search

stefan-jansen / pyfolio-reloaded

Portfolio and risk analytics in Python
https://pyfolio.ml4trading.io/
Apache License 2.0
348 stars 109 forks source link

bugfix for quantopian/pyfolio#678 #20

Open severus-sn4pe opened 1 year ago

severus-sn4pe commented 1 year ago

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