Performance Simulation

class src.lib.analysis.performance_simulation.PerformanceSimulation

Bases: object

calculate_reference(source_column_close: str, initial_value: float, result_column: str = '', result_dataframe: Optional[pandas.core.frame.DataFrame] = None)

Perfoms the simulation of the results for a given strategy.

simulate_performance(source_column_close: str, source_column_decision: str, source_column_events: str, initial_value: float, stopgain: float, stoploss: float, operation_cost: float, tax_percentage: float, result_column: str = '', result_dataframe: Optional[pandas.core.frame.DataFrame] = None)

Perfoms the simulation of the results for a given strategy.