calculate_returns#

API documentation for tradeexecutor.visual.equity_curve.calculate_returns Python function.

calculate_returns(equity_curve)[source]#

Calculate returns of an equity curve.

Calculate % change for each time point we have on the equity curve.

See also https://quantdare.com/calculate-monthly-returns-with-pandas/

Parameters:

equity_curve (Series) –

The equity curve.

Created with calculate_equity_curve()

Returns:

Series of returns.

This is % change over the previous entry in the time series.

Return type:

Series