grid_search_visualisation#

API documentation for tradeexecutor.visual.grid_search_visualisation Python module in Trading Strategy.

Module description#

Plot evolving sharpe ratio in grid search results.

Classes#

BenchmarkMetric

Functions#

calculate_rolling_metrics(...[, ...])

Calculate rolling metrics for grid search.

calculate_sharpe_at_timestamps(index, ...[, ...])

Calculate rolling sharpe at certain points of time.

check_inputs(visualised_parameter, ...)

Raise if we have a human error.

crunch(visualised_parameter, ...)

Calculate raw results.

prepare_comparisons(visualised_parameter, ...)

Construct X axis.

visualise_grid_single_rolling_metric(df[, ...])

Create an animation for a grid search parameter how results evolve over time.