analysis#

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

Module description#

Backtest and grid seearch result analysis.

  • Various tables and charts to visualise the strategy performance results

Submodules#

tradeexecutor.analysis.advanced_metrics

Advanced metrics.

tradeexecutor.analysis.alpha_model_analyser

Analyse alpha model based strategies.

tradeexecutor.analysis.curve

Curve visualisation helpers.

tradeexecutor.analysis.fee_analyser

Analyser trading fees.

tradeexecutor.analysis.grid_search

Grid search result analysis.

tradeexecutor.analysis.multi_asset_benchmark

Calculate portfolio benchmark tables for multiple assets side-by-side.

tradeexecutor.analysis.multipair

Multipair strategy analyses.

tradeexecutor.analysis.position

Display trading positions as Pandas notebook items.

tradeexecutor.analysis.regime

Market regime analysis helpers.

tradeexecutor.analysis.single_pair

Single trading pair analysis

tradeexecutor.analysis.slippage

Display trading positions as Pandas notebook items.

tradeexecutor.analysis.stop_loss

Stop loss analysis

tradeexecutor.analysis.timemap

Break strategy performance by time

tradeexecutor.analysis.trade_analyser

Analyze the trade performance of algorithm.

tradeexecutor.analysis.universe

Trading universe analysis.