
private void AddHeader(ReportPage template)
{
template.AddImage("logo", Configuration.LogoImagePath, true);
template.AddImage("website", Configuration.WorldImagePath, true);
template.AddImage("phone", Configuration.PhoneImagePath, true);
template.AddImage("email", Configuration.EmailImagePath, true);
}
public async Task <ReportPage> Build()
{
var path = Configuration.StrategyTemplatePath;
var content = await File.ReadAllTextAsync(path);
var report = new ReportPage(content);
AddBody(report);
AddHeader(report);
AddCharts(report);
return(report);
}
private void AddCharts(ReportPage template)
{
var returnsChart = new Chart("Strategy returns", "Return ($ AU)", "Time (Days)")
.AddSeries(_results.MarketAverage, "Market Average")
.AddSeries(_results.History, _results.StrategyType);
template.AddChart("image1", returnsChart);
var relative = _results.MarketAverage.Select((x, i) => (_results.History[i] - x));
var profitLossChart = new Chart("Performance vs Market Average", "Profit/Loss ($ AU)", "Time (Days)")
.AddSeries(relative, _results.StrategyType);
template.AddChart("image2", profitLossChart);
}
