Fastquant integration

The Fastquant integration for Capitalgram data and notebooks.

tradingstrategy.frameworks.fastquant.INTERESTING_COLUMNS = {'lost': 'Lost trades (n)', 'maxdrawdown': 'Maximum drawdown (%)', 'pnl': 'Profit and loss (USD)', 'rtot': 'Total returns (x)', 'sharperatio': 'Sharpe ratio', 'win_rate': 'Win rate (%)', 'won': 'Won trades (n)'}

What column we care about in :py:meth`fastquant.backtest` results and what they are in a human language

tradingstrategy.frameworks.fastquant.to_human_readable_result(df: pandas.core.frame.DataFrame) pandas.core.frame.DataFrame

Convert the result dataframe object from Fastquant backtest() to something more human-readable.

See fastquant.backtest().

Returns

A Dataframe objec than can be directly fed to IPython.display.display().