trade_analyser#
API documentation for tradeexecutor.analysis.trade_analyser Python module in Trading Strategy.
Module description#
Analyze the trade performance of algorithm.
Calculate success/fail rate of trades and plot success distribution.
Example analysis include:
Table: Summary of all trades
Graph: Trade won/lost distribution
Timeline: Analysis of each individual trades made
Note
A lot of this code has been lifted off from trading-strategy package where it had to deal with different trading frameworks. It could be simplified greatly now.
Classes#
Style the expanded trades timeline table. |
|
Analysis of trades in a portfolio. |
|
Some generic statistics over all the trades |
Functions#
|
|
|
|
|
Build a trade analysis from list of positions. |
|
Calculate annualised return %. |
|
Expand trade history timeline to human readable table. |
|
A simplified version of expand_timeline that does not care about pair info, exchanges, or opening capital, and also provides raw figures. |