underwater plot error - Githubissues

quantopian / pyfolio

Portfolio and risk analytics in Python

https://quantopian.github.io/pyfolio

Apache License 2.0

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underwater plot error #666

Open alittlecanarybird opened 3 years ago

alittlecanarybird commented 3 years ago

Problem Description

My underwater plot is having trouble handling my very low drawdowns:

Versions

Pyfolio version: 0.9.2
Python version: 3.8.3
Pandas version: 1.0.5
Matplotlib version: 3.2.2