grid_search

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

Module description

Grid search result analysis.

• Breaddown of performance of different grid search combinations

• Heatmap and other comparison methods

Functions

analyse_combination(r, min_positions_threshold)	Create a grid search result table row.
analyse_grid_search_result(results[, ...])	Create aa table showing grid search result of each combination.
visualise_heatmap_2d(result, parameter_1, ...)	Draw a heatmap square comparing two different parameters.
visualise_table(df)	Render a grid search combination table to notebook output.