Python calculate_max_drawdown Examples

Programming Language: Python

Namespace/Package Name: pypm.metrics

Method/Function: calculate_max_drawdown

Examples at hotexamples.com: 2

Python calculate_max_drawdown - 2 examples found. These are the top rated real world Python examples of pypm.metrics.calculate_max_drawdown extracted from open source projects. You can rate examples to help us improve the quality of examples.

Example #1

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 def percent_max_drawdown(self):
     return metrics.calculate_max_drawdown(self.equity_series, 'percent')

Example #2

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 def dollar_max_drawdown(self):
     return metrics.calculate_max_drawdown(self.equity_series, 'dollar')