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quantopian / empyrical

Common financial risk and performance metrics. Used by zipline and pyfolio.
https://quantopian.github.io/empyrical
Apache License 2.0
1.31k stars 406 forks source link

Fix issue #43 #44

Closed avi-analytics closed 7 years ago

avi-analytics commented 7 years ago

I've simply invoked a 'min()' method on object being returned from 'max_drawdown'. Whether it is pandas.Series or numpy.ndarray, it will return float scalar.