credit#

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

Module description#

Credit and yield position profit analysis.

Classes#

YieldType

Which positions to calculate yield for.

Functions#

calculate_credit_metrics(state[, ...])

BBB

calculate_yield_metrics(state[, yield_type, ...])

Calculate interest metrics for a strategy backtest.

display_vault_position_table(state[, ...])

Analysis each vault position individually.