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feat: add quantstats HTML report to weekly strategy report

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- generate_quantstats_report() converts backtest trades to daily returns
  and generates full HTML report (Sharpe, Sortino, drawdown chart, etc.)
- Weekly report now saves report_YYYY-MM-DD.html alongside JSON
- Added quantstats to requirements.txt
- 2 new tests (HTML generation + empty trades handling)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
21in7
2026-03-07 03:14:30 +09:00
parent 60510c026b
commit 9b76313500
3 changed files with 79 additions and 2 deletions
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requirements.txt
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@@ -14,3 +14,4 @@ joblib>=1.3.0
pyarrow>=15.0.0
onnxruntime>=1.18.0
optuna>=3.6.0
quantstats>=0.0.81