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7.27 7 9.61 7c2.74 0 5.09 1.26 6.77 3.24L13.5 13.5l-4-4L2 17l1.5 1.5 6-6 4 4 4.05-4.57c.75 1.35 1.25 2.9 1.45 4.57h2c-.22-2.32-.95-4.41-2.04-6.16L22 6.92Z"/></svg> <span class=md-ellipsis> Pairs trading </span> </a> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_3_8> <label class=md-nav__link for=__nav_3_8 id=__nav_3_8_label tabindex> <span class=md-ellipsis> Patterns and projections </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_3_8_label aria-expanded=false> <label class=md-nav__title for=__nav_3_8> <span class="md-nav__icon md-icon"></span> Patterns and projections </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../../tutorials/patterns-and-projections/patterns/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m23 7.5-6.47-.54L14 1l-2.53 5.96L5 7.5l4.9 4.27-1.46 6.33L14 14.74l5.56 3.36-1.47-6.33L23 7.5m-6.86 4.73.4 1.71-1.51-.91-1.03-.62-1.03.62-1.51.91.39-1.71.28-1.18-.91-.79L9.88 9.1l1.76-.15 1.2-.1.47-1.11.69-1.62.69 1.62.47 1.11 1.2.1 1.75.15-1.33 1.16-.92.79.28 1.18M1.16 12c-.299-.5-.171-1.11.29-1.41l2.73-1.8 1.57 1.36-3.2 2.11c-.17.11-.36.17-.55.17-.32 0-.64-.16-.84-.43m.29 8.16 5.86-3.85L7 17.76l-.34 1.37-4.11 2.71c-.17.11-.36.16-.55.16-.32 0-.64-.16-.84-.45a1.013 1.013 0 0 1 .29-1.39m5.87-8.66.92.81-.27 1.19-5.42 3.55c-.17.11-.36.16-.55.16-.32 0-.64-.15-.84-.45a1 1 0 0 1 .29-1.38l5.87-3.88Z"/></svg> <span class=md-ellipsis> Patterns </span> </a> </li> <li class=md-nav__item> <a href=../../../tutorials/patterns-and-projections/projections/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m23 7.5-6.47-.54L14 1l-2.53 5.96L5 7.5l4.9 4.27-1.46 6.33L14 14.74l5.56 3.36-1.47-6.33L23 7.5m-6.86 4.73.4 1.71-1.51-.91-1.03-.62-1.03.62-1.51.91.39-1.71.28-1.18-.91-.79L9.88 9.1l1.76-.15 1.2-.1.47-1.11.69-1.62.69 1.62.47 1.11 1.2.1 1.75.15-1.33 1.16-.92.79.28 1.18M1.16 12c-.299-.5-.171-1.11.29-1.41l2.73-1.8 1.57 1.36-3.2 2.11c-.17.11-.36.17-.55.17-.32 0-.64-.16-.84-.43m.29 8.16 5.86-3.85L7 17.76l-.34 1.37-4.11 2.71c-.17.11-.36.16-.55.16-.32 0-.64-.16-.84-.45a1.013 1.013 0 0 1 .29-1.39m5.87-8.66.92.81-.27 1.19-5.42 3.55c-.17.11-.36.16-.55.16-.32 0-.64-.15-.84-.45a1 1 0 0 1 .29-1.38l5.87-3.88Z"/></svg> <span class=md-ellipsis> Projections </span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_3_9> <label class=md-nav__link for=__nav_3_9 id=__nav_3_9_label tabindex> <span class=md-ellipsis> Cross-validation </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_3_9_label aria-expanded=false> <label class=md-nav__title for=__nav_3_9> <span class="md-nav__icon md-icon"></span> Cross-validation </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../../tutorials/cross-validation/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M.41 13.41 6 19l1.41-1.42L1.83 12m20.41-6.42L11.66 16.17 7.5 12l-1.43 1.41L11.66 19l12-12M18 7l-1.41-1.42-6.35 6.35 1.42 1.41L18 7Z"/></svg> <span class=md-ellipsis> Cross-validation </span> </a> </li> <li class=md-nav__item> <a href=../../../tutorials/cross-validation/splitter/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M.41 13.41 6 19l1.41-1.42L1.83 12m20.41-6.42L11.66 16.17 7.5 12l-1.43 1.41L11.66 19l12-12M18 7l-1.41-1.42-6.35 6.35 1.42 1.41L18 7Z"/></svg> <span class=md-ellipsis> Splitter </span> </a> </li> <li class=md-nav__item> <a href=../../../tutorials/cross-validation/applications/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M.41 13.41 6 19l1.41-1.42L1.83 12m20.41-6.42L11.66 16.17 7.5 12l-1.43 1.41L11.66 19l12-12M18 7l-1.41-1.42-6.35 6.35 1.42 1.41L18 7Z"/></svg> <span class=md-ellipsis> Applications </span> </a> </li> </ul> </nav> </li> <li class=md-nav__item> <a href=../../../tutorials/more-tutorials/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M10.6 13.4a1 1 0 0 1-1.4 1.4 4.8 4.8 0 0 1 0-7l3.5-3.6a5.1 5.1 0 0 1 7.1 0 5.1 5.1 0 0 1 0 7.1l-1.5 1.5a6.4 6.4 0 0 0-.4-2.4l.5-.5a3.2 3.2 0 0 0 0-4.3 3.2 3.2 0 0 0-4.3 0l-3.5 3.6a2.9 2.9 0 0 0 0 4.2M23 18v2h-3v3h-2v-3h-3v-2h3v-3h2v3m-3.8-4.3a4.8 4.8 0 0 0-1.4-4.5 1 1 0 0 0-1.4 1.4 2.9 2.9 0 0 1 0 4.2l-3.5 3.6a3.2 3.2 0 0 1-4.3 0 3.2 3.2 0 0 1 0-4.3l.5-.4a7.3 7.3 0 0 1-.4-2.5l-1.5 1.5a5.1 5.1 0 0 0 0 7.1 5.1 5.1 0 0 0 7.1 0l1.8-1.8a6 6 0 0 1 3.1-4.3Z"/></svg> <span class=md-ellipsis> More tutorials </span> </a> </li> <li class=md-nav__item> <a href=../../../tutorials/to-be-continued/index.html class=md-nav__link> <span class=md-ellipsis> To be continued... </span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_4> <label class=md-nav__link for=__nav_4 id=__nav_4_label tabindex> <span class=md-ellipsis> Documentation </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=1 aria-labelledby=__nav_4_label aria-expanded=false> <label class=md-nav__title for=__nav_4> <span class="md-nav__icon md-icon"></span> Documentation </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../../documentation/fundamentals/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M3 7a2 2 0 0 0-2 2v8h2v-4h2v4h2V9a2 2 0 0 0-2-2H3m0 2h2v2H3m12-.5V9a2 2 0 0 0-2-2H9v10h4a2 2 0 0 0 2-2v-1.5a1.54 1.54 0 0 0-1.5-1.5 1.54 1.54 0 0 0 1.5-1.5M13 15h-2v-2h2v2m0-4h-2V9h2m6-2a2 2 0 0 0-2 2v6a2 2 0 0 0 2 2h2a2 2 0 0 0 2-2v-1h-2v1h-2V9h2v1h2V9a2 2 0 0 0-2-2Z"/></svg> <span class=md-ellipsis> Fundamentals </span> </a> </li> <li class=md-nav__item> <a href=../../../documentation/building-blocks/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M21 16.5c0 .38-.21.71-.53.88l-7.9 4.44c-.16.12-.36.18-.57.18-.21 0-.41-.06-.57-.18l-7.9-4.44A.991.991 0 0 1 3 16.5v-9c0-.38.21-.71.53-.88l7.9-4.44c.16-.12.36-.18.57-.18.21 0 .41.06.57.18l7.9 4.44c.32.17.53.5.53.88v9M12 4.15 6.04 7.5 12 10.85l5.96-3.35L12 4.15M5 15.91l6 3.38v-6.71L5 9.21v6.7m14 0v-6.7l-6 3.37v6.71l6-3.38Z"/></svg> <span class=md-ellipsis> Building blocks </span> </a> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_4_3> <label class=md-nav__link for=__nav_4_3 id=__nav_4_3_label tabindex> <span class=md-ellipsis> Data </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_4_3_label aria-expanded=false> <label class=md-nav__title for=__nav_4_3> <span class="md-nav__icon md-icon"></span> Data </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../../documentation/data/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 3C7.58 3 4 4.79 4 7s3.58 4 8 4 8-1.79 8-4-3.58-4-8-4M4 9v3c0 2.21 3.58 4 8 4s8-1.79 8-4V9c0 2.21-3.58 4-8 4s-8-1.79-8-4m0 5v3c0 2.21 3.58 4 8 4s8-1.79 8-4v-3c0 2.21-3.58 4-8 4s-8-1.79-8-4Z"/></svg> <span class=md-ellipsis> Data </span> </a> </li> <li class=md-nav__item> <a href=../../../documentation/data/local/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M19 20H4a2 2 0 0 1-2-2V6c0-1.11.89-2 2-2h6l2 2h7a2 2 0 0 1 2 2H4v10l2.14-8h17.07l-2.28 8.5c-.23.87-1.01 1.5-1.93 1.5Z"/></svg> <span class=md-ellipsis> Local </span> </a> </li> <li class=md-nav__item> <a href=../../../documentation/data/remote/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M16.36 14c.08-.66.14-1.32.14-2 0-.68-.06-1.34-.14-2h3.38c.16.64.26 1.31.26 2s-.1 1.36-.26 2m-5.15 5.56c.6-1.11 1.06-2.31 1.38-3.56h2.95a8.03 8.03 0 0 1-4.33 3.56M14.34 14H9.66c-.1-.66-.16-1.32-.16-2 0-.68.06-1.35.16-2h4.68c.09.65.16 1.32.16 2 0 .68-.07 1.34-.16 2M12 19.96c-.83-1.2-1.5-2.53-1.91-3.96h3.82c-.41 1.43-1.08 2.76-1.91 3.96M8 8H5.08A7.923 7.923 0 0 1 9.4 4.44C8.8 5.55 8.35 6.75 8 8m-2.92 8H8c.35 1.25.8 2.45 1.4 3.56A8.008 8.008 0 0 1 5.08 16m-.82-2C4.1 13.36 4 12.69 4 12s.1-1.36.26-2h3.38c-.08.66-.14 1.32-.14 2 0 .68.06 1.34.14 2M12 4.03c.83 1.2 1.5 2.54 1.91 3.97h-3.82c.41-1.43 1.08-2.77 1.91-3.97M18.92 8h-2.95a15.65 15.65 0 0 0-1.38-3.56c1.84.63 3.37 1.9 4.33 3.56M12 2C6.47 2 2 6.5 2 12a10 10 0 0 0 10 10 10 10 0 0 0 10-10A10 10 0 0 0 12 2Z"/></svg> <span class=md-ellipsis> Remote </span> </a> </li> <li class=md-nav__item> <a href=../../../documentation/data/synthetic/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m19 1-1.26 2.75L15 5l2.74 1.26L19 9l1.25-2.74L23 5l-2.75-1.25M9 4 6.5 9.5 1 12l5.5 2.5L9 20l2.5-5.5L17 12l-5.5-2.5M19 15l-1.26 2.74L15 19l2.74 1.25L19 23l1.25-2.75L23 19l-2.75-1.26"/></svg> <span class=md-ellipsis> Synthetic </span> </a> </li> <li class=md-nav__item> <a href=../../../documentation/data/scheduling/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 20a7 7 0 0 1-7-7 7 7 0 0 1 7-7 7 7 0 0 1 7 7 7 7 0 0 1-7 7m7.03-12.61 1.42-1.42c-.45-.51-.9-.97-1.41-1.41L17.62 6c-1.55-1.26-3.5-2-5.62-2a9 9 0 0 0-9 9 9 9 0 0 0 9 9c5 0 9-4.03 9-9 0-2.12-.74-4.07-1.97-5.61M11 14h2V8h-2m4-7H9v2h6V1Z"/></svg> <span class=md-ellipsis> Scheduling </span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_4_4> <label class=md-nav__link for=__nav_4_4 id=__nav_4_4_label tabindex> <span class=md-ellipsis> Indicators </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_4_4_label aria-expanded=false> <label class=md-nav__title for=__nav_4_4> <span class="md-nav__icon md-icon"></span> Indicators </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../../documentation/indicators/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m3 14 .5.07L8.07 9.5a1.95 1.95 0 0 1 .52-1.91c.78-.79 2.04-.79 2.82 0 .53.52.7 1.26.52 1.91l2.57 2.57.5-.07c.18 0 .35 0 .5.07l3.57-3.57C19 8.35 19 8.18 19 8a2 2 0 0 1 2-2 2 2 0 0 1 2 2 2 2 0 0 1-2 2c-.18 0-.35 0-.5-.07l-3.57 3.57c.07.15.07.32.07.5a2 2 0 0 1-2 2 2 2 0 0 1-2-2l.07-.5-2.57-2.57c-.32.07-.68.07-1 0L4.93 15.5 5 16a2 2 0 0 1-2 2 2 2 0 0 1-2-2 2 2 0 0 1 2-2Z"/></svg> <span class=md-ellipsis> Indicators </span> </a> </li> <li class=md-nav__item> <a href=../../../documentation/indicators/development/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M4 3c-1.11 0-2 .89-2 2v4c0 1.11.89 2 2 2h4c1.11 0 2-.89 2-2V5c0-1.11-.89-2-2-2m.2 1.5 1.06 1.05L5.27 9.5 2.74 6.95 3.81 5.9l1.47 1.49M4 13c-1.11 0-2 .89-2 2v4c0 1.11.89 2 2 2h4c1.11 0 2-.89 2-2v-4c0-1.11-.89-2-2-2m-4 2h4v4H4m8-14h10v2H12m0 12v-2h10v2m-10-8h10v2H12Z"/></svg> <span class=md-ellipsis> Development </span> </a> </li> <li class=md-nav__item> <a href=../../../documentation/indicators/analysis/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M21 8c-1.5 0-2.3 1.4-1.9 2.5l-3.6 3.6c-.3-.1-.7-.1-1 0l-2.6-2.6c.4-1.1-.4-2.5-1.9-2.5-1.4 0-2.3 1.4-1.9 2.5L3.5 16c-1.1-.3-2.5.5-2.5 2 0 1.1.9 2 2 2 1.4 0 2.3-1.4 1.9-2.5l4.5-4.6c.3.1.7.1 1 0l2.6 2.6c-.3 1 .5 2.5 2 2.5s2.3-1.4 1.9-2.5l3.6-3.6c1.1.3 2.5-.5 2.5-1.9 0-1.1-.9-2-2-2m-6 1 .9-2.1L18 6l-2.1-.9L15 3l-.9 2.1L12 6l2.1.9L15 9M3.5 11 4 9l2-.5L4 8l-.5-2L3 8l-2 .5L3 9l.5 2Z"/></svg> <span class=md-ellipsis> Analysis </span> </a> </li> <li class=md-nav__item> <a href=../../../documentation/indicators/parsers/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m14.6 16.6 4.6-4.6-4.6-4.6L16 6l6 6-6 6-1.4-1.4m-5.2 0L4.8 12l4.6-4.6L8 6l-6 6 6 6 1.4-1.4Z"/></svg> <span class=md-ellipsis> Parsers </span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_4_5> <label class=md-nav__link for=__nav_4_5 id=__nav_4_5_label tabindex> <span class=md-ellipsis> Portfolio </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_4_5_label aria-expanded=false> <label class=md-nav__title for=__nav_4_5> <span class="md-nav__icon md-icon"></span> Portfolio </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../../documentation/portfolio/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M17.45 15.18 22 7.31V21H2V3h2v12.54L9.5 6 16 9.78l4.24-7.33 1.73 1-5.23 9.05-6.51-3.75L4.31 19h2.26l4.39-7.56 6.49 3.74Z"/></svg> <span class=md-ellipsis> Portfolio </span> </a> </li> <li class=md-nav__item> <a href=../../../documentation/portfolio/from-orders/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M2 2v20h20V2H2m18 10h-4v4h4v4h-4v-4h-4v4H8v-4H4v-4h4V8H4V4h4v4h4V4h4v4h4v4m-4-4v4h-4V8h4m-4 4v4H8v-4h4Z"/></svg> <span class=md-ellipsis> From orders </span> </a> </li> <li class=md-nav__item> <a href=../../../documentation/portfolio/from-signals/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 10c-1.1 0-2 .9-2 2s.9 2 2 2 2-.9 2-2-.9-2-2-2m6 2c0-3.3-2.7-6-6-6s-6 2.7-6 6c0 2.2 1.2 4.1 3 5.2l1-1.7c-1.2-.7-2-2-2-3.4 0-2.2 1.8-4 4-4s4 1.8 4 4c0 1.5-.8 2.8-2 3.4l1 1.7c1.8-1 3-3 3-5.2M12 2C6.5 2 2 6.5 2 12c0 3.7 2 6.9 5 8.6l1-1.7c-2.4-1.4-4-4-4-6.9 0-4.4 3.6-8 8-8s8 3.6 8 8c0 3-1.6 5.5-4 6.9l1 1.7c3-1.7 5-4.9 5-8.6 0-5.5-4.5-10-10-10Z"/></svg> <span class=md-ellipsis> From signals </span> </a> </li> </ul> </nav> </li> <li class=md-nav__item> <a href=../../../documentation/to-be-continued/index.html class=md-nav__link> <span class=md-ellipsis> To be continued... </span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--active md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_5 checked> <label class=md-nav__link for=__nav_5 id=__nav_5_label tabindex> <span class=md-ellipsis> API </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=1 aria-labelledby=__nav_5_label aria-expanded=true> <label class=md-nav__title for=__nav_5> <span class="md-nav__icon md-icon"></span> API </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../index.html class=md-nav__link> <span class=md-ellipsis> API </span> </a> </li> <li class=md-nav__item> <a href=../../_settings/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M6 2c-1.11 0-2 .89-2 2v16a2 2 0 0 0 2 2h6.68a7 7 0 0 1-.68-3 7 7 0 0 1 7-7 7 7 0 0 1 1 .08V8l-6-6H6m7 1.5L18.5 9H13V3.5M18 14a.26.26 0 0 0-.26.21l-.19 1.32c-.3.13-.59.29-.85.47l-1.24-.5c-.11 0-.24 0-.31.13l-1 1.73c-.06.11-.04.24.06.32l1.06.82a4.193 4.193 0 0 0 0 1l-1.06.82a.26.26 0 0 0-.06.32l1 1.73c.06.13.19.13.31.13l1.24-.5c.26.18.54.35.85.47l.19 1.32c.02.12.12.21.26.21h2c.11 0 .22-.09.24-.21l.19-1.32c.3-.13.57-.29.84-.47l1.23.5c.13 0 .26 0 .33-.13l1-1.73a.26.26 0 0 0-.06-.32l-1.07-.82c.02-.17.04-.33.04-.5 0-.17-.01-.33-.04-.5l1.06-.82a.26.26 0 0 0 .06-.32l-1-1.73c-.06-.13-.19-.13-.32-.13l-1.23.5c-.27-.18-.54-.35-.85-.47l-.19-1.32A.236.236 0 0 0 20 14h-2m1 3.5c.83 0 1.5.67 1.5 1.5s-.67 1.5-1.5 1.5c-.84 0-1.5-.67-1.5-1.5s.67-1.5 1.5-1.5Z"/></svg> <span class=md-ellipsis> _settings </span> </a> </li> <li class=md-nav__item> <a href=../../_opt_deps/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M6 2c-1.11 0-2 .89-2 2v16a2 2 0 0 0 2 2h6.68a7 7 0 0 1-.68-3 7 7 0 0 1 7-7 7 7 0 0 1 1 .08V8l-6-6H6m7 1.5L18.5 9H13V3.5M18 14a.26.26 0 0 0-.26.21l-.19 1.32c-.3.13-.59.29-.85.47l-1.24-.5c-.11 0-.24 0-.31.13l-1 1.73c-.06.11-.04.24.06.32l1.06.82a4.193 4.193 0 0 0 0 1l-1.06.82a.26.26 0 0 0-.06.32l1 1.73c.06.13.19.13.31.13l1.24-.5c.26.18.54.35.85.47l.19 1.32c.02.12.12.21.26.21h2c.11 0 .22-.09.24-.21l.19-1.32c.3-.13.57-.29.84-.47l1.23.5c.13 0 .26 0 .33-.13l1-1.73a.26.26 0 0 0-.06-.32l-1.07-.82c.02-.17.04-.33.04-.5 0-.17-.01-.33-.04-.5l1.06-.82a.26.26 0 0 0 .06-.32l-1-1.73c-.06-.13-.19-.13-.32-.13l-1.23.5c-.27-.18-.54-.35-.85-.47l-.19-1.32A.236.236 0 0 0 20 14h-2m1 3.5c.83 0 1.5.67 1.5 1.5s-.67 1.5-1.5 1.5c-.84 0-1.5-.67-1.5-1.5s.67-1.5 1.5-1.5Z"/></svg> <span class=md-ellipsis> _opt_deps </span> </a> </li> <li class=md-nav__item> <a href=../../accessors/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M11 5H8l4-4 4 4h-3v4.43c-.75.46-1.42 1.03-2 1.69V5m11 6-4-4v3a6.747 6.747 0 0 0-7 6.17A3.006 3.006 0 0 0 9.17 20 3.006 3.006 0 0 0 13 21.83 3.01 3.01 0 0 0 14.83 18c-.3-.86-.98-1.53-1.83-1.83.47-4 4.47-4.2 4.95-4.2v3L22 11m-11.37.59A7.632 7.632 0 0 0 6 10V7l-4 4 4 4v-3c1.34.03 2.63.5 3.64 1.4.25-.64.58-1.25.99-1.81Z"/></svg> <span class=md-ellipsis> accessors </span> </a> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_5_5> <label class=md-nav__link for=__nav_5_5 id=__nav_5_5_label tabindex> <span class=md-ellipsis> base </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_5_5_label aria-expanded=false> <label class=md-nav__title for=__nav_5_5> <span class="md-nav__icon md-icon"></span> base </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../base/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M2 3v6h2.95l2 6H6v6h6v-4.59L17.41 11H22V5h-6v4.57L10.59 15H9.06l-2-6H8V3M4 5h2v2H4m14 0h2v2h-2M8 17h2v2H8Z"/></svg> <span class=md-ellipsis> base </span> </a> </li> <li class=md-nav__item> <a href=../../base/accessors/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M11 5H8l4-4 4 4h-3v4.43c-.75.46-1.42 1.03-2 1.69V5m11 6-4-4v3a6.747 6.747 0 0 0-7 6.17A3.006 3.006 0 0 0 9.17 20 3.006 3.006 0 0 0 13 21.83 3.01 3.01 0 0 0 14.83 18c-.3-.86-.98-1.53-1.83-1.83.47-4 4.47-4.2 4.95-4.2v3L22 11m-11.37.59A7.632 7.632 0 0 0 6 10V7l-4 4 4 4v-3c1.34.03 2.63.5 3.64 1.4.25-.64.58-1.25.99-1.81Z"/></svg> <span class=md-ellipsis> accessors </span> </a> </li> <li class=md-nav__item> <a href=../../base/chunking/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M18 16v-3h-3v9h-2V2h2v9h3V8l4 4-4 4M2 12l4 4v-3h3v9h2V2H9v9H6V8l-4 4Z"/></svg> <span class=md-ellipsis> chunking </span> </a> </li> <li class=md-nav__item> <a href=../../base/combining/index.html class=md-nav__link> <span class=md-ellipsis> combining </span> </a> </li> <li class=md-nav__item> <a href=../../base/decorators/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M2 3v6h2.95l2 6H6v6h6v-4.59L17.41 11H22V5h-6v4.57L10.59 15H9.06l-2-6H8V3H2m2 2h2v2H4V5m14 2h2v2h-2V7m0 8v3h-3v2h3v3h2v-3h3v-2h-3v-3h-2M8 17h2v2H8v-2Z"/></svg> <span class=md-ellipsis> decorators </span> </a> </li> <li class=md-nav__item> <a href=../../base/flex_indexing/index.html class=md-nav__link> <span class=md-ellipsis> flex_indexing </span> </a> </li> <li class=md-nav__item> <a href=../../base/indexes/index.html class=md-nav__link> <span class=md-ellipsis> indexes <span class=dobjtype>module</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/base/indexes.py target=_blank title="Jump to source"><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></a> </span> </a> </li> <li class=md-nav__item> <a href=../../base/indexing/index.html class=md-nav__link> <span class=md-ellipsis> indexing </span> </a> </li> <li class=md-nav__item> <a href=../../base/merging/index.html class=md-nav__link> <span class=md-ellipsis> merging </span> </a> </li> <li