equity_curve#

tradeexecutor.visual.equity_curve Python module in Trading Strategy framework.

Module description#

Equity curve based statistics and visualisations.

Functions#

calculate_aggregate_returns(equity_curve[, freq])

Calculate strategy aggregatd results over different timespans.

calculate_cumulative_return(returns)

Calculate cumulative returns for the equity curve.

calculate_equity_curve(state[, attribute_name])

Calculate equity curve for the portfolio.

calculate_returns(equity_curve)

Calculate returns of an equity curve.