analysis

tradeexecutor.analysis Python module in Trading Strategy framework.

Module description

Trade result analysis calculations.

Submodules

tradeexecutor.analysis.advanced_metrics	Advanced metrics.
tradeexecutor.analysis.alpha_model_analyser	Analyse alpha model based strategies.
tradeexecutor.analysis.fee_analyser	Analyser trading fees.
tradeexecutor.analysis.grid_search	Grid search result analysis.
tradeexecutor.analysis.multipair	Multipair strategy analyses.
tradeexecutor.analysis.position	Display trading positions as Pandas notebook items.
tradeexecutor.analysis.slippage	Display trading positions as Pandas notebook items.
tradeexecutor.analysis.trade_analyser	Analyze the trade performance of algorithm.