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ranaroussi / quantstats

Portfolio analytics for quants, written in Python
Apache License 2.0
4.91k stars 851 forks source link

correct drawdown days calculation #234

Closed drusakov778 closed 1 year ago

drusakov778 commented 1 year ago

correct drawdown days calculations, 'end' of drawdown now always the last date of the drawdown fixes #233

drusakov778 commented 1 year ago

P.S. it seems to me the whole code fails DeepSource checks rather than the particular commit 6dceefa tagged above..