compare_strategy_backtest_to_multiple_assets#
API documentation for tradeexecutor.analysis.multi_asset_benchmark.compare_strategy_backtest_to_multiple_assets Python function.
- compare_strategy_backtest_to_multiple_assets(state, strategy_universe, returns=None, display=False, asset_count=3, verbose=True)[source]#
Backtest comparison of strategy against buy and hold assets.
Benchmark start is set to the timestamp when the strategy marked itself being ready, see
State.mark_ready().
- Parameters:
state (tradeexecutor.state.state.State | None) – Needed to extract the trust decidable backtesting range
strategy_universe (TradingStrategyUniverse) –
returns (pandas.core.series.Series | None) –
- Returns:
DataFrame with QuantStats results.
One column for strategy and for each benchmark asset we have loaded in the strategy universe.
- Return type:
DataFrame