calculate_cumulative_daily_returns#
API documentation for tradeexecutor.visual.equity_curve.calculate_cumulative_daily_returns Python function.
- calculate_cumulative_daily_returns(state, freq_base=<Day>)[source]#
Calculates the cumulative daily returns for the strategy over time
Accounts for multiple positions in the same day
If no positions/trades are made on a day, that day will use latest non-zero profit value (forward fill)
- Parameters:
state (State) – Strategy state
freq_base (pandas._libs.tslibs.offsets.DateOffset | None) – Time frequency to resample to
- Returns:
Pandas series
- Return type: