StrategyPerformanceWidget

class sigtech.framework.experimental.ui.strategy_performance_viewer.StrategyPerformanceWidget

A class implementing an interactive representation of a strategy performance.

This object takes a instrument object as input and produces an interactive html output.

Example object creation:

s = StrategyPerformanceWidget(strategy)
s.display_html()

# raw html code can also be accessed.
s.html_code()

evaluate_stats(ts, cash)

Calculate formatted metrics for the provided timeseries and cash series.

calculate_metrics()

Compute the strategy’s rolling and static metrics.

html_code()

HTML code for output.

display()

Display an HTML version of the performance.