portfolioanalyzer#

tradingstrategy.analysis.portfolioanalyzer module.

Module description#

Analyse the portfolio development over the time.

Warning

This module is deprecated and replaced by tradeexecutor analysis modules.

  • Portfolio situation at the start of the each tick

  • Currently held assets

  • Net asset value (NAV)

  • Asset valuation change

Classes#

AssetSnapshot

Asset holdings at a specific timepoint.

PortfolioAnalyzer

Represents the portfolio analysis over the backtest period.

PortfolioSnapshot

Represents the portfolio status at the start of the day/candle snapshot

Functions#

expand_snapshot_to_row(exchange_universe, ...)

Create DataFrame rows from each portfolio snapshot.

expand_timeline(exchange_universe, ...[, ...])

Console output for the portfolio development over the time.