PortfolioAnalyzer#
tradingstrategy.analysis.portfolioanalyzer.PortfolioAnalyzer class.
- class PortfolioAnalyzer[source]#
Bases:
object
Represents the portfolio analysis over the backtest period.
- __init__(snapshots)#
- Parameters
snapshots (Dict[Timestamp, PortfolioSnapshot]) –
- Return type
None
Methods
__init__
(snapshots)Find out what was the max number of assets the strategy was holding at the same time.
Attributes
snapshots
- get_max_assets_held_once()[source]#
Find out what was the max number of assets the strategy was holding at the same time.
- Return type
- __init__(snapshots)#
- Parameters
snapshots (Dict[Timestamp, PortfolioSnapshot]) –
- Return type
None