calculate_asset_weights

API documentation for tradeexecutor.analysis.weights.calculate_asset_weights Python function.

calculate_asset_weights(state)

Get timeline of asset weights for a backtest.

• Designed for visualisation / human readable output

• Might not handle complex cases correctly

Returns:

Pandas Series of asset weights

• (DateTime, asset symbol) MultiIndex

• USD value of the asset in the portfolio in the given time

Parameters:

state (State) –

Return type:

Series