grid_search_advanced#

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

Module description#

Plot evolving sharpe ratio in grid search results.

Calculate rolling metrics using calculate_rolling_metrics(), either for 1 parameter or 2 parameters visualisation
Visualise with visualise_grid_rolling_metric_heatmap() or visualise_grid_rolling_metric_line_chart()

Classes#

`BenchmarkMetric`
`BenchmarkVisualisationType`

Functions#

`calculate_rolling_metrics`(...[, ...])	Calculate rolling metrics for grid search.
`calculate_sharpe_at_timestamps`(index, ...[, ...])	Calculate rolling sharpe at certain points of time.
`check_inputs`(visualised_parameters, ...)	Raise if we have a human error.
`crunch_1d`(visualised_parameter, ...)	Calculate raw results.
`crunch_2d`(visualised_parameters, ...)	Calculate raw results.
`prepare_comparisons`(visualised_parameters, ...)	Construct X axis.
`visualise_grid_rolling_metric_heatmap`(df[, ...])	Create an "animation" for two grid search parameters how results evolve over time as a heatmap.
`visualise_grid_rolling_metric_line_chart`(df)	Create an "animation" for a single grid search parameter how results evolve over time as a line chart.
`visualise_grid_single_rolling_metric`(df[, ...])	Create a single figure for a grid search parameter how results evolve over time.