def analyse(self, orders, start_date, end_date, benchmark_sym=None):
trade_days = Market.get_trade_days(start_date, end_date)
values = []
fee = 0
for timestamp in trade_days:
for order in orders:
t = order.timestamp
if t == timestamp:
f = Trader.make_order(self.portfolio, order)
fee += f
value = self.portfolio.get_value(timestamp)
values.append(value)
benchmark = None
if benchmark_sym:
benchmark = Simulator.get_benchmark(benchmark_sym,
start_date,
end_date)
self.result['days'] = trade_days
self.result['values'] = pd.Series(values, index=trade_days)
self.result['benchmark'] = benchmark
self.result['fee'] = fee
self.result['trades'] = len(orders)
return self.result
