量化交易文档处理技能

import PyPDF2
import pandas as pd

# 提取 PDF 中的交易数据
def extract_trades_from_pdf(pdf_path):
    text = ""
    with open(pdf_path, 'rb') as file:
        reader = PyPDF2.PdfReader(file)
        for page in reader.pages:
            text += page.extract_text()

    # 解析交易数据
    trades = parse_trade_data(text)
    return pd.DataFrame(trades)

from reportlab.lib.pagesizes import letter
from reportlab.lib import colors
from reportlab.platypus import SimpleDocTemplate, Table, TableStyle

def generate_trading_report(trades, output_path):
    doc = SimpleDocTemplate(output_path, pagesize=letter)

    # 创建数据表格
    data = [['Ticket', 'Symbol', 'Type', 'Lots', 'PnL']]
    for _, trade in trades.iterrows():
        data.append([
            trade['ticket'],
            trade['symbol'],
            trade['type'],
            trade['lots'],
            f"${trade['pnl']:.2f}"
        ])

    table = Table(data)
    table.setStyle(TableStyle([
        ('BACKGROUND', (0, 0), (-1, 0), colors.grey),
        ('TEXTCOLOR', (0, 0), (-1, 0), colors.whitesmoke),
        ('ALIGN', (0, 0), (-1, -1), 'CENTER'),
    ]))

    doc.build([table])

from docx import Document
from docx.shared import Pt, Inches
from docx.enum.text import WD_ALIGN_PARAGRAPH

def create_strategy_document(strategy_name, params, performance):
    doc = Document()

    # 标题
    title = doc.add_heading(f'{strategy_name} Strategy Document', 0)
    title.alignment = WD_ALIGN_PARAGRAPH.CENTER

    # 概述
    doc.add_heading('Overview', level=1)
    doc.add_paragraph(f"This document describes the {strategy_name} trading strategy.")

    # 参数表
    doc.add_heading('Parameters', level=1)
    table = doc.add_table(rows=len(params)+1, cols=2)
    table.style = 'Light Grid Accent 1'

    table.rows[0].cells[0].text = 'Parameter'
    table.rows[0].cells[1].text = 'Value'

    for i, (key, value) in enumerate(params.items(), 1):
        table.rows[i].cells[0].text = key
        table.rows[i].cells[1].text = str(value)

    # 性能数据
    doc.add_heading('Performance', level=1)
    perf_para = doc.add_paragraph()
    perf_para.add_run(f"Total Return: {performance['total_return']}%\n")
    perf_para.add_run(f"Win Rate: {performance['win_rate']}%\n")
    perf_para.add_run(f"Sharpe Ratio: {performance['sharpe']}").bold = True

    doc.save(f'{strategy_name}_strategy.docx')

def generate_weekly_report(week_trades, equity_curve):
    doc = Document()

    # 页眉
    doc.add_heading('Weekly Trading Report', 0)

    # 摘要
    summary = doc.add_heading('Summary', level=1)
    table = doc.add_table(rows=5, cols=2)

    table.rows[0].cells[0].text = 'Total Trades'
    table.rows[0].cells[1].text = str(len(week_trades))

    table.rows[1].cells[0].text = 'Win Rate'
    table.rows[1].cells[1].text = f"{win_rate:.2f}%"

    table.rows[2].cells[0].text = 'Total PnL'
    table.rows[2].cells[1].text = f"${total_pnl:.2f}"

    # 详细交易列表
    doc.add_heading('Trade Details', level=1)
    for trade in week_trades:
        p = doc.add_paragraph()
        p.add_run(f"#{trade['ticket']} ").bold = True
        p.add_run(f"{trade['symbol']} {trade['type']} ")
        p.add_run(f"PnL: ${trade['pnl']:.2f}", color='00FF00' if trade['pnl'] > 0 else 'FF0000')

    doc.save('weekly_report.docx')

from pptx import Presentation
from pptx.util import Inches, Pt
from pptx.dml.color import RgbColor

def create_trading_presentation(data):
    prs = Presentation()

    # 标题页
    title_slide = prs.slides.add_slide(prs.slide_layouts[0])
    title = title_slide.shapes.title
    subtitle = title_slide.placeholders[1]

    title.text = "Trading Performance Analysis"
    subtitle.text = f"Period: {data['period']}"

    # 摘要页
    summary_slide = prs.slides.add_slide(prs.slide_layouts[1])
    content = summary_slide.placeholders[1]
    content.text = f"""
    • Total Trades: {data['total_trades']}
    • Win Rate: {data['win_rate']}%
    • Total PnL: ${data['total_pnl']}
    • Max Drawdown: {data['max_drawdown']}%
    • Sharpe Ratio: {data['sharpe']}
    """

    # 权益曲线页
    chart_slide = prs.slides.add_slide(prs.slide_layouts[5])
    title = chart_slide.shapes.title
    title.text = "Equity Curve"

