save_daily_returns

API documentation for tradeexecutor.analysis.returns.save_daily_returns Python function.

save_daily_returns(state, client=None, folder=None, verbose=True, strategy_universe=None)

Save daily returns as a parquet file.

• To be opened in another notebook for a benchmark

• DataFrame contains one column “returns”

• DataFrame.attrs will contain metadata about the backtest run, like trading pairs

Parameters:

• state (State) – Backtest state.

• client (Client) – Use to resolve the default save folder

• folder (Path) –

  Save in this folder.

  The resulting name is “daily-returns-{state.name}.parquet”.

  If not given use client cache path / returns.

• strategy_universe (tradeexecutor.strategy.trading_strategy_universe.TradingStrategyUniverse | None) – Store pair metadata

• verbose – Print out the saved filename

Returns:

Saved DataFrame.