trade_analyser#
tradeexecutor.analysis.trade_analyser module.
Module description#
Analyze the trade performance of algorithm.
Calculate success/fail rate of trades and plot success distribution.
Example analysis include:
Table: Summary of all trades
Graph: Trade won/lost distribution
Timeline: Analysis of each individual trades made
Note
A lot of this code has been lifted off from trading-strategy package where it had to deal with different trading frameworks. It could be simplified greatly now.
Classes#
How a particular asset traded. |
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Track spot trades to construct position performance. |
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Analysis of trades in a portfolio. |
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How a particular asset traded. |
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Some generic statistics over all the trades |
Functions#
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Build a trade analysis from list of positions. |
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Expand trade history timeline to human readable table. |