    # 添加图片（预生成的图表）
    chart_slide.shapes.add_picture(
        'equity_curve.png',
        Inches(1), Inches(1),
        width=Inches(8)
    )

    # 货币对表现页
    symbol_slide = prs.slides.add_slide(prs.slide_layouts[5])
    symbol_slide.shapes.title.text = "Symbol Performance"

    # 添加表格
    x, y, cx, cy = Inches(0.5), Inches(1.5), Inches(9), Inches(5)
    shape = symbol_slide.shapes.add_table(
        rows=len(data['symbols'])+1, cols=4,
        left=x, top=y, width=cx, height=cy
    )
    table = shape.table

    # 表头
    for col, text in enumerate(['Symbol', 'Trades', 'Win Rate', 'PnL']):
        table.cell(0, col).text = text
        table.cell(0, col).fill.solid()
        table.cell(0, col).fill.fore_color.rgb = RgbColor(59, 130, 246)

    # 数据行
    for row, symbol_data in enumerate(data['symbols'], 1):
        table.cell(row, 0).text = symbol_data['symbol']
        table.cell(row, 1).text = str(symbol_data['trades'])
        table.cell(row, 2).text = f"{symbol_data['win_rate']}%"
        pnl_cell = table.cell(row, 3)
        pnl_cell.text = f"${symbol_data['pnl']:.2f}"
        if symbol_data['pnl'] > 0:
            pnl_cell.fill.solid()
            pnl_cell.fill.fore_color.rgb = RgbColor(16, 185, 129)

    prs.save('trading_presentation.pptx')

def create_strategy_presentation(strategy_name, config, backtest_results):
    prs = Presentation()

    # 策略概述
    overview = prs.slides.add_slide(prs.slide_layouts[1])
    overview.shapes.title.text = f"{strategy_name} Strategy"
    overview.placeholders[1].text = f"""
    {strategy_name} is a trend-following strategy using:
    • SMC (Smart Money Concepts) for entry signals
    • Martingale for position scaling
    • Multi-timeframe analysis (H1 + M15)

    Risk Management:
    • Max Drawdown: {config['max_dd']}%
    • Position Sizing: {config['risk_per_trade']}% per trade
    """

    # 参数页
    params_slide = prs.slides.add_slide(prs.slide_layouts[5])
    params_slide.shapes.title.text = "Strategy Parameters"

    table = params_slide.shapes.add_table(
        rows=len(config)+1, cols=2,
        left=Inches(2), top=Inches(2),
        width=Inches(6), height=Inches(4)
    )
    # ... 填充参数表

    # 回测结果页
    results_slide = prs.slides.add_slide(prs.slide_layouts[5])
    results_slide.shapes.title.text = "Backtest Results"

    # 添加结果图表
    results_slide.shapes.add_picture(
        'backtest_chart.png',
        Inches(1), Inches(1.5),
        width=Inches(8)
    )

    prs.save(f'{strategy_name}_presentation.pptx')

生成本周交易报告：
1. Word 文档格式
2. 包含：总交易数、胜率、盈亏、最大回撤
3. 按货币对分组统计
4. 添加 equity chart 截图
5. 生成 PDF 版本

为 SMC 马丁格尔策略创建完整文档：
1. Word 格式
2. 包含：策略概述、参数说明、入场规则、出场规则、风险控制
3. 添加回测结果截图
4. 生成 PDF 和 PPTX 版本

为客户创建投资演示：
1. PPTX 格式，10-15 页
2. 包含：策略介绍、历史表现、风险分析、预期收益
3. 使用专业配色方案
4. 添加动画和图表

生成监管要求的交易报告：
1. PDF 格式
2. 包含：所有交易明细、持仓快照、风险指标
3. 符合监管格式要求
4. 添加电子签名区

# 使用标准化模板
TEMPLATES = {
    'weekly_report': 'templates/weekly_report.docx',
    'monthly_report': 'templates/monthly_report.docx',
    'strategy_doc': 'templates/strategy.docx'
}

# 定义品牌样式
STYLES = {
    'primary_color': (59, 130, 246),   # 蓝色
    'success_color': (16, 185, 129),    # 绿色
    'danger_color': (239, 68, 68),     # 红色
    'heading_font': 'Arial',
    'heading_size': Pt(16),
    'body_font': 'Arial',
    'body_size': Pt(11)
}

document_name_v1.0_2025-02-23.docx
document_name_v1.1_2025-02-25.docx

# PDF 处理
pip install PyPDF2 reportlab

# Word 文档
pip install python-docx

# PowerPoint
pip install python-pptx

生成本周交易报告：
1. 读取 trading_logs.xlsx 提取本周交易
2. 计算统计指标
3. 生成 Word 文档
4. 转换为 PDF

为 SMC 策略创建文档：
1. 描述策略原理
2. 列出所有参数
3. 添加回测结果
4. 生成 Word、PDF、PPTX 三种格式

为客户创建投资演示：
1. 创建 12 页 PPTX
2. 包含策略介绍、历史表现、风险分析
3. 使用专业配色和图表