calculate_equity_curve#

calculate_equity_curve(state, attribute_name='total_equity')[source]#

Calculate equity curve for the portfolio.

Translate the portfolio internal Statistics.portfolio to pd.Series that allows easy equity curve calculations.

Parameters:
  • attribute_name – Calculate equity curve based on this attribute of :py:class:`

  • state (State) –

Returns:

Pandas series (timestamp, equity value)

Return type:

Series