Quant Trading for Programmers 32: Archive Daily Run Results As JSON

Article 31 added a run window to the daily flow.

Article 32 handles evidence after a run: what alert was sent today, what the health status was, and what the review record said should all be written into a stable file.

Why Archive JSON First

In a real system, a daily report may be sent to a chat group, email, Lark, or a file, and later it may also enter a database.

During the paper-trading stage, I prefer to have a stable, diffable, replayable file first. JSON is direct enough and easy to test.

The archive contains three sections:

Section	Source	Purpose
alert	PaperAlertMessage	Records the title, body, and severity sent externally that day
health	RunHealthReport	Records whether the run was healthy, plus missing-price and notification-receipt states
review	PaperReviewRecord	Records equity, cash ratio, risk level, and recommended action

The Archive Object

Chapter 32 adds app/report_archive.py.

@dataclass(frozen=True)
class ArchivedReport:
    path: Path
    trade_date: date
    status: str

ArchivedReport does not keep the full payload in memory. It only returns the archive path, trade date, and health status. The full content can be read from the file when needed.

Write A Stable File

The filename uses the trade date directly:

path = target_dir / f"{trade_date.isoformat()}-paper-report.json"

The core write logic compresses existing objects into a stable payload:

payload = {
    "trade_date": trade_date.isoformat(),
    "alert": {
        "title": alert_message.title,
        "body": alert_message.body,
        "severity": alert_message.severity,
    },
    "health": {
        "status": health_report.status,
        "summary": health_report.summary,
        "issue_count": health_report.issue_count,
        "missing_price_count": health_report.missing_price_count,
        "notification_accepted": health_report.notification_accepted,
    },
    "review": {
        "total_equity": review_record.total_equity,
        "cash_ratio": review_record.cash_ratio,
        "risk_severity": review_record.risk_severity,
        "recommendation_action": review_record.recommendation_action,
        "note": review_record.note,
    },
}

The file is written with ensure_ascii=False and sort_keys=True. The first keeps Chinese reports readable. The second keeps the structure stable, which makes later troubleshooting easier.

The archive file acts like run evidence. It does not replace a database or logs. It stores the minimal loop that a daily report needs for later review: what was sent, what the system health was, and what the review record’s key fields were.

Current Integrated Run

Continue running the same command:

uv run python -m scripts.chapter_examples paper-ops-check

The command writes two days of archives into a temporary directory. The current-day archive is named 2026-03-05-paper-report.json:

The screenshot shows that the archive payload consistently contains alert, health, review, and trade_date. Once those keys are stable, later history summaries and operations checklists do not need to parse the text body of the daily report.

Test The Archive Content

The tests use a temporary directory so they do not pollute the working tree.

uv run pytest tests/test_report_archive.py

Key assertions include:

assert archived.path.name == "2026-01-28-paper-report.json"
assert payload["trade_date"] == "2026-01-28"
assert payload["health"]["status"] == "ok"
assert payload["review"]["recommendation_action"] == "HOLD"

This confirms that the archive writes a file and preserves the fields needed for later statistics.

Chapter Update And Repository

This chapter adds:

• app/report_archive.py.
• The daily report archive object ArchivedReport.
• Stable JSON output for alert messages, health reports, and review records.
• read_archived_report() for later archive reads.
• An integrated paper-ops-check example showing the real archive filename and payload structure.
• The engineering role of archives as run evidence.
• tests/test_report_archive.py, verifying filenames and key fields.

Repository:

https://github.com/ax2/zi-quant-platform

Code for this chapter:

git clone https://github.com/ax2/zi-quant-platform.git
cd zi-quant-platform
git checkout chapter-32
uv sync --extra dev
uv run pytest tests/test_report_archive.py

Chapter 32 is commit 8504ea9, tagged as chapter-32.

Summary

Archiving is not about saving one more file. It is about giving each daily run evidence.

Article 32 writes the daily report, health status, and review record into stable JSON. The next article reads those archive files and generates a longer-term run-history summary.

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