calculate_compounding_unrealised_trading_profitability

API documentation for tradeexecutor.visual.equity_curve.calculate_compounding_unrealised_trading_profitability Python function.

calculate_compounding_unrealised_trading_profitability(state_or_portfolio, freq='D')

Calculate the current profitability of open and closed trading positions, with the compounding effect.

Parameters:

• freq (str | None) –

  Bin results to this Pandas frequency.

  Default to daily.

• state_or_portfolio (tradeexecutor.state.state.State | tradeexecutor.state.portfolio.Portfolio) –

Returns:

Sparse Pandas series of compounded returns.

Timeline of (timestamp, position profit) for each timestamp when the position was last updated or closed.

Return type:

Series