TradeAnalysis#
tradeexecutor.analysis.trade_analyser.TradeAnalysis class.
- class TradeAnalysis[source]#
Bases:
object
Analysis of trades in a portfolio.
- __init__(portfolio, asset_histories=<factory>)#
- Parameters
portfolio (Portfolio) –
asset_histories (Dict[object, AssetTradeHistory]) –
- Return type
None
Methods
__init__
(portfolio[, asset_histories])Calculate some statistics how our trades went.
Create a timeline feed how we traded over a course of time.
Return open and closed positions over all traded assets.
get_first_opened_at
()get_last_closed_at
()Return open and closed positions over all traded assets.
Attributes
portfolio
How a particular asset traded.
- asset_histories: Dict[object, AssetTradeHistory]#
How a particular asset traded. Asset id -> Asset history mapping
- 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.
- Returns
DataFrame with timestamp and timeline_event columns
- Return type
- __init__(portfolio, asset_histories=<factory>)#
- Parameters
portfolio (Portfolio) –
asset_histories (Dict[object, AssetTradeHistory]) –
- Return type
None