class=md-nav__item> <a href=../../base/preparing/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M18 4V3a1 1 0 0 0-1-1H5a1 1 0 0 0-1 1v4a1 1 0 0 0 1 1h12a1 1 0 0 0 1-1V6h1v4H9v11a1 1 0 0 0 1 1h2a1 1 0 0 0 1-1v-9h8V4h-3Z"/></svg> <span class=md-ellipsis> preparing </span> </a> </li> <li class=md-nav__item> <a href=../../base/reshaping/index.html class=md-nav__link> <span class=md-ellipsis> reshaping </span> </a> </li> <li class=md-nav__item> <a href=../../base/wrapping/index.html class=md-nav__link> <span class=md-ellipsis> wrapping </span> </a> </li> <li class="md-nav__item md-nav__item--pruned md-nav__item--nested"> <a href=../../base/grouping/index.html class=md-nav__link> <span class=md-ellipsis> grouping </span> <span class="md-nav__icon md-icon"></span> </a> </li> <li class="md-nav__item md-nav__item--pruned md-nav__item--nested"> <a href=../../base/resampling/index.html class=md-nav__link> <span class=md-ellipsis> resampling </span> <span class="md-nav__icon md-icon"></span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_5_6> <label class=md-nav__link for=__nav_5_6 id=__nav_5_6_label tabindex> <span class=md-ellipsis> data </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_5_6_label aria-expanded=false> <label class=md-nav__title for=__nav_5_6> <span class="md-nav__icon md-icon"></span> data </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../data/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 3C7.58 3 4 4.79 4 7s3.58 4 8 4 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xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m6 20 4.16-12.09L9.34 6H8V4h2c.42 0 .78.26.93.63L16.66 18H18v2h-2c-.43 0-.79-.27-.93-.64l-3.74-8.71L8.12 20H6Z"/></svg> <span class=md-ellipsis> nb </span> </a> </li> <li class=md-nav__item> <a href=../../data/saver/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 20a7 7 0 0 1-7-7 7 7 0 0 1 7-7 7 7 0 0 1 7 7 7 7 0 0 1-7 7m7.03-12.61 1.42-1.42c-.45-.51-.9-.97-1.41-1.41L17.62 6c-1.55-1.26-3.5-2-5.62-2a9 9 0 0 0-9 9 9 9 0 0 0 9 9c5 0 9-4.03 9-9 0-2.12-.74-4.07-1.97-5.61M11 14h2V8h-2m4-7H9v2h6V1Z"/></svg> <span class=md-ellipsis> saver </span> </a> </li> <li class=md-nav__item> <a href=../../data/updater/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 20a7 7 0 0 1-7-7 7 7 0 0 1 7-7 7 7 0 0 1 7 7 7 7 0 0 1-7 7m7.03-12.61 1.42-1.42c-.45-.51-.9-.97-1.41-1.41L17.62 6c-1.55-1.26-3.5-2-5.62-2a9 9 0 0 0-9 9 9 9 0 0 0 9 9c5 0 9-4.03 9-9 0-2.12-.74-4.07-1.97-5.61M11 14h2V8h-2m4-7H9v2h6V1Z"/></svg> <span class=md-ellipsis> updater </span> </a> </li> <li class="md-nav__item md-nav__item--pruned md-nav__item--nested"> <a href=../../data/custom/index.html class=md-nav__link> <span class=md-ellipsis> custom </span> <span class="md-nav__icon md-icon"></span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--active md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_5_7 checked> <label class=md-nav__link for=__nav_5_7 id=__nav_5_7_label tabindex> <span class=md-ellipsis> generic </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_5_7_label aria-expanded=true> <label class=md-nav__title for=__nav_5_7> <span class="md-nav__icon md-icon"></span> generic </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M2 2h4v2H4v16h2v2H2V2m18 2h-2V2h4v20h-4v-2h2V4M9 5h1v5h1v1H8v-1h1V6l-1 .5v-1L9 5m6 8h1v5h1v1h-3v-1h1v-4l-1 .5v-1l1-.5m-6 0c1.1 0 2 1.34 2 3s-.9 3-2 3-2-1.34-2-3 .9-3 2-3m0 1c-.55 0-1 .9-1 2s.45 2 1 2 1-.9 1-2-.45-2-1-2m6-9c1.1 0 2 1.34 2 3s-.9 3-2 3-2-1.34-2-3 .9-3 2-3m0 1c-.55 0-1 .9-1 2s.45 2 1 2 1-.9 1-2-.45-2-1-2Z"/></svg> <span class=md-ellipsis> generic </span> </a> </li> <li class=md-nav__item> <a href=../accessors/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M11 5H8l4-4 4 4h-3v4.43c-.75.46-1.42 1.03-2 1.69V5m11 6-4-4v3a6.747 6.747 0 0 0-7 6.17A3.006 3.006 0 0 0 9.17 20 3.006 3.006 0 0 0 13 21.83 3.01 3.01 0 0 0 14.83 18c-.3-.86-.98-1.53-1.83-1.83.47-4 4.47-4.2 4.95-4.2v3L22 11m-11.37.59A7.632 7.632 0 0 0 6 10V7l-4 4 4 4v-3c1.34.03 2.63.5 3.64 1.4.25-.64.58-1.25.99-1.81Z"/></svg> <span class=md-ellipsis> accessors </span> </a> </li> <li class=md-nav__item> <a href=../analyzable/index.html class=md-nav__link> <span class=md-ellipsis> analyzable </span> </a> </li> <li class=md-nav__item> <a href=../decorators/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M2 3v6h2.95l2 6H6v6h6v-4.59L17.41 11H22V5h-6v4.57L10.59 15H9.06l-2-6H8V3H2m2 2h2v2H4V5m14 2h2v2h-2V7m0 8v3h-3v2h3v3h2v-3h3v-2h-3v-3h-2M8 17h2v2H8v-2Z"/></svg> <span class=md-ellipsis> decorators </span> </a> </li> <li class="md-nav__item md-nav__item--active"> <input class="md-nav__toggle md-toggle" type=checkbox id=__toc> <label class="md-nav__link md-nav__link--active" for=__toc> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M8 2h8a2 2 0 0 1 2 2v16a2 2 0 0 1-2 2H8a2 2 0 0 1-2-2V4a2 2 0 0 1 2-2m0 8v4h8v-4H8m0 6v4h8v-4H8M8 4v4h8V4H8Z"/></svg> <span class=md-ellipsis> drawdowns </span> <span class="md-nav__icon md-icon"></span> </label> <a href=index.html class="md-nav__link md-nav__link--active"> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M8 2h8a2 2 0 0 1 2 2v16a2 2 0 0 1-2 2H8a2 2 0 0 1-2-2V4a2 2 0 0 1 2-2m0 8v4h8v-4H8m0 6v4h8v-4H8M8 4v4h8V4H8Z"/></svg> <span class=md-ellipsis> drawdowns </span> </a> <nav class="md-nav md-nav--secondary" aria-label="Table of contents"> <label class=md-nav__title for=__toc> <span class="md-nav__icon md-icon"></span> Table of contents </label> <ul class=md-nav__list data-md-component=toc data-md-scrollfix> <li class=md-nav__item> <a href=#from-accessors class=md-nav__link> <span class=md-ellipsis> From accessors </span> </a> </li> <li class=md-nav__item> <a href=#stats class=md-nav__link> <span class=md-ellipsis> Stats </span> </a> </li> <li class=md-nav__item> <a href=#plots class=md-nav__link> <span class=md-ellipsis> Plots </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.dd_attach_field_config class=md-nav__link> <span