analysis

API documentation for tradeexecutor.analysis Python module in Trading Strategy.

Module description

Backtest and grid seearch result analysis.

• Various tables and charts to visualise the strategy performance results

Submodules

tradeexecutor.analysis.advanced_metrics	Advanced metrics.
tradeexecutor.analysis.alpha_model_analyser	Analyse alpha model based strategies.
tradeexecutor.analysis.curve	Curve visualisation helpers.
tradeexecutor.analysis.fee_analyser	Analyser trading fees.
tradeexecutor.analysis.grid_search	Grid search result analysis.
tradeexecutor.analysis.multi_asset_benchmark	Calculate portfolio benchmark tables for multiple assets side-by-side.
tradeexecutor.analysis.multipair	Multipair strategy analyses.
tradeexecutor.analysis.position	Display trading positions as Pandas notebook items.
tradeexecutor.analysis.single_pair	Single trading pair analysis
tradeexecutor.analysis.slippage	Display trading positions as Pandas notebook items.
tradeexecutor.analysis.stop_loss	Stop loss analysis
tradeexecutor.analysis.trade_analyser	Analyze the trade performance of algorithm.
tradeexecutor.analysis.universe	Trading universe analysis.