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Chapter 13: Strategy Visualization and Report Analysis

This chapter is currently maintained in Chinese first.

Key update in this chapter:

  • result.report(..., benchmark=...) now supports benchmark comparison in the built-in HTML report.
  • The report includes cumulative excess return, annual excess return, tracking error, information ratio, beta, and alpha.
  • result.benchmark_analysis(...) exposes the same benchmark logic as a structured payload for frontends and APIs.
  • result.export_benchmark_analysis(...) can persist benchmark analysis as JSON or parquet artifacts.