calculate_investment_flow#

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

calculate_investment_flow(state)[source]#

Calculate deposit/redemption i nflows/outflows of a strategy.

See Profitability calculations for more information.

Returns:

Pandas series (DatetimeIndex by the timestamp when the strategy treasury included the flow event, usd deposits/redemption amount)

Parameters:

state (State) –

Return type:

Series