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

calculate_equity_curve(state, attribute_name='total_equity', fill_time_gaps=False)[source]#

Calculate equity curve for the portfolio.

Translate the portfolio internal Statistics.portfolio to pd.Series that allows easy equity curve calculations.

This reads tradeexecutor.state.stats.PortfolioStatistics

  • attribute_name – Calculate equity curve based on this attribute of :py:class:`

  • fill_time_gaps

    Insert a faux book keeping entries at start and end.

    If not set, only renders the chart when there was some activate deposits and ignores non-activity gaps at start and end.

    See tradeexecutor.state.state.State.get_strategy_time_range().

  • state (State) –


Pandas series (timestamp, equity value).

Index is DatetimeIndex.

Empty series is returned if there is no data.

Return type: