def max_drawdown(close: Series,
method: str = None,
all: bool = False) -> float:
"""Maximum Drawdown from close. Default: 'dollar'.
Args:
close (pd.Series): Series of 'close's
method (str): Max DD calculation options: 'dollar', 'percent', 'log'.
Default: 'dollar'
all (bool): If True, it returns all three methods as a dict.
Default: False
>>> result = ta.max_drawdown(close, method="dollar", all=False)
"""
close = verify_series(close)
max_dd = drawdown(close).max()
max_dd_ = {
"dollar": max_dd.iloc[0],
"percent": max_dd.iloc[1],
"log": max_dd.iloc[2]
}
if all: return max_dd_
if isinstance(method, str) and method in max_dd_.keys():
return max_dd_[method]
return max_dd_["dollar"]
def max_drawdown(close: Series, method:str = None, all:bool = False) -> float:
"""Maximum Drawdown from close. Defaults to 'dollar'. """
close = verify_series(close)
max_dd = drawdown(close).max()
max_dd_ = {
"dollar": max_dd.iloc[0],
"percent": max_dd.iloc[1],
"log": max_dd.iloc[2]
}
if all: return max_dd_
if isinstance(method, str) and method in max_dd_.keys():
return max_dd_[method]
return max_dd_["dollar"]