stratanalyzer -- Strategy analyzers =================================== Strategy analyzers provide an extensible way to attach different calculations to strategy executions. .. automodule:: pyalgotrade.stratanalyzer :members: StrategyAnalyzer :show-inheritance: Returns ------- .. automodule:: pyalgotrade.stratanalyzer.returns :members: Returns :show-inheritance: Sharpe Ratio ------------ .. automodule:: pyalgotrade.stratanalyzer.sharpe :members: SharpeRatio :show-inheritance: DrawDown -------- .. automodule:: pyalgotrade.stratanalyzer.drawdown :members: DrawDown :show-inheritance: Trades ------ .. automodule:: pyalgotrade.stratanalyzer.trades :members: Trades :member-order: bysource :show-inheritance: Example ------- Save this code as sma_crossover.py: .. literalinclude:: ../samples/sma_crossover.py and save this code in a different file: .. literalinclude:: ../samples/sample-strategy-analyzer.py The output should look like this: .. literalinclude:: ../samples/sample-strategy-analyzer.output