Quantstats.reports.metrics would be nice to have last date stats for Drawdown

ranaroussi / quantstats

Portfolio analytics for quants, written in Python

Apache License 2.0

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Quantstats.reports.metrics would be nice to have last date stats for Drawdown #318

Open TraderMikeS opened 7 months ago

TraderMikeS commented 7 months ago

The quantstats.reports.metrics report is quite complete. But I find myself always wanting, in addition, the current or endpoint (last day) statistics for Drawdown. Right now I have to guestimate by looking at the chart.

git-shogg commented 7 months ago

Hi @TraderMikeS, this is a great suggestion and I believe would provide a bunch of value for other end users who may also be guesstimating these dates. I have submitted a pull request that will enable this functionality and output results similar to that shown below (when using the quantstats.reports.metrics). If you urgently need this feel free to use the pull request submitted otherwise we can wait for this to be merged into the main branch.