calculate_non_cumulative_daily_returns#
API documentation for tradeexecutor.visual.equity_curve.calculate_non_cumulative_daily_returns Python function.
- calculate_non_cumulative_daily_returns(state, freq_base=<Day>)[source]#
Calculates the the non 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, it will be filled with 0
Note
Forward fill cannot be used with this method since the stat for each day represents the realised profit for that day only. So we fill na values with 0
- Parameters:
state (State) – Strategy state
freq_base (pandas._libs.tslibs.offsets.DateOffset | None) – Time frequency to resample to
- Returns:
Pandas series
- Return type: