weights#

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

Module description#

Weight allocations of assets.

  • Visualise what the strategy portfolio consists of over time

  • See visualise_weights() for usage

Functions#

calculate_asset_weights(state)

Get timeline of asset weights for a backtest.

calculate_weights_statistics(weights)

Get statistics of weights during the portfolio construction.

visualise_weights(weights_series[, ...])

Draw a chart of weights.