visualise_benchmark#

visualise_benchmark(name=None, portfolio_statistics=None, all_cash=None, buy_and_hold_asset_name=None, buy_and_hold_price_series=None, additional_indicators=None, height=1200, start_at=None, end_at=None)[source]#

Visualise strategy performance against benchmarks.

  • Live or backtested strategies

  • Right axis is portfolio value

Parameters:

  • portfolio_statistics (Optional[List[PortfolioStatistics]]) – Portfolio performance record.

  • all_cash (Optional[float]) – Set a linear line of just holding X amount

  • buy_and_hold – Visualise holding all_cash amount in the asset, bought at the start. This is basically price * all_cash.

  • height – Chart height in pixels

  • start_at (Optional[Union[Timestamp, datetime]]) – When the backtest started

  • end_at (Optional[Union[Timestamp, datetime]]) – When the backtest ended

  • visualisation –

    Additional technical indicators drawn on this chart.

    List of indicator names.

    The indicators must be plotted earlier using state.visualisation.plot_indicator().

  • additional_indicators (Optional[Collection[Plot]]) –

    Additional technical indicators drawn on this chart.

    List of indicator names.

    The indicators must be plotted earlier using state.visualisation.plot_indicator().

    Note: Currently not very useful due to Y axis scale

  • name (Optional[str]) –

  • buy_and_hold_asset_name (Optional[str]) –

  • buy_and_hold_price_series (Optional[Series]) –

Return type:

Figure