TradeSummary

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

class TradeSummary

Bases: object

Some generic statistics over all the trades

__init__(won, lost, zero_loss, stop_losses, undecided, realised_profit, open_value, uninvested_cash, initial_cash, extra_return, duration, average_winning_trade_profit_pc, average_losing_trade_loss_pc, biggest_winning_trade_pc, biggest_losing_trade_pc, average_duration_of_winning_trades, average_duration_of_losing_trades, time_bucket=None, average_trade=None, median_trade=None, max_pos_cons=None, max_neg_cons=None, max_pullback=None, max_loss_risk=None, max_realised_loss=None, avg_realised_risk=None, take_profits=0, trade_volume=0.0, lp_fees_paid=0, lp_fees_average_pc=0)

Parameters:

• won (int) –

• lost (int) –

• zero_loss (int) –

• stop_losses (int) –

• undecided (int) –

• realised_profit (float) –

• open_value (float) –

• uninvested_cash (float) –

• initial_cash (float) –

• extra_return (float) –

• duration (timedelta) –

• average_winning_trade_profit_pc (float) –

• average_losing_trade_loss_pc (float) –

• biggest_winning_trade_pc (Optional[float]) –

• biggest_losing_trade_pc (Optional[float]) –

• average_duration_of_winning_trades (timedelta) –

• average_duration_of_losing_trades (timedelta) –

• time_bucket (Optional[TimeBucket]) –

• average_trade (Optional[float]) –

• median_trade (Optional[float]) –

• max_pos_cons (Optional[int]) –

• max_neg_cons (Optional[int]) –

• max_pullback (Optional[float]) –

• max_loss_risk (Optional[float]) –

• max_realised_loss (Optional[float]) –

• avg_realised_risk (Optional[float]) –

• take_profits (int) –

• trade_volume (float) –

• lp_fees_paid (Optional[float]) –

• lp_fees_average_pc (Optional[float]) –

Return type:

None

Methods

__init__(won, lost, zero_loss, stop_losses, ...)
from_dict(kvs, *[, infer_missing])
from_json(s, *[, parse_float, parse_int, ...])
schema(*[, infer_missing, only, exclude, ...])
show()	Render a summary table in IPython notebook.
to_dataframe()	Convert the data to a human readable summary table.
to_dict([encode_json])
to_json(*[, skipkeys, ensure_ascii, ...])

Attributes

won
lost
zero_loss
stop_losses
undecided
realised_profit
open_value
uninvested_cash
initial_cash
extra_return
duration
average_winning_trade_profit_pc
average_losing_trade_loss_pc
biggest_winning_trade_pc
biggest_losing_trade_pc
average_duration_of_winning_trades
average_duration_of_losing_trades
time_bucket
total_trades
win_percent
return_percent
annualised_return_percent
all_stop_loss_percent
lost_stop_loss_percent
all_take_profit_percent
won_take_profit_percent
average_net_profit
end_value
average_trade
median_trade
max_pos_cons
max_neg_cons
max_pullback
max_loss_risk
max_realised_loss
avg_realised_risk
take_profits
trade_volume
lp_fees_paid
lp_fees_average_pc

to_dataframe()

Convert the data to a human readable summary table.

Return type:

DataFrame

show()

Render a summary table in IPython notebook.

__init__(won, lost, zero_loss, stop_losses, undecided, realised_profit, open_value, uninvested_cash, initial_cash, extra_return, duration, average_winning_trade_profit_pc, average_losing_trade_loss_pc, biggest_winning_trade_pc, biggest_losing_trade_pc, average_duration_of_winning_trades, average_duration_of_losing_trades, time_bucket=None, average_trade=None, median_trade=None, max_pos_cons=None, max_neg_cons=None, max_pullback=None, max_loss_risk=None, max_realised_loss=None, avg_realised_risk=None, take_profits=0, trade_volume=0.0, lp_fees_paid=0, lp_fees_average_pc=0)

Parameters:

• won (int) –

• lost (int) –

• zero_loss (int) –

• stop_losses (int) –

• undecided (int) –

• realised_profit (float) –

• open_value (float) –

• uninvested_cash (float) –

• initial_cash (float) –

• extra_return (float) –

• duration (timedelta) –

• average_winning_trade_profit_pc (float) –

• average_losing_trade_loss_pc (float) –

• biggest_winning_trade_pc (Optional[float]) –

• biggest_losing_trade_pc (Optional[float]) –

• average_duration_of_winning_trades (timedelta) –

• average_duration_of_losing_trades (timedelta) –

• time_bucket (Optional[TimeBucket]) –

• average_trade (Optional[float]) –

• median_trade (Optional[float]) –

• max_pos_cons (Optional[int]) –

• max_neg_cons (Optional[int]) –

• max_pullback (Optional[float]) –

• max_loss_risk (Optional[float]) –

• max_realised_loss (Optional[float]) –

• avg_realised_risk (Optional[float]) –

• take_profits (int) –

• trade_volume (float) –

• lp_fees_paid (Optional[float]) –

• lp_fees_average_pc (Optional[float]) –

Return type:

None