12/2/2023 0 Comments Max drawdown duration matlab![]() peak_trace_kwargs : dict Keyword arguments passed to aph_objects.Scatter for peak values. ts_trace_kwargs : dict Keyword arguments passed to aph_objects.Scatter for Drawdowns.ts. top_n : int Filter top N drawdown records by maximum drawdown. plot ( column = None, top_n = 5, plot_zones = True, ts_trace_kwargs = None, peak_trace_kwargs = None, valley_trace_kwargs = None, recovery_trace_kwargs = None, active_trace_kwargs = None, decline_shape_kwargs = None, recovery_shape_kwargs = None, active_shape_kwargs = None, add_trace_kwargs = None, xref = 'x', yref = 'y', fig = None, ** layout_kwargs )Īrgs column : str Name of the column to plot. To change metrics, you can either change the config in-place, override this property, or overwrite the instance variable Drawdowns._metrics.ĭrawdowns. ![]() Thus, changing this config won't affect the class. Returns Drawdowns._metrics, which gets (deep) copied upon creation of each instance. StatsBuilderMixin.override_metrics_doc()Ĭo nf ig( ).PlotsBuilderMixin.override_subplots_doc().Requires records_arr to have all fields defined in drawdown_dt. Moreover, all generic accessors have a property drawdowns and a method get_drawdowns:ĭrawdowns ( wrapper, records_arr, ts = None, ** kwargs )Įxtends Ranges for working with drawdown records. max ( wrap_kwargs = dict ( to_timedelta = True )) Timedelta('66 days 00:00:00') From accessors ¶ from_ts ( price, wrapper_kwargs = dict ( freq = 'd' )) > drawdowns. download ( 'BTC-USD', start = start, end = end ). ![]() import vectorbt as vbt > import numpy as np > import pandas as pd > start = ' UTC' # crypto is in UTC > end = ' UTC' > price = vbt.
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