tradeanalyzer#

tradingstrategy.analysis.tradeanalyzer module.

Module description#

Analyze the trade performance of algorithm

Warning

This module is deprecated and replaced by tradeexecutor analysis modules.

  • Trade summary

  • Won and lost trades

  • Trade won/lost distribution graph

  • Trade timeline and analysis of individual trades made

Classes#

AssetTradeHistory

How a particular asset traded.

SpotTrade

Track spot trades to construct position performance.

TradeAnalyzer

Analysis of trades in a portfolio.

TradePosition

How a particular asset traded.

TradeSummary

Some generic statistics over all the trades

Functions#

expand_timeline(exchange_universe, ...[, ...])

Expand trade history timeline to human readable table.