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rafa-rod / pytrendseries

Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.
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Doesn't support quantile parameter #1

Open bazookapb opened 1 year ago

bazookapb commented 1 year ago

image

rafa-rod commented 1 year ago

Hi! The quantile parameter is not available anymore. However you can filter the dataframe like this: trends_detected[trends_detected["drawdown"]>=trends_detected["drawdown"].quantile(0.95)]