Auto Reports
23. Auto Daily Report System Design¶
23.1 System Overview¶
The Auto Daily Report System serves as the institutional-grade reporting engine for the quantitative trading system, providing automated generation and distribution of comprehensive daily performance reports. This system ensures transparent operations and professional reporting through automated data aggregation, report generation, and multi-channel delivery.
23.1.1 Core Objectives¶
Automated Reporting: - Daily Generation: Automatic daily report creation with comprehensive data - Multi-Channel Delivery: Distribution via Telegram, Email, Slack, and other channels - Professional Format: PDF and rich text report generation - Historical Archive: Complete report history and retrieval system
Operational Transparency: - Performance Visibility: Clear view of strategy and account performance - Risk Monitoring: Daily risk metrics and exception reporting - System Health: Comprehensive system status and health indicators - Stakeholder Communication: Automated communication with investors and team
23.2 Architecture Design¶
23.2.1 Microservice Architecture¶
Daily Report Service:
services/daily-report-service/
├── src/
│ ├── main.py # Service entry point
│ ├── collector/ # Data aggregation module
│ │ ├── data_collector.py # Multi-source data collection
│ ├── generator/ # Report generation module
│ │ ├── report_generator.py # HTML/PDF report generation
│ ├── sender/ # Multi-channel delivery
│ │ ├── telegram_sender.py # Telegram integration
│ │ ├── email_sender.py # Email delivery
│ │ ├── slack_sender.py # Slack integration
│ ├── api/ # REST API interface
│ │ ├── report_api.py # Report management endpoints
│ ├── templates/ # Report templates
│ │ ├── daily_report.html # HTML report template
│ ├── config.py # Configuration management
│ ├── requirements.txt # Dependencies
├── Dockerfile # Container configuration
23.2.2 Core Components¶
Data Aggregation Module: - Portfolio Data: Account net value changes and performance metrics - Strategy Data: Daily returns, maximum drawdown, trade counts - Exception Data: Slippage anomalies, risk control triggers, system restarts - System Health: Overall system status and performance indicators
Report Generator: - Template Engine: Jinja2-based report templating system - Format Support: HTML, PDF, and rich text generation - Data Visualization: Charts and graphs for performance metrics - Customization: Configurable report layouts and content
Multi-Channel Sender: - Telegram Integration: Direct messaging to Telegram groups - Email Delivery: Professional email reports with attachments - Slack Integration: Channel-based report distribution - Webhook Support: Custom webhook integration capabilities
23.3 Report Content and Structure¶
23.3.1 Daily Performance Summary¶
Account Performance: - Net Value Changes: Daily account value progression charts - Portfolio Metrics: Sharpe ratio, maximum drawdown, volatility - Asset Allocation: Current portfolio composition and weights - Performance Attribution: Strategy contribution analysis
Strategy Performance: - Daily Returns: Individual strategy daily performance - Risk Metrics: Maximum drawdown, VaR, and risk-adjusted returns - Trade Statistics: Number of trades, win rate, average trade size - Performance Ranking: Strategy performance comparison
23.3.2 Risk and Exception Reporting¶
Risk Monitoring: - Risk Limit Status: Current risk limit utilization - Position Monitoring: Large position alerts and concentration - Volatility Tracking: Market volatility impact on portfolios - Correlation Analysis: Strategy correlation and diversification
Exception Events: - Slippage Anomalies: Unusual slippage events and analysis - Risk Control Triggers: Risk management system activations - System Events: Restarts, maintenance, and technical issues - Market Events: Significant market movements and impact
23.3.3 System Health Dashboard¶
Operational Metrics: - System Uptime: Overall system availability and performance - Service Health: Individual service status and performance - Data Quality: Market data quality and completeness - Execution Quality: Order execution performance metrics
Technical Indicators: - Latency Metrics: System response times and performance - Throughput Statistics: Order processing capacity and utilization - Error Rates: System error frequency and types - Resource Usage: CPU, memory, and network utilization
23.4 Technology Stack¶
23.4.1 Core Technologies¶
Report Generation: - Jinja2: Template engine for report generation - WeasyPrint: HTML to PDF conversion - Pandas: Data manipulation and analysis - Matplotlib/Plotly: Chart and graph generation
Data Collection: - REST APIs: Integration with system services - NATS: Real-time data streaming - Database Connectors: Direct database access for historical data - Caching: Redis for performance optimization
Delivery Systems: - Telegram Bot API: Direct messaging integration - SMTP: Email delivery with attachments - Slack Webhooks: Channel-based messaging - HTTP Webhooks: Custom integration support
23.4.2 Integration Technologies¶
Data Sources: - Portfolio Service: Account and position data - Strategy Performance Service: Strategy metrics and analytics - Risk Center: Risk metrics and limit status - Error Monitor: Exception and error tracking
Storage and Archive: - PostgreSQL: Report metadata and configuration - File Storage: PDF and HTML report archives - Time-Series DB: Historical performance data - Object Storage: Large report file storage
23.5 API Design¶
23.5.1 Report Management Endpoints¶
Report Generation:
POST /api/v1/reports/generate # Generate new report
POST /api/v1/reports/generate-and-send # Generate and send report
GET /api/v1/reports/list # List all reports
GET /api/v1/reports/{report_id} # Get specific report
Report Delivery:
POST /api/v1/reports/{report_id}/send # Send existing report
POST /api/v1/reports/{report_id}/send-to-telegram # Send to Telegram
POST /api/v1/reports/{report_id}/send-to-email # Send via email
POST /api/v1/reports/{report_id}/send-to-slack # Send to Slack
Configuration Management:
GET /api/v1/reports/config # Get report configuration
PUT /api/v1/reports/config # Update report configuration
GET /api/v1/reports/templates # List available templates
