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:
Returns:

Pandas series

Return type:

Series