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trading.optimizer.analysis.calculators.returns

trading.optimizer.analysis.calculators.returns

get_return_metrics 

get_return_metrics(context: AnalysisContext) -> ReturnMetrics

Returns the ReturnMetrics for the given context.

Parameters:

Name Type Description Default
context AnalysisContext

The AnalysisContext object to derive data from.

 required

Returns:

Type Description
ReturnMetrics

A ReturnMetrics object with all the metrics relating to returns.
Source code in src\contango\trading\optimizer\analysis\calculators\returns.py 
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def get_return_metrics(context: AnalysisContext) -> ReturnMetrics:
    """
    Returns the `ReturnMetrics` for the given context.

    Args:
        context: The `AnalysisContext` object to derive data from.

    Returns:
        A `ReturnMetrics` object with all the metrics relating to returns.
    """
    total_return = _get_total_return(context.equity_curve)
    monthly_returns = _get_monthly_returns(context.equity_curve)
    equity_curve = context.equity_curve
    return ReturnMetrics(
        total_return=total_return,
        monthly_returns=monthly_returns,
        equity_curve=equity_curve
    )