visualise_single_grid_search_result_benchmark

API documentation for tradeexecutor.visual.grid_search.visualise_single_grid_search_result_benchmark Python function.

visualise_single_grid_search_result_benchmark(result, strategy_universe, initial_cash=None, name='Picked grid search result', log_y=False)

Draw one equity curve from grid search results.

• Compare the equity curve againt buy and hold assets from the trading universe

• Used to plot “the best” equity curve

• Use find_best_grid_search_results() to find some equity curves.

See also

• visualise_grid_search_equity_curves()

• tradeexecutor.visual.benchmark.visualise_equity_curves()

• tradeexecutor.analysis.multi_asset_benchmark.get_benchmark_data()

• tradeexecutor.analysis.grid_search.find_best_grid_search_results()

Example:

from tradeexecutor.analysis.grid_search import find_best_grid_search_results
from tradeexecutor.visual.grid_search import visualise_single_grid_search_result_benchmark

# Show the equity curve of the best grid search performer
best_results = find_best_grid_search_results(grid_search_results)
fig = visualise_single_grid_search_result_benchmark(best_results.cagr[0], strategy_universe)
fig.show()

Parameters:

• result (GridSearchResult) – Picked grid search result

• strategy_universe (TradingStrategyUniverse) – Used to get benechmark indexes

• name – Chart title

• initial_cash (Optional[float]) –

  Not needed. Automatically filled in by grid search.

  Legacy param.

Returns:

Plotly figure

Return type:

Figure