CurveType

API documentation for tradeexecutor.analysis.curve.CurveType Python class in Trading Strategy framework.

class CurveType

Bases: Enum

Different curve types.

• This is set as `pd.Series.attrs[“curve”]

__init__(*args, **kwds)

Attributes

equity	Cumulate returns on initial cash.
cumulative_returns	Returns for 1.0 as the initial investment
returns	Returns per event

equity = 'equity'

Cumulate returns on initial cash.

E.g. for $10,000 invested

cumulative_returns = 'cumulative_returns'

Returns for 1.0 as the initial investment

returns = 'returns'

Returns per event

E.g. daily returns.

If it is aggregated returns, then pd.Series.attrs[“period”] should be set