class=md-ellipsis> dd_attach_field_config </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.dd_field_config class=md-nav__link> <span class=md-ellipsis> dd_field_config </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.dd_shortcut_config class=md-nav__link> <span class=md-ellipsis> dd_shortcut_config </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns class=md-nav__link> <span class=md-ellipsis> Drawdowns() </span> </a> <nav class=md-nav aria-label=Drawdowns()> <ul class=md-nav__list> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.active_drawdown class=md-nav__link> <span class=md-ellipsis> active_drawdown </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.active_duration class=md-nav__link> <span class=md-ellipsis> active_duration </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.active_recovery class=md-nav__link> <span class=md-ellipsis> active_recovery </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.active_recovery_duration class=md-nav__link> <span class=md-ellipsis> active_recovery_duration </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.active_recovery_return class=md-nav__link> <span class=md-ellipsis> active_recovery_return </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.avg_drawdown class=md-nav__link> <span class=md-ellipsis> avg_drawdown </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.avg_recovery_return class=md-nav__link> <span class=md-ellipsis> avg_recovery_return </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.decline_duration class=md-nav__link> <span class=md-ellipsis> decline_duration </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.decline_ranges class=md-nav__link> <span class=md-ellipsis> decline_ranges </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.drawdown class=md-nav__link> <span class=md-ellipsis> drawdown </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.end_val class=md-nav__link> <span class=md-ellipsis> end_val </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.field_config class=md-nav__link> <span class=md-ellipsis> field_config </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.from_price class=md-nav__link> <span class=md-ellipsis> from_price() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.get_active_drawdown class=md-nav__link> <span class=md-ellipsis> get_active_drawdown() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.get_active_duration class=md-nav__link> <span class=md-ellipsis> get_active_duration() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.get_active_recovery class=md-nav__link> <span class=md-ellipsis> get_active_recovery() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.get_active_recovery_duration class=md-nav__link> <span class=md-ellipsis> get_active_recovery_duration() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.get_active_recovery_return class=md-nav__link> <span class=md-ellipsis> get_active_recovery_return() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.get_avg_drawdown class=md-nav__link> <span class=md-ellipsis> get_avg_drawdown() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.get_avg_recovery_return class=md-nav__link> <span class=md-ellipsis> get_avg_recovery_return() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.get_decline_duration class=md-nav__link> <span class=md-ellipsis> get_decline_duration() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.get_decline_ranges class=md-nav__link> <span class=md-ellipsis> get_decline_ranges() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.get_drawdown class=md-nav__link> <span class=md-ellipsis> get_drawdown() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.get_max_drawdown class=md-nav__link> <span class=md-ellipsis> get_max_drawdown() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.get_max_recovery_return class=md-nav__link> <span class=md-ellipsis> get_max_recovery_return() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.get_ranges class=md-nav__link> <span class=md-ellipsis> get_ranges() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.get_recovery_duration class=md-nav__link> <span class=md-ellipsis> get_recovery_duration() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.get_recovery_duration_ratio class=md-nav__link> <span class=md-ellipsis> get_recovery_duration_ratio() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.get_recovery_ranges class=md-nav__link> <span class=md-ellipsis> get_recovery_ranges() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.get_recovery_return class=md-nav__link> <span class=md-ellipsis> get_recovery_return() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.max_drawdown class=md-nav__link> <span class=md-ellipsis> max_drawdown </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.max_recovery_return class=md-nav__link> <span class=md-ellipsis> max_recovery_return </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.metrics class=md-nav__link> <span class=md-ellipsis> metrics </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.plot class=md-nav__link> <span class=md-ellipsis> plot() </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.plots_defaults class=md-nav__link> <span class=md-ellipsis> plots_defaults </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.ranges class=md-nav__link> <span class=md-ellipsis> ranges </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.recovery_duration class=md-nav__link> <span class=md-ellipsis> recovery_duration </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.recovery_duration_ratio class=md-nav__link> <span class=md-ellipsis> recovery_duration_ratio </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.recovery_ranges class=md-nav__link> <span class=md-ellipsis> recovery_ranges </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.recovery_return class=md-nav__link> <span class=md-ellipsis> recovery_return </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.start_val class=md-nav__link> <span class=md-ellipsis> start_val </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.stats_defaults class=md-nav__link> <span class=md-ellipsis> stats_defaults </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.status_active class=md-nav__link> <span class=md-ellipsis> status_active </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.status_recovered class=md-nav__link> <span class=md-ellipsis> status_recovered </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.subplots class=md-nav__link> <span class=md-ellipsis> subplots </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.valley_idx class=md-nav__link> <span class=md-ellipsis> valley_idx </span> </a> </li> <li class=md-nav__item> <a href=#vectorbtpro.generic.drawdowns.Drawdowns.valley_val class=md-nav__link> <span class=md-ellipsis> valley_val </span> </a> </li> </ul> </nav> </li> </ul> </nav> </li> <li class=md-nav__item> <a href=../enums/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M5 3h2v2H5v5a2 2 0 0 1-2 2 2 2 0 0 1 2 2v5h2v2H5c-1.07-.27-2-.9-2-2v-4a2 2 0 0 0-2-2H0v-2h1a2 2 0 0 0 2-2V5a2 2 0 0 1 2-2m14 0a2 2 0 0 1 2 2v4a2 2 0 0 0 2 2h1v2h-1a2 2 0 0 0-2 2v4a2 2 0 0 1-2 2h-2v-2h2v-5a2 2 0 0 1 2-2 2 2 0 0 1-2-2V5h-2V3h2m-7 12a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1m-4 0a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1m8 0a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1Z"/></svg> <span class=md-ellipsis> enums </span> </a> </li> <li class=md-nav__item> <a href=../plots_builder/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M13.04 19.61a2.682 2.682 0 0 0-2.54-1.81c-1.5 0-2.7 1.2-2.7 2.7V22H4a2 2 0 0 1-2-2v-3.8h1.5c1.5 0 2.7-1.2 2.7-2.7S5 10.8 3.5 10.8H2V7c0-1.1.9-2 2-2h4V3.5a2.5 2.5 0 0 1 5 0V5h4a2 2 0 0 1 2 2v4h1.5a2.5 2.5 0 0 1 2.5 2.5c0 .32-.06.62-.17.89A5.991 5.991 0 0 0 19 13c-3.31 0-6 2.69-6 6 0 .2 0 .41.04.61M18 15v3h-3v2h3v3h2v-3h3v-2h-3v-3h-2Z"/></svg> <span class=md-ellipsis> plots_builder </span> </a> </li> <li class=md-nav__item> <a href=../plotting/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M7.2 11.2c1.77 0 3.2 1.43 3.2 3.2 0 1.77-1.43 3.2-3.2 3.2-1.77 0-3.2-1.43-3.2-3.2 0-1.77 1.43-3.2 3.2-3.2m7.6 4.8a2 2 0 0 1 2 2 2 2 0 0 1-2 2 2 2 0 0 1-2-2 2 2 0 0 1 2-2m.4-12A4.8 4.8 0 0 1 20 8.8c0 2.65-2.15 4.8-4.8 4.8a4.8 4.8 0 0 1-4.8-4.8c0-2.65 2.15-4.8 4.8-4.8Z"/></svg> <span class=md-ellipsis> plotting </span> </a> </li> <li class=md-nav__item> <a href=../price_records/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M8 2h8a2 2 0 0 1 2 2v16a2 2 0 0 1-2 2H8a2 2 0 0 1-2-2V4a2 2 0 0 1 2-2m0 8v4h8v-4H8m0 6v4h8v-4H8M8 4v4h8V4H8Z"/></svg> <span class=md-ellipsis> price_records </span> </a> </li> <li class=md-nav__item> <a href=../ranges/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M8 2h8a2 2 0 0 1 2 2v16a2 2 0 0 1-2 2H8a2 2 0 0 1-2-2V4a2 2 0 0 1 2-2m0 8v4h8v-4H8m0 6v4h8v-4H8M8 4v4h8V4H8Z"/></svg> <span class=md-ellipsis> ranges </span> </a> </li> <li class=md-nav__item> <a href=../stats_builder/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M13.04 19.61a2.682 2.682 0 0 0-2.54-1.81c-1.5 0-2.7 1.2-2.7 2.7V22H4a2 2 0 0 1-2-2v-3.8h1.5c1.5 0 2.7-1.2 2.7-2.7S5 10.8 3.5 10.8H2V7c0-1.1.9-2 2-2h4V3.5a2.5 2.5 0 0 1 5 0V5h4a2 2 0 0 1 2 2v4h1.5a2.5 2.5 0 0 1 2.5 2.5c0 .32-.06.62-.17.89A5.991 5.991 0 0 0 19 13c-3.31 0-6 2.69-6 6 0 .2 0 .41.04.61M18 15v3h-3v2h3v3h2v-3h3v-2h-3v-3h-2Z"/></svg> <span class=md-ellipsis> stats_builder </span> </a> </li> <li class="md-nav__item md-nav__item--pruned md-nav__item--nested"> <a href=../nb/index.html class=md-nav__link> <span class=md-ellipsis> nb </span> <span class="md-nav__icon md-icon"></span> </a> </li> <li class="md-nav__item md-nav__item--pruned md-nav__item--nested"> <a href=../splitting/index.html class=md-nav__link> <span class=md-ellipsis> splitting </span> <span class="md-nav__icon md-icon"></span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_5_8> <label class=md-nav__link for=__nav_5_8 id=__nav_5_8_label tabindex> <span class=md-ellipsis> indicators </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_5_8_label aria-expanded=false> <label class=md-nav__title for=__nav_5_8> <span class="md-nav__icon md-icon"></span> indicators </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../indicators/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m3 14 .5.07L8.07 9.5a1.95 1.95 0 0 1 .52-1.91c.78-.79 2.04-.79 2.82 0 .53.52.7 1.26.52 1.91l2.57 2.57.5-.07c.18 0 .35 0 .5.07l3.57-3.57C19 8.35 19 8.18 19 8a2 2 0 0 1 2-2 2 2 0 0 1 2 2 2 2 0 0 1-2 2c-.18 0-.35 0-.5-.07l-3.57 3.57c.07.15.07.32.07.5a2 2 0 0 1-2 2 2 2 0 0 1-2-2l.07-.5-2.57-2.57c-.32.07-.68.07-1 0L4.93 15.5 5 16a2 2 0 0 1-2 2 2 2 0 0 1-2-2 2 2 0 0 1 2-2Z"/></svg> <span class=md-ellipsis> indicators </span> </a> </li> <li class=md-nav__item> <a href=../../indicators/configs/index.html class=md-nav__link> <span class=md-ellipsis> configs </span> </a> </li> <li class=md-nav__item> <a href=../../indicators/enums/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M5 3h2v2H5v5a2 2 0 0 1-2 2 2 2 0 0 1 2 2v5h2v2H5c-1.07-.27-2-.9-2-2v-4a2 2 0 0 0-2-2H0v-2h1a2 2 0 0 0 2-2V5a2 2 0 0 1 2-2m14 0a2 2 0 0 1 2 2v4a2 2 0 0 0 2 2h1v2h-1a2 2 0 0 0-2 2v4a2 2 0 0 1-2 2h-2v-2h2v-5a2 2 0 0 1 2-2 2 2 0 0 1-2-2V5h-2V3h2m-7 12a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1m-4 0a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1m8 0a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1Z"/></svg> <span class=md-ellipsis> enums </span> </a> </li> <li class=md-nav__item> <a href=../../indicators/expr/index.html class=md-nav__link> <span class=md-ellipsis> expr </span> </a> </li> <li class=md-nav__item> <a href=../../indicators/factory/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M4 18v2h4v-2H4m0-4v2h10v-2H4m6 4v2h4v-2h-4m6-4v2h4v-2h-4m0 4v2h4v-2h-4M2 22V8l5 4V8l5 4V8l5 4 1-10h3l1 10v10H2Z"/></svg> <span class=md-ellipsis> factory </span> </a> </li> <li class=md-nav__item> <a href=../../indicators/nb/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m6 20 4.16-12.09L9.34 6H8V4h2c.42 0 .78.26.93.63L16.66 18H18v2h-2c-.43 0-.79-.27-.93-.64l-3.74-8.71L8.12 20H6Z"/></svg> <span class=md-ellipsis> nb </span> </a> </li> <li class=md-nav__item> <a href=../../indicators/talib_/index.html class=md-nav__link> <span class=md-ellipsis> talib_ </span> </a> </li> <li class="md-nav__item md-nav__item--pruned md-nav__item--nested"> <a href=../../indicators/custom/index.html class=md-nav__link> <span class=md-ellipsis> custom </span> <span class="md-nav__icon md-icon"></span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_5_9> <label class=md-nav__link for=__nav_5_9 id=__nav_5_9_label tabindex> <span class=md-ellipsis> labels </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_5_9_label aria-expanded=false> <label class=md-nav__title for=__nav_5_9> <span class="md-nav__icon md-icon"></span> labels </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../labels/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M4 18h9l-2 2H4c-.5 0-1.03-.21-1.41-.59C2.21 19.03 2 18.5 2 18V8h2v10M17.63 4.84C17.27 4.33 16.67 4 16 4H8c-1.1 0-2 .9-2 2v8c0 1.1.9 2 2 2h8c.67 0 1.27-.34 1.63-.85L22 10l-4.37-5.16M16 14H8V6h8l3.55 4Z"/></svg> <span class=md-ellipsis> labels </span> </a> </li> <li class=md-nav__item> <a href=../../labels/enums/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M5 3h2v2H5v5a2 2 0 0 1-2 2 2 2 0 0 1 2 2v5h2v2H5c-1.07-.27-2-.9-2-2v-4a2 2 0 0 0-2-2H0v-2h1a2 2 0 0 0 2-2V5a2 2 0 0 1 2-2m14 0a2 2 0 0 1 2 2v4a2 2 0 0 0 2 2h1v2h-1a2 2 0 0 0-2 2v4a2 2 0 0 1-2 2h-2v-2h2v-5a2 2 0 0 1 2-2 2 2 0 0 1-2-2V5h-2V3h2m-7 12a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1m-4 0a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1m8 0a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1Z"/></svg> <span class=md-ellipsis> enums </span> </a> </li> <li class=md-nav__item> <a href=../../labels/nb/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m6 20 4.16-12.09L9.34 6H8V4h2c.42 0 .78.26.93.63L16.66 18H18v2h-2c-.43 0-.79-.27-.93-.64l-3.74-8.71L8.12 20H6Z"/></svg> <span class=md-ellipsis> nb </span> </a> </li> <li class="md-nav__item md-nav__item--pruned md-nav__item--nested"> <a href=../../labels/generators/index.html class=md-nav__link> <span class=md-ellipsis> generators </span> <span class="md-nav__icon md-icon"></span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_5_10> <label class=md-nav__link for=__nav_5_10 id=__nav_5_10_label tabindex> <span class=md-ellipsis> messaging </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_5_10_label aria-expanded=false> <label class=md-nav__title for=__nav_5_10> <span class="md-nav__icon md-icon"></span> messaging </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../messaging/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M20 2a2 2 0 0 1 2 2v12a2 2 0 0 1-2 2H6l-4 4V4a2 2 0 0 1 2-2h16M4 4v13.17L5.17 16H20V4H4m2 3h12v2H6V7m0 4h9v2H6v-2Z"/></svg> <span class=md-ellipsis> messaging </span> </a> </li> <li class=md-nav__item> <a href=../../messaging/telegram/index.html class=md-nav__link> <span class=md-ellipsis> telegram </span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_5_11> <label class=md-nav__link for=__nav_5_11 id=__nav_5_11_label tabindex> <span class=md-ellipsis> ohlcv </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_5_11_label aria-expanded=false> <label class=md-nav__title for=__nav_5_11> <span class="md-nav__icon md-icon"></span> ohlcv </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../ohlcv/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M8 2v3h2v14H8v3H6v-3H4V5h2V2h2m8 0v5h-2v10h2v5h2v-5h2V7h-2V2h-2Z"/></svg> <span class=md-ellipsis> ohlcv </span> </a> </li> <li class=md-nav__item> <a href=../../ohlcv/accessors/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M11 5H8l4-4 4 4h-3v4.43c-.75.46-1.42 1.03-2 1.69V5m11 6-4-4v3a6.747 6.747 0 0 0-7 6.17A3.006 3.006 0 0 0 9.17 20 3.006 3.006 0 0 0 13 21.83 3.01 3.01 0 0 0 14.83 18c-.3-.86-.98-1.53-1.83-1.83.47-4 4.47-4.2 4.95-4.2v3L22 11m-11.37.59A7.632 7.632 0 0 0 6 10V7l-4 4 4 4v-3c1.34.03 2.63.5 3.64 1.4.25-.64.58-1.25.99-1.81Z"/></svg> <span class=md-ellipsis> accessors </span> </a> </li> <li class=md-nav__item> <a href=../../ohlcv/nb/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m6 20 4.16-12.09L9.34 6H8V4h2c.42 0 .78.26.93.63L16.66 18H18v2h-2c-.43 0-.79-.27-.93-.64l-3.74-8.71L8.12 20H6Z"/></svg> <span class=md-ellipsis> nb </span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_5_12> <label class=md-nav__link for=__nav_5_12 id=__nav_5_12_label tabindex> <span class=md-ellipsis> portfolio </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_5_12_label aria-expanded=false> <label class=md-nav__title for=__nav_5_12> <span class="md-nav__icon md-icon"></span> portfolio </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../portfolio/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M17.45 15.18 22 7.31V21H2V3h2v12.54L9.5 6 16 9.78l4.24-7.33 1.73 1-5.23 9.05-6.51-3.75L4.31 19h2.26l4.39-7.56 6.49 3.74Z"/></svg> <span class=md-ellipsis> portfolio </span> </a> </li> <li class=md-nav__item> <a href=../../portfolio/base/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M2 3v6h2.95l2 6H6v6h6v-4.59L17.41 11H22V5h-6v4.57L10.59 15H9.06l-2-6H8V3M4 5h2v2H4m14 0h2v2h-2M8 17h2v2H8Z"/></svg> <span class=md-ellipsis> base </span> </a> </li> <li class=md-nav__item> <a href=../../portfolio/call_seq/index.html class=md-nav__link> <span class=md-ellipsis> call_seq </span> </a> </li> <li class=md-nav__item> <a href=../../portfolio/chunking/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M18 16v-3h-3v9h-2V2h2v9h3V8l4 4-4 4M2 12l4 4v-3h3v9h2V2H9v9H6V8l-4 4Z"/></svg> <span class=md-ellipsis> chunking </span> </a> </li> <li class=md-nav__item> <a href=../../portfolio/decorators/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M2 