POST /api/v1/reports/templates # Upload new template
23.5.2 Real-time Updates¶
WebSocket Endpoints:
/ws/reports/generation # Real-time report generation status
/ws/reports/delivery # Real-time delivery status
/ws/reports/alerts # Report generation alerts
23.6 Frontend Integration¶
23.6.1 Report Management Dashboard¶
Report Overview Panel: - Report List: Historical reports with generation dates - Status Indicators: Report generation and delivery status - Quick Actions: Manual generation and delivery triggers - Template Management: Report template configuration
Report Viewer Panel: - Report Preview: Interactive report preview and navigation - Download Options: PDF and HTML download capabilities - Search and Filter: Historical report search functionality - Comparison Tools: Side-by-side report comparison
Configuration Panel: - Delivery Settings: Channel configuration and preferences - Content Customization: Report content and layout settings - Schedule Management: Automated report scheduling - Template Editor: Visual template editing capabilities
23.6.2 Interactive Features¶
Visualization Tools: - Performance Charts: Interactive performance visualization - Risk Dashboards: Real-time risk metric displays - Exception Alerts: Visual exception and alert management - Trend Analysis: Historical trend and pattern analysis
Management Tools: - Bulk Operations: Multi-report generation and delivery - Template Library: Reusable report template management - Delivery Scheduling: Automated delivery configuration - Access Control: Report access and permission management
23.7 Delivery Channels¶
23.7.1 Telegram Integration¶
Bot Configuration: - Bot Token: Secure bot authentication - Chat IDs: Target group and channel configuration - Message Format: Rich text and media message support - File Attachments: PDF report file delivery
Message Features: - Rich Text: Formatted text with emojis and styling - Inline Charts: Embedded performance charts - Interactive Buttons: Quick action buttons for report access - Scheduled Messages: Automated message scheduling
23.7.2 Email Delivery¶
Email Configuration: - SMTP Settings: Professional email server configuration - Template Support: HTML email template system - Attachment Handling: PDF report file attachments - Distribution Lists: Multiple recipient management
Email Features: - Professional Formatting: Institutional-grade email presentation - Embedded Charts: Inline performance visualization - Mobile Optimization: Responsive email design - Tracking: Email delivery and read tracking
23.7.3 Slack Integration¶
Slack Configuration: - Webhook URLs: Channel-specific webhook configuration - Bot Integration: Slack bot for interactive features - Channel Management: Multi-channel report distribution - Permission Control: Channel access and posting permissions
Slack Features: - Rich Messages: Formatted message blocks and attachments - Interactive Elements: Buttons and dropdown menus - Thread Support: Report discussion and feedback threads - Integration Apps: Third-party app integration
23.8 Operational Benefits¶
23.8.1 Professional Reporting¶
| Benefit | Impact |
|---|---|
| Institutional Grade | Professional reporting standards for stakeholders |
| Automated Delivery | Consistent and timely report distribution |
| Multi-Channel Access | Flexible report access across platforms |
| Historical Archive | Complete report history and analysis |
23.8.2 Operational Transparency¶
| Advantage | Business Value |
|---|---|
| Performance Visibility | Clear view of system and strategy performance |
| Risk Awareness | Proactive risk monitoring and alerting |
| Stakeholder Communication | Automated communication with investors and team |
| Compliance Support | Regulatory reporting and documentation |
23.9 Implementation Roadmap¶
23.9.1 Phase 1: Foundation (Weeks 1-2)¶
- Basic Report Generation: Simple daily report creation
- Data Collection: Integration with core system services
- Email Delivery: Basic email report delivery
- Simple Frontend: Basic report management interface
23.9.2 Phase 2: Multi-Channel (Weeks 3-4)¶
- Telegram Integration: Telegram bot and message delivery
- Slack Integration: Slack webhook and bot integration
- PDF Generation: Professional PDF report generation
- Template System: Configurable report templates
23.9.3 Phase 3: Advanced Features (Weeks 5-6)¶
- Rich Content: Charts, graphs, and visualizations
- Customization: Configurable report content and layout
- Scheduling: Automated report generation and delivery
- Archive System: Historical report storage and retrieval
23.9.4 Phase 4: Production Ready (Weeks 7-8)¶
- Advanced Analytics: Comprehensive performance analytics
- Interactive Features: Interactive report elements
- Access Control: Report access and permission management
- Enterprise Features: Institutional-grade reporting capabilities
23.10 Integration with Existing System¶
23.10.1 Data Source Integration¶
Portfolio Service Integration:
Strategy Performance Integration:
Risk Center Integration:
23.10.2 Task Scheduler Integration¶
Automated Generation: - Daily Trigger: Automated daily report generation - Scheduled Delivery: Timed report delivery to stakeholders - Event-Driven: Report generation based on system events - Manual Trigger: On-demand report generation
Report Lifecycle: - Data Collection: Automated data aggregation from all sources - Report Generation: Template-based report creation - Quality Check: Report validation and error checking - Multi-Channel Delivery: Automated delivery to all channels
23.11 Business Value¶
23.11.1 Stakeholder Communication¶
| Benefit | Impact |
|---|---|
| Investor Transparency | Professional reporting for investor confidence |
| Team Awareness | Clear visibility of system performance for team |
| Regulatory Compliance | Automated compliance reporting capabilities |
| Operational Excellence | Professional operational reporting standards |
23.11.2 Operational Efficiency¶
| Advantage | Business Value |
|---|---|
| Automated Reporting | Significant reduction in manual reporting effort |
| Consistent Quality | Standardized report quality and format |
| Timely Delivery | Reliable and timely report distribution |
| Scalable Communication | Support for unlimited stakeholders and channels |