Requesting updates to Report generator - new crisis events and sync between QC and local versions

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Hi all,

I like the ability to generate nicely laid out reports from backtests but feel like the list of crisis events needs to be updated. I would suggest something along those lines:

public enum CrisisEvent
{
/// <summary>
/// DotCom bubble - https://en.wikipedia.org/wiki/Dot-com_bubble
/// </summary>
DotCom,

/// <summary>
/// September 11, 2001 attacks - https://en.wikipedia.org/wiki/September_11_attacks
/// </summary>
SeptemberEleventh,

/// <summary>
/// United States housing bubble - https://en.wikipedia.org/wiki/United_States_housing_bubble
/// </summary>
USHousingBubble2003,

/// <summary>
/// https://en.wikipedia.org/wiki/Financial_crisis_of_2007%E2%80%9308
/// </summary>
GlobalFinancialCrisis,

/// <summary>
/// The flash crash of 2010 - https://en.wikipedia.org/wiki/2010_Flash_Crash
/// </summary>
FlashCrash,

/// <summary>
/// Fukushima nuclear power plant meltdown - https://en.wikipedia.org/wiki/Fukushima_Daiichi_nuclear_disaster
/// </summary>
FukushimaMeltdown,

/// <summary>
/// United States credit rating downgrade - https://en.wikipedia.org/wiki/United_States_federal_government_credit-rating_downgrades
/// European debt crisis - https://en.wikipedia.org/wiki/European_debt_crisis
/// </summary>
USDowngradeEuropeanDebt,

/// <summary>
/// European debt crisis - https://en.wikipedia.org/wiki/European_debt_crisis
/// </summary>
EurozoneSeptember2012,

/// <summary>
/// European debt crisis - https://en.wikipedia.org/wiki/European_debt_crisis
/// </summary>
EurozoneOctober2014,

/// <summary>
/// 2015-2016 market sell off https://en.wikipedia.org/wiki/2015%E2%80%9316_stock_market_selloff
/// </summary>
MarketSellOff2015,

/// <summary>
/// Crisis recovery (2010 - 2012)
/// </summary>
Recovery,

/// <summary>
/// Q4 2018 market correction (trade wars, rate hikes)
/// </summary>
Q42018Correction,

/// <summary>
/// Covid19 Market Crash
/// </summary>
Covid19Crash


}

(I actually removed "New normal" because it is not a crisis, but the main point was to add the last 2 events).

 

I managed to get roughly what I wanted by running the Lean Report Creator locally as per the tutorial:

https://www.quantconnect.com/tutorials/open-source/lean-report-creator

But that was a bit of a stretch, and I would rather use the report generated from QuantConnect directly if it could be updated with those crisis events.

 

Moreover, I have noticed a number of minor differences between the local and cloud versions of the reports - formatting but also e.g. I could not get the rolling beta chart to work in the local version. I wonder whether a sync is needed (for the local version I build the QuantConnect.Report project which is in .\Lean\Report).

 

Any feedback or guidance appreciated!

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Hi Pierre Vidal ,

Thank you for the suggestion. I have created a GitHub issue with this request:
Add New Crisis Event In Report #4730

1

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Update Backtest





0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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