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Emsu / prophet

Financial markets analysis framework for programmers
http://prophet.michaelsu.io
BSD 3-Clause "New" or "Revised" License
1.08k stars 122 forks source link

Added maximum drawdown analyzer #6

Closed volcrush closed 9 years ago

volcrush commented 9 years ago

As per this stack overflow thread: http://stackoverflow.com/questions/22607324/start-end-and-duration-of-ma ximum-drawdown-in-python

Emsu commented 9 years ago

@volcrush Thanks! Do you mind updating the one existing test to check for the drawdown value? Otherwise LGTM

Emsu commented 9 years ago

I have some time this weekend to add a test and update docs for this. I'll merge it first. @volcrush thanks again :)