alpha_model_analyser#

API documentation for tradeexecutor.analysis.alpha_model_analyser Python module in Trading Strategy.

Module description#

Analyse alpha model based strategies.

Functions#

analyse_alpha_model_weights(state, universe)

Create overview table of all signals collected over a backtest run.

construct_event_timeline(state)

Create timestamps of the events needed for alpha model analysis.

create_alpha_model_timeline_all_assets(...)

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

create_pair_weight_analysis_summary_table(...)

Creates a summary table where we find the signal summaries for each ticker

render_alpha_model_plotly_table(df)

Render alpha model analysis as a plotly figure.