benchmark

API documentation for tradeexecutor.visual.benchmark Python module in Trading Strategy.

Module description

Compare portfolio performance against other strategies.

Functions

create_benchmark_equity_curves(...[, ...])	Create data series of different buy-and-hold benchmarks.
get_plot_from_series(name, colour, series)	Draw portfolio performance.
transform_to_equity_curve(curve, initial_cash)	Transform returns series to equity series.
visualise_all_cash(start_at, end_at, all_cash)	Draw portfolio performance.
visualise_benchmark(*args, **kwargs)
visualise_equity_curve_benchmark([name, ...])	Visualise strategy performance against benchmarks.
visualise_equity_curve_comparison(...[, colour])	Draw portfolio performance.
visualise_equity_curves(curves[, name, ...])	Compare equity curves.
visualise_long_short_benchmark(state[, ...])	Visualise separate benchmarks for both longing and shorting
visualise_portfolio_equity_curve(name, ...)	Draw portfolio performance.
visualise_portfolio_interest_curve(name, state)	Draw portfolio's interest performance.
visualise_vs_returns(returns, benchmark_indexes)	Create a chart that shows the strategy returns direction vs.