Has anyone seen (or built) any utility for tracking live algos, that emails you daily reports?
I'd like to implement one but I want to be sure it doesn't already exist.
In a nutshell, I'd like daily email reports with the following information
1) Overall Portfolio Metrics
Sharpe Ratio, MFE, MAE (Drawdown), Unrealized Profit, Closed Profit Since Launch
2) Positions Opened Today
A list including Symbol, Quantity, Price, Total Cost (qty * price)
3) Positions Closed Today
A list including Symbol, Quantity, Price, Profit
4) All Open Positions
A list including Symbol, Quantity, Unrealized Profit
If anyone has seen or built anything similar, please let me know.
Mak K
Hi .ekz. ,
Check out this;
https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/LiveFeaturesAlgorithm.py (link courtesy of Fred Painchaud)
Especially the “self.Notify” might solve some of your requests, although personally I haven't used it yet.
Also check this documentation;
https://www.quantconnect.com/docs/v2/our-platform/user-guides/live-trading/notifications
https://lean-api-docs.netlify.app/classQuantConnect_1_1Algorithm_1_1QCAlgorithm.html#:~:text=getset-,Notification%20Manager%20for%20Sending%20Live%20Runtime%20Notifications%20to%20users%20about%20important%20events.,-Definition%20at%20line
Thanks!
.ekz.
Hi Mak K , this is great!
It's precisely the kind of guidance I needed. Thanks!
.ekz.
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