compare_report

Defined in fynance.research

compare_report(experiments, output_dir, *, name='comparison', sort_by='sharpe')

Write a leaderboard + equity-overlay comparison report.

Creates <output_dir>/<name>/ with report.md (a leaderboard table ranked by sort_by) and equity_overlay.png (when curves are present). The first experiment is treated as the baseline in the narrative.

Parameters:

experimentslist of Experiment

The runs to compare (≥ 1).

output_dirstr or pathlib.Path

Base directory for the artifacts.

namestr

Sub-directory name.

sort_bystr

Leaderboard sort metric.

Returns:

dict of str to pathlib.Path

Written artifacts (keys: markdown, png when produced).