analyse_alpha_model_weights#

API documentation for tradeexecutor.analysis.alpha_model_analyser.analyse_alpha_model_weights Python function.

analyse_alpha_model_weights(state, universe)[source]#

Create overview table of all signals collected over a backtest run.

Create a human-readable table of alpha model signal development over time. Allows you to inspect what signal strenght each pair received at each point of time.

Returns:

DataFrame with the following columns.

  • cycle_number

  • timestamp

  • pair_ticker

  • signal

  • raw_weight

  • normalised_weight

  • profit_before_trades_pct

Parameters:
Return type:

DataFrame