Support for Generating Time-Indexed (Daily/Per Bar) Backtest Reports #3177
Description
In backtesting, we can currently use generate_account_report to obtain account equity curves based on trade timestamps, and generate_order_fills_report to retrieve trade records.
When performing backtesting using bar data, is it possible to generate backtest reports indexed by daily or bar-level timestamps? Such reports would allow for more detailed observation of the strategy's actual drawdown conditions.