StrategySummaryStatistics#

tradeexecutor.strategy.summary.StrategySummaryStatistics class.

class StrategySummaryStatistics[source]#

Bases: object

Performance statistics displayed on the tile cards.

__init__(calculated_at=<factory>, first_trade_at=None, last_trade_at=None, enough_data=None, current_value=None, profitability_90_days=None, performance_chart_90_days=None)#
Parameters
Return type

None

Methods

__init__([calculated_at, first_trade_at, ...])

from_dict(kvs, *[, infer_missing])

from_json(s, *[, parse_float, parse_int, ...])

schema(*[, infer_missing, only, exclude, ...])

to_dict([encode_json])

to_json(*[, skipkeys, ensure_ascii, ...])

Attributes

current_value

Total equity of this strategy.

enough_data

Has the strategy been running 90 days so that the annualised profitability can be correctly calcualted.

first_trade_at

When this strategy truly started.

last_trade_at

When was the last time this strategy made a trade

performance_chart_90_days

Data for the performance chart used in the summary card.

profitability_90_days

Profitability of last 90 days

calculated_at

When these stats where calculated

calculated_at: datetime#

When these stats where calculated

first_trade_at: Optional[datetime] = None#

When this strategy truly started.

We mark the time of the first trade when the strategy started to perform.

last_trade_at: Optional[datetime] = None#

When was the last time this strategy made a trade

enough_data: Optional[bool] = None#

Has the strategy been running 90 days so that the annualised profitability can be correctly calcualted.

current_value: Optional[float] = None#

Total equity of this strategy.

Also known as Total Value locked (TVL) in DeFi. It’s cash + open hold positions

profitability_90_days: Optional[float] = None#

Profitability of last 90 days

If enough_data is set we can display this annualised, otherwise we can say so sar.

performance_chart_90_days: Optional[List[Tuple[datetime, float]]] = None#

Data for the performance chart used in the summary card.

Contains (UNIX time, performance %) tuples.

Relative performance -1 … 1 (100%) up and 0 is no gains/no losses.

One point per day. Note that we might have 90 or 91 points because date ranges are inclusive.

__init__(calculated_at=<factory>, first_trade_at=None, last_trade_at=None, enough_data=None, current_value=None, profitability_90_days=None, performance_chart_90_days=None)#
Parameters
Return type

None