Plugin

CSV report

Writes a finished backtest as one CSV file: the headline statistics, then every trade.

ExporterNo networkDesktop onlyv1.0.0

Get early access Plugin API documentation

About

An exporter takes a finished result and turns it into a file. This one writes a short header (instrument, timeframe, seed), the statistics as name and value rows, and the trade log with one column per trade field.

It is also the smallest example of an exporter plugin: one function that receives the result as plain data and returns the path it wrote.

Configuration

Field	Type	Default	Description
`fileName`Report file name	string	`"backtest_report"`	The start of the file name; the run's seed is added, and the file ends in .csv.

Use it in a strategy

Not called from a strategy: after a run, choose it in the result's export menu. Exports are part of the plans that include CSV export.

What it provides

exports/backtest_report_<seed>.csvFile A CSV file in the exports folder of the data cache.

Limits

Plain CSV with a comma; a spreadsheet set to a German locale may need the import dialog.

Preview

csvOrionQuant backtest report
instrument,EURUSD
timeframe,H1
seed,42

statistic,value
netPnl,1250.4
winRate,54.2

A made-up sample that shows the shape of the output. Not vendor data and not a result.

The code

main.py, the file the app installs.

python"""CSV report exporter.

Example plugin. Takes a finished BacktestResult (as the plain dict the wire
carries) and writes a formatted CSV: a statistics block, then the full trade log.
The sandbox confines writes to the data cache, so the report lands in
data_cache/exports/ and the function returns the relative path it wrote.
"""

import csv
import io

_API_REF = {"api": None}


def export(result):
    stats = result.get("stats", {}) or {}
    trades = result.get("trades", []) or []
    config = result.get("config", {}) or {}

    buf = io.StringIO()
    writer = csv.writer(buf)
    writer.writerow(["OrionQuant backtest report"])
    writer.writerow(["instrument", config.get("instrument", "")])
    writer.writerow(["timeframe", config.get("timeframe", "")])
    writer.writerow(["seed", result.get("seed", "")])
    writer.writerow([])

    writer.writerow(["statistic", "value"])
    for key in sorted(stats):
        writer.writerow([key, stats[key]])
    writer.writerow([])

    if trades:
        headers = list(trades[0].keys())
        writer.writerow(headers)
        for trade in trades:
            writer.writerow([trade.get(h, "") for h in headers])

    api = _API_REF["api"]
    base = api.get_config("fileName", "backtest_report") if api else "backtest_report"
    name = "exports/{}_{}.csv".format(base, result.get("seed", 0))
    # A relative path resolves into the data cache, the one writable place.
    with open(name, "w", newline="") as fh:
        fh.write(buf.getvalue())
    if api:
        api.log("wrote {} ({} trades)".format(name, len(trades)))
    return name


def register(api):
    _API_REF["api"] = api
    api.register_exporter("csv_report", "CSV Report Exporter", export)
    api.log("CSV report exporter registered")