create_alpha_model_timeline_all_assets#

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

create_alpha_model_timeline_all_assets(state, strategy_universe, new_line='\n')[source]#

Render a timeline for an alpha model for different positions it took over the time.

  • Show the alpha model state for each strategy cycle

  • Show asset column for each asset in the trading universe, making this very wide table

Parameters:

  • new_line –

    The new line marker used in the table cells.

    Defaults to Plotly table compatible newlines.

  • state (State) –

  • strategy_universe (TradingStrategyUniverse) –

Returns:

DataFrame where each row is a strategy cycle and contains textual information about asset rebalances during the cycle.

Return type:

DataFrame