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:
state (State) –
freq (DateOffset) –
- Return type: