calculate_daily_returns

calculate_daily_returns(state, freq='D')

Calculate daily returns of a backtested results.

Used for advanced statistics.

Warning

Uses equity curve to calculate profits. This does not correctly handle deposit/redemptions. Use in backtesting only.

Parameters:

• freq (pandas._libs.tslibs.offsets.DateOffset | str) – Frequency of the binned data.

• state (State) –

Returns:

If valid state provided, returns are returned as calendar day (D) frequency, else None

Return type:

pandas.core.series.Series | None