calculate_deposit_adjusted_returns#

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

calculate_deposit_adjusted_returns(state, freq=<Day>)[source]#

Calculate daily/monthly/returns on capital. z

See Profitability calculations for more information

  • This is Total equity - net deposits

  • This result is compounding

  • The result is resampled to a timeframe

param freq:

Which sampling frequency we use for the resulting series.

By default resample the results for daily timeframe.

return:

Pandas series (DatetimeIndex by the the start timestamp fo the frequency, USD amount)

Parameters:
Return type:

Series