Portfolio: read and save a complete report¶

View Markdown

Backtest.run() returns a pandas statistics Series. The openbacktesting.portfolio module exports a complete report as plain values, suitable for JSON, applications, and later analysis.

export_result · get_snapshot · PortfolioSnapshot · report_catalog

Export a run¶

import json
from openbacktesting import Backtest, Strategy
from openbacktesting.portfolio import export_result, get_snapshot
from openbacktesting.test import GOOG

class HoldOne(Strategy):
    def init(self):
        pass

    def next(self):
        if self.bar_index == 0:
            self.buy(qty=1)

result = Backtest(GOOG, HoldOne, end_policy="close_at_last_close").run()
report = export_result(result)
text = json.dumps(report, allow_nan=False)
snapshot = get_snapshot(result)
assert snapshot.to_dict() == report
print(report["summary"]["all"]["totalReturn"])

Save text to a file if needed. Neither export function writes files or reruns the strategy. Reports remain independent of later edits to the returned dict, native result tables, or another backtest.

Read the report¶

Area	Use
`summary`	All/long/short performance metrics, including value, unit, and status. `summary.all.totalReturn.value` is a fraction.
`trades.closedFragments`, `trades.openLots`	Closed portions and remaining open holdings.
`facts.orders`, `facts.fills`, `facts.allocations`	Requests, actual executions, and their trade associations.
`series.account`	Account/equity observations over time.
`analysis`	Derived return, drawdown, and trade analyses.
`context`, `semantics`, `run`	Effective settings, report/method versions, executed range, and termination information.
`extensions`	Additional fields, including legacy statistics where available.

Inspect report.keys() and report_catalog() for the exact current field names and metric units. A missing/undefined statistic is not zero: read its status alongside value. A completed export does not imply that every data bar was processed; inspect termination information. See results and metric units.

Snapshot and field catalog¶

get_snapshot(result) returns the frozen PortfolioSnapshot captured by this run. Its .to_dict() produces an independent report. Obtain snapshots through this function; their constructor payload is an internal format. Old or partial results without complete captured facts are rejected.

report_catalog() returns field definitions with metric identities and units. It is useful when building report displays or choosing fields for saved-experiment ranking. Use the optimizer to store/query reports across parameter combinations.

export_result¶

portfolio.export_result(result)

Return an independent plain-value copy of the complete report without file, network, or plotting side effects.

get_snapshot¶

portfolio.get_snapshot(result)

Read the frozen fact snapshot; explicitly reject old results or trade subsets lacking complete facts.

PortfolioSnapshot¶

Immutable versioned fact text; read complete reports through to_dict.

PortfolioSnapshot.to_dict¶

PortfolioSnapshot.to_dict()

Compute and return an independent strict JSON report without modifying the snapshot or executing strategies.

report_catalog¶

portfolio.report_catalog()

Return an independent copy of the report-field catalog for hosts to check coverage and method identity.

Backtest · Results · User manual