statistics#
tradeexecutor.state.statistics Python module in Trading Strategy framework.
Module description#
Various statistics calculated across portfolios and positions.
Statistics are calculated/refreshed on the server-side and exported as a part of the state. This way the clients (JavaScript) do not need to reconstruct this information.
Any statistics are optional: they are not needed to make any state transitions, they are purely there for profit and loss calculations.
Classes#
When position is closed, its final statistics are calculated. |
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Portfolio statistics for each timepoint. |
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Time-series of statistics calculated for each open position. |
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Statistics for a trade execution state. |
Functions#
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Calculate the profitability as value at end - value at start. |