construct_event_timeline

API documentation for tradeexecutor.analysis.alpha_model_analyser.construct_event_timeline Python function.

construct_event_timeline(state)

Create timestamps of the events needed for alpha model analysis.

Event can be caused by

• Rebalances

• Stop loss triggers (happen outside the normal rebalance time period)

Parameters:

state (State) –

Return type:

DatetimeIndex