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.