benchmark#

API documentation for tradeexecutor.visual.benchmark Python module in Trading Strategy.

Module description#

Compare portfolio performance against other strategies.

Functions#

create_benchmark_equity_curves(...[, ...])

Create data series of different buy-and-hold benchmarks.

visualise_all_cash(start_at, end_at, all_cash)

Draw portfolio performance.

visualise_benchmark(*args, **kwargs)

visualise_buy_and_hold(...[, colour])

Draw portfolio performance.

visualise_equity_curve_benchmark([name, ...])

Visualise strategy performance against benchmarks.

visualise_portfolio_equity_curve(name, ...)

Draw portfolio performance.