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Enhance FactorReport with HTML output and additional metrics #13

@novis10813

Description

@novis10813

Summary

Extend FactorReport.generate() to produce rich HTML reports with interactive charts and additional analysis metrics (IC decay, factor correlation, regime analysis).

Background

Current FactorReport.generate() produces text-based reports. HTML reports with interactive visualizations would be more useful for sharing and analysis.

Goals

  • Generate HTML reports with embedded charts
  • Include all analysis results (IC, IC decay, quantile returns, etc.)
  • Support interactive visualizations (using plotly or similar)

Proposed Tasks

  • Extend FactorReport.generate() to support format="html" option
  • Create HTML template with:
  • Add FactorReport.generate_html(output_path: str) method
  • Use plotly or similar for interactive charts (or static matplotlib with better styling)
  • Add unit tests for HTML generation
  • Update documentation with examples

Notes

  • Should integrate with existing FactorAnalysisResult data
  • Consider making HTML optional (keep text format as default)
  • Charts should be self-contained (embedded, not external files)
  • Consider using jinja2 for templating

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