TradeAnalysis#

tradeexecutor.analysis.trade_analyser.TradeAnalysis Python class in Trading Strategy framework.

class TradeAnalysis[source]#

Analysis of trades in a portfolio.

__init__(portfolio)#

Methods

`__init__`(portfolio)
`calculate_summary_statistics`([time_bucket, ...])	Calculate some statistics how our trades went.
`create_timeline`()	Create a timeline feed how we traded over a course of time.
`get_all_positions`()	Return open and closed positions over all traded assets.
`get_capital_tied_at_open`(position)
`get_first_opened_at`()	Get the opened_at timestamp of the first position in the portfolio.
`get_last_closed_at`()	Get the closed_at timestamp of the last position in the portfolio.
`get_open_positions`()	Return open positions over all traded assets.

Attributes

`portfolio`
`filtered_sorted_positions`

get_first_opened_at()[source]#

Get the opened_at timestamp of the first position in the portfolio.

get_last_closed_at()[source]#

Get the closed_at timestamp of the last position in the portfolio.

get_all_positions()[source]#

Return open and closed positions over all traded assets.

Positions are sorted by position_id.

get_open_positions()[source]#

Return open positions over all traded assets.

Positions are sorted by position_id.

calculate_summary_statistics(time_bucket=None, state=None)[source]#

Calculate some statistics how our trades went.

Parameters:

time_bucket (Optional[TimeBucket]) – Optional, used to display average duration as ‘number of bars’ instead of ‘number of days’.
state – Optional, should be specified if user would like to see advanced statistics

Returns:

TradeSummary instance

Return type:

TradeSummary

create_timeline()[source]#

Create a timeline feed how we traded over a course of time.

Note: We assume each position has only one enter and exit event, not position increases over the lifetime.

__init__(portfolio)#