Building Automated Investor Reports with Python

1import yfinance as yf
2
3# Fetch stock data
4ticker = "AAPL"
5data = yf.download(ticker, start="2024-01-01", end="2025-01-01")
6
7# Portfolio example
8portfolio = {
9    "AAPL": 0.4,
10    "MSFT": 0.3,
11    "GOOGL": 0.3
12}

1import pandas as pd
2import numpy as np
3
4# Calculate returns
5data['returns'] = data['Adj Close'].pct_change()
6
7# Normalize data
8data = data.dropna()
9
10# Weighted portfolio returns
11weights = np.array([0.4, 0.3, 0.3])
12portfolio_returns = (
13    data['AAPL'].pct_change() * weights[0] +
14    data['MSFT'].pct_change() * weights[1] +
15    data['GOOGL'].pct_change() * weights[2]
16)

1# Cumulative returns
2cumulative_returns = (1 + portfolio_returns).cumprod()
3
4# Key metrics
5sharpe_ratio = portfolio_returns.mean() / portfolio_returns.std()
6max_drawdown = (cumulative_returns / cumulative_returns.cummax() - 1).min()
7
8print(f"Sharpe Ratio: {sharpe_ratio:.2f}")
9print(f"Max Drawdown: {max_drawdown:.2%}")

1import matplotlib.pyplot as plt
2
3# Portfolio performance chart
4plt.figure(figsize=(10, 6))
5plt.plot(cumulative_returns)
6plt.title("Portfolio Growth")
7plt.xlabel("Time")
8plt.ylabel("Cumulative Returns")
9plt.grid(True, alpha=0.3)
10
11# Drawdown chart
12drawdown = cumulative_returns / cumulative_returns.cummax() - 1
13plt.figure(figsize=(10, 4))
14plt.fill_between(drawdown.index, drawdown, 0, color='red', alpha=0.3)
15plt.title("Portfolio Drawdown")
16plt.ylabel("Drawdown")
17plt.grid(True, alpha=0.3)
18
19# Asset comparison
20for asset in ["AAPL", "MSFT", "GOOGL"]:
21    plt.plot(data[asset]['Adj Close'], label=asset)
22plt.legend()
23plt.title("Asset Price Comparison")

1from jinja2 import Template
2
3template = Template("""
4<h1>Investor Report</h1>
5
6<h2>Performance Summary</h2>
7<p>Sharpe Ratio: {{ sharpe }}</p>
8<p>Max Drawdown: {{ drawdown }}</p>
9
10<h2>Portfolio Chart</h2>
11<img src="chart.png" alt="Performance Chart">
12""")
13
14html = template.render(
15    sharpe=f"{sharpe_ratio:.2f}",
16    drawdown=f"{max_drawdown:.2%}"
17)
18
19with open("report.html", "w") as f:
20    f.write(html)

1from reportlab.platypus import SimpleDocTemplate, Paragraph
2from reportlab.lib.styles import getSampleStyleSheet
3
4doc = SimpleDocTemplate("investor_report.pdf")
5styles = getSampleStyleSheet()
6
7content = [
8    Paragraph("Investor Report", styles["Title"]),
9    Paragraph(f"Sharpe Ratio: {sharpe_ratio:.2f}", styles["Normal"]),
10    Paragraph(f"Max Drawdown: {max_drawdown:.2%}", styles["Normal"]),
11]
12
13doc.build(content)

1# Rule-based commentary
2def generate_commentary(sharpe, drawdown):
3    if sharpe > 1:
4        comment = "Strong risk-adjusted performance."
5    elif sharpe > 0.5:
6        comment = "Moderate risk-adjusted returns."
7    else:
8        comment = "Performance below expected benchmark."
9    
10    if drawdown < -0.15:
11        comment += " Significant drawdown detected. Review risk controls."
12    elif drawdown < -0.05:
13        comment += " Moderate drawdown within expected range."
14    else:
15        comment += " Drawdown well controlled."
16    
17    return comment
18
19commentary = generate_commentary(sharpe_ratio, max_drawdown)
20print(commentary)

1# Run every Monday at 8 AM
20 8 * * 1 python /path/to/report.py

1import schedule
2import time
3
4def generate_report():
5    # Your report generation logic
6    pass
7
8schedule.every().monday.at("08:00").do(generate_report)
9
10while True:
11    schedule.run_pending()
12    time.sleep(60)

1import smtplib
2from email.mime.text import MIMEText
3from email.mime.multipart import MIMEMultipart
4
5def send_report(file_path, recipient):
6    msg = MIMEMultipart()
7    msg["Subject"] = "Investor Report"
8    msg["From"] = "reports@example.com"
9    msg["To"] = recipient
10    
11    with open(file_path, "rb") as f:
12        attachment = MIMEText(f.read(), "html")
13        attachment.add_header("Content-Disposition", "attachment", filename="report.html")
14        msg.attach(attachment)
15    
16    with smtplib.SMTP("smtp.gmail.com", 587) as server:
17        server.starttls()
18        server.login("user@gmail.com", "password")
19        server.send_message(msg)