Comments (4)
twiecki
commented on June 22, 2024
Yes, I noticed that too. We should try to have the plot use only the latter version and remove max_drawdown.
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gusgordon
commented on June 22, 2024
These actually do different things, get_max_draw_down just gets the extrema dates. These definitely need renaming, but maybe there is a good way to combine them.
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twiecki
commented on June 22, 2024
We can probably call gen_drawdown_table(df_rets, top=1) and get the drawdown value from there https://github.com/quantopian/quantrisk/blob/master/quantrisk/timeseries.py#L368
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eigenfoo
commented on June 22, 2024
Couldn't find a get_max_draw_down function in the code base, assuming this issue has been resolved.
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