transform_to_equity_curve

API documentation for tradeexecutor.visual.benchmark.transform_to_equity_curve Python function.

transform_to_equity_curve(curve, initial_cash)

Transform returns series to equity series.

Parameters:

• curve (Series) – Returns series with pd.Series.attrs[“curve”] set

• initial_cash (float) –

  The amount of strategy initial cash.

  Needed to transform benchmark return series to comparable equity curve.

Returns:

Equity curve ready to plot

Return type:

Series