alpha_model_analyser#

tradeexecutor.analysis.alpha_model_analyser Python module in Trading Strategy framework.

Module description#

Analyse alpha model based strategies.

Functions#

construct_event_timeline(state)

Create timestamps of the events needed for alpha model analysis.

create_alpha_model_timeline_all_assets(...)

Render a timeline for an alpha model for different positions it took over the time.

render_alpha_model_plotly_table(df)

Render alpha model analysis as a plotly figure.