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stefan-jansen / pyfolio-reloaded

Portfolio and risk analytics in Python
https://pyfolio.ml4trading.io/
Apache License 2.0
389 stars 111 forks source link

bugfix for quantopian/pyfolio#678 #20

Open severus-sn4pe opened 2 years ago

severus-sn4pe commented 2 years ago

this PR fixes quantopian/pyfolio#678 by skipping drawdowns while plotting that have no peak or recovery set in plot_drawdown_periods()