| name | pybondlab-report |
| description | Generates structured results reports after PyBondLab portfolio formation runs. Auto-apply when running StrategyFormation, BatchStrategyFormation, BatchWithinFirmSortFormation, or any portfolio sorting with PyBondLab. |
Results Reporter
Automatically generates a structured report folder after every PyBondLab run.
When to Apply
After any call to StrategyFormation.fit(), BatchStrategyFormation.fit(), BatchWithinFirmSortFormation.fit(), or DataUncertaintyAnalysis.fit() — always invoke the reporter before presenting results.
Usage
from PyBondLab.report import ResultsReporter
reporter = ResultsReporter(
result=result,
mnemonic='cs_single_5',
script_text=SCRIPT,
output_dir='results',
)
report_path = reporter.generate()
Mnemonic Convention
| Strategy | Pattern | Example |
|---|
| SingleSort | {signal}_single_{nport} | cs_single_5 |
| DoubleSort | {var1}_{var2}_double_{n1}x{n2} | rat_cs_double_3x5 |
| WithinFirmSort | {signal}_wfs | cs_wfs |
| Batch SingleSort | batch_{n_signals}s | batch_3s |
| Batch WithinFirm | batchwfs_{n_signals}s | batchwfs_3s |
| FF-style | ff_{var1}_{var2}_{n1}x{n2} | ff_sze_bbtm_2x3 |
Output Structure
Single strategy: results/{mnemonic}_{YYYY_mm_dd}/ with meta.json, script.py, tables/summary_stats.csv, figures/portfolio_premia.png, figures/factor_bars.png, figures/cumret_turnover.png.
Batch: adds per-signal subfolders + summary/factor_comparison.png, summary/summary_stats.csv, and summary/factor_panel.parquet (sign-corrected tidy panel via extract_panel with NamingConfig(sign_correct=True)).
Workflow
- Capture the script text in a
SCRIPT variable at the top of your code
- Run the PyBondLab formation as normal
- Call
ResultsReporter(result, mnemonic, script_text=SCRIPT).generate()
- Report the generated path and key statistics to the user
- Save results under project's
scripts/tests/{test_name}/output/ when working within a project
