Part 25: Monitoring & Analytics

Comprehensive monitoring and analytics are essential for understanding strategy performance and making informed trading decisions. The Puffin framework provides tools for trade logging, P&L tracking, benchmark comparison, system health monitoring, and real-time dashboards.

Monitoring Pipeline 

flowchart LR
    subgraph Execution
        A[Order Engine]
        B[Broker API]
    end

    subgraph Logging
        C[TradeRecord]
        D[TradeLog]
        E[CSV / JSON Export]
    end

    subgraph PnL
        F[PnLTracker]
        G[Position Book]
        H[Daily P&L Series]
        I[Attribution]
    end

    subgraph Benchmark
        J[BenchmarkComparison]
        K[Rolling Metrics]
    end

    subgraph Dashboard
        L[Streamlit App]
        M[Equity Curve]
        N[Drawdown Chart]
    end

    A --> C
    B --> C
    C --> D
    D --> E
    D --> F
    F --> G
    G --> H
    G --> I
    H --> J
    J --> K
    H --> L
    I --> L
    K --> L
    L --> M
    L --> N

    classDef exec fill:#2d5016,stroke:#1a3a1a,color:#e8e0d4
    classDef logging fill:#1a3a5c,stroke:#0d2137,color:#e8e0d4
    classDef pnl fill:#6b2d5b,stroke:#4a1d40,color:#e8e0d4
    classDef bench fill:#8b4513,stroke:#5a2d0a,color:#e8e0d4
    classDef dash fill:#2d5016,stroke:#1a3a1a,color:#e8e0d4

    class A,B exec
    class C,D,E logging
    class F,G,H,I pnl
    class J,K bench
    class L,M,N dash

    linkStyle default stroke:#4a5568,stroke-width:2px

Chapters

  1. Trade Logging & P&L - Record every execution with TradeLog and TradeRecord, track realized and unrealized profit with PnLTracker, generate attribution reports by strategy and asset
  2. Benchmark Comparison - Compute alpha, beta, information ratio, and tracking error with BenchmarkComparison, visualize cumulative and rolling performance against SPY or custom benchmarks
  3. Streamlit Dashboard - Build a real-time monitoring dashboard with portfolio overview, equity curve, drawdown analysis, position allocation, and filterable trade history

Key Components

Component Module Purpose
TradeRecord puffin.monitor.trade_log Immutable record of a single execution
TradeLog puffin.monitor.trade_log Collection of trades with filter, export, and summary
PnLTracker puffin.monitor.pnl Real-time P&L with position book and history
Position puffin.monitor.pnl Per-ticker position with market value and unrealized P&L
BenchmarkComparison puffin.monitor.benchmark Strategy-vs-benchmark analytics
SystemHealth puffin.monitor.health Data feed and broker health checks with alerting
create_dashboard puffin.monitor.dashboard Streamlit multi-page dashboard builder

All monitoring components are designed to work independently or together. You can use TradeLog on its own for audit purposes, or wire everything into the Streamlit dashboard for a unified view.

Quick Start 

from puffin.monitor.trade_log import TradeLog, TradeRecord
from puffin.monitor.pnl import PnLTracker
from puffin.monitor.benchmark import BenchmarkComparison
from puffin.monitor.health import SystemHealth

# Initialize the monitoring stack
log = TradeLog()
tracker = PnLTracker(initial_cash=100_000.0)
bc = BenchmarkComparison()
health = SystemHealth()

Notebook: Run the examples interactively in operational.ipynb

Next Steps

Table of contents