analysis#

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

Module description#

Backtest and grid seearch result analysis.

`tradeexecutor.analysis.advanced_metrics`	Advanced metrics.
`tradeexecutor.analysis.alpha_model_analyser`	Analyse alpha model based strategies.
`tradeexecutor.analysis.credit`
`tradeexecutor.analysis.curve`	Curve visualisation helpers.
`tradeexecutor.analysis.fee_analyser`	Analyser trading fees.
`tradeexecutor.analysis.grid_search`	Grid search result analysis.
`tradeexecutor.analysis.indicator`	Indicator diagnostics.
`tradeexecutor.analysis.multi_asset_benchmark`	Calculate portfolio benchmark tables for multiple assets side-by-side.
`tradeexecutor.analysis.multipair`	Multipair strategy analyses.
`tradeexecutor.analysis.optimiser`	Optimiser analytics and charting.
`tradeexecutor.analysis.pair`	Analytics for constructed pair universes.
`tradeexecutor.analysis.position`	Display trading positions as Pandas notebook items.
`tradeexecutor.analysis.regime`	Market regime analysis helpers.
`tradeexecutor.analysis.returns`	Daily returns and related calculations.
`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.
`tradeexecutor.analysis.weights`	Weight allocations of assets.