returns

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

Module description

Daily returns and related calculations.

Functions

calculate_returns(strategy_universe[, column])	Calculate returns to every asset in the trading universe.
get_default_returns_folder(client)	Where do we save return series.
save_daily_returns(state[, client, folder, ...])	Save daily returns as a parquet file.