calculate_cumulative_daily_returns

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

calculate_cumulative_daily_returns(state, freq_base=<Day>)

Calculates the cumulative daily returns for the strategy over time

• Accounts for multiple positions in the same day

• If no positions/trades are made on a day, that day will use latest non-zero profit value (forward fill)

Parameters:

• state (State) – Strategy state

• freq_base (pandas._libs.tslibs.offsets.DateOffset | None) – Time frequency to resample to

Returns:

Pandas series

Return type:

Series