3v6h2.95l2 6H6v6h6v-4.59L17.41 11H22V5h-6v4.57L10.59 15H9.06l-2-6H8V3H2m2 2h2v2H4V5m14 2h2v2h-2V7m0 8v3h-3v2h3v3h2v-3h3v-2h-3v-3h-2M8 17h2v2H8v-2Z"/></svg> <span class=md-ellipsis> decorators </span> </a> </li> <li class=md-nav__item> <a href=../../portfolio/enums/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M5 3h2v2H5v5a2 2 0 0 1-2 2 2 2 0 0 1 2 2v5h2v2H5c-1.07-.27-2-.9-2-2v-4a2 2 0 0 0-2-2H0v-2h1a2 2 0 0 0 2-2V5a2 2 0 0 1 2-2m14 0a2 2 0 0 1 2 2v4a2 2 0 0 0 2 2h1v2h-1a2 2 0 0 0-2 2v4a2 2 0 0 1-2 2h-2v-2h2v-5a2 2 0 0 1 2-2 2 2 0 0 1-2-2V5h-2V3h2m-7 12a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1m-4 0a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1m8 0a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1Z"/></svg> <span class=md-ellipsis> enums </span> </a> </li> <li class=md-nav__item> <a href=../../portfolio/logs/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M8 2h8a2 2 0 0 1 2 2v16a2 2 0 0 1-2 2H8a2 2 0 0 1-2-2V4a2 2 0 0 1 2-2m0 8v4h8v-4H8m0 6v4h8v-4H8M8 4v4h8V4H8Z"/></svg> <span class=md-ellipsis> logs </span> </a> </li> <li class=md-nav__item> <a href=../../portfolio/orders/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M8 2h8a2 2 0 0 1 2 2v16a2 2 0 0 1-2 2H8a2 2 0 0 1-2-2V4a2 2 0 0 1 2-2m0 8v4h8v-4H8m0 6v4h8v-4H8M8 4v4h8V4H8Z"/></svg> <span class=md-ellipsis> orders </span> </a> </li> <li class=md-nav__item> <a href=../../portfolio/preparing/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M18 4V3a1 1 0 0 0-1-1H5a1 1 0 0 0-1 1v4a1 1 0 0 0 1 1h12a1 1 0 0 0 1-1V6h1v4H9v11a1 1 0 0 0 1 1h2a1 1 0 0 0 1-1v-9h8V4h-3Z"/></svg> <span class=md-ellipsis> preparing </span> </a> </li> <li class=md-nav__item> <a href=../../portfolio/trades/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M8 2h8a2 2 0 0 1 2 2v16a2 2 0 0 1-2 2H8a2 2 0 0 1-2-2V4a2 2 0 0 1 2-2m0 8v4h8v-4H8m0 6v4h8v-4H8M8 4v4h8V4H8Z"/></svg> <span class=md-ellipsis> trades </span> </a> </li> <li class="md-nav__item md-nav__item--pruned md-nav__item--nested"> <a href=../../portfolio/nb/index.html class=md-nav__link> <span class=md-ellipsis> nb </span> <span class="md-nav__icon md-icon"></span> </a> </li> <li class="md-nav__item md-nav__item--pruned md-nav__item--nested"> <a href=../../portfolio/pfopt/index.html class=md-nav__link> <span class=md-ellipsis> pfopt </span> <span class="md-nav__icon md-icon"></span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_5_13> <label class=md-nav__link for=__nav_5_13 id=__nav_5_13_label tabindex> <span class=md-ellipsis> px </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_5_13_label aria-expanded=false> <label class=md-nav__title for=__nav_5_13> <span class="md-nav__icon md-icon"></span> px </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../px/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M7.2 11.2c1.77 0 3.2 1.43 3.2 3.2 0 1.77-1.43 3.2-3.2 3.2-1.77 0-3.2-1.43-3.2-3.2 0-1.77 1.43-3.2 3.2-3.2m7.6 4.8a2 2 0 0 1 2 2 2 2 0 0 1-2 2 2 2 0 0 1-2-2 2 2 0 0 1 2-2m.4-12A4.8 4.8 0 0 1 20 8.8c0 2.65-2.15 4.8-4.8 4.8a4.8 4.8 0 0 1-4.8-4.8c0-2.65 2.15-4.8 4.8-4.8Z"/></svg> <span class=md-ellipsis> px </span> </a> </li> <li class=md-nav__item> <a href=../../px/accessors/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M11 5H8l4-4 4 4h-3v4.43c-.75.46-1.42 1.03-2 1.69V5m11 6-4-4v3a6.747 6.747 0 0 0-7 6.17A3.006 3.006 0 0 0 9.17 20 3.006 3.006 0 0 0 13 21.83 3.01 3.01 0 0 0 14.83 18c-.3-.86-.98-1.53-1.83-1.83.47-4 4.47-4.2 4.95-4.2v3L22 11m-11.37.59A7.632 7.632 0 0 0 6 10V7l-4 4 4 4v-3c1.34.03 2.63.5 3.64 1.4.25-.64.58-1.25.99-1.81Z"/></svg> <span class=md-ellipsis> accessors </span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_5_14> <label class=md-nav__link for=__nav_5_14 id=__nav_5_14_label tabindex> <span class=md-ellipsis> records </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_5_14_label aria-expanded=false> <label class=md-nav__title for=__nav_5_14> <span class="md-nav__icon md-icon"></span> records </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../records/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M8 2h8a2 2 0 0 1 2 2v16a2 2 0 0 1-2 2H8a2 2 0 0 1-2-2V4a2 2 0 0 1 2-2m0 8v4h8v-4H8m0 6v4h8v-4H8M8 4v4h8V4H8Z"/></svg> <span class=md-ellipsis> records </span> </a> </li> <li class=md-nav__item> <a href=../../records/base/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M2 3v6h2.95l2 6H6v6h6v-4.59L17.41 11H22V5h-6v4.57L10.59 15H9.06l-2-6H8V3M4 5h2v2H4m14 0h2v2h-2M8 17h2v2H8Z"/></svg> <span class=md-ellipsis> base </span> </a> </li> <li class=md-nav__item> <a href=../../records/chunking/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M18 16v-3h-3v9h-2V2h2v9h3V8l4 4-4 4M2 12l4 4v-3h3v9h2V2H9v9H6V8l-4 4Z"/></svg> <span class=md-ellipsis> chunking </span> </a> </li> <li class=md-nav__item> <a href=../../records/col_mapper/index.html class=md-nav__link> <span class=md-ellipsis> col_mapper </span> </a> </li> <li class=md-nav__item> <a href=../../records/decorators/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M2 3v6h2.95l2 6H6v6h6v-4.59L17.41 11H22V5h-6v4.57L10.59 15H9.06l-2-6H8V3H2m2 2h2v2H4V5m14 2h2v2h-2V7m0 8v3h-3v2h3v3h2v-3h3v-2h-3v-3h-2M8 17h2v2H8v-2Z"/></svg> <span class=md-ellipsis> decorators </span> </a> </li> <li class=md-nav__item> <a href=../../records/mapped_array/index.html class=md-nav__link> <span class=md-ellipsis> mapped_array </span> </a> </li> <li class=md-nav__item> <a href=../../records/nb/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m6 20 4.16-12.09L9.34 6H8V4h2c.42 0 .78.26.93.63L16.66 18H18v2h-2c-.43 0-.79-.27-.93-.64l-3.74-8.71L8.12 20H6Z"/></svg> <span class=md-ellipsis> nb </span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_5_15> <label class=md-nav__link for=__nav_5_15 id=__nav_5_15_label tabindex> <span class=md-ellipsis> registries </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_5_15_label aria-expanded=false> <label class=md-nav__title for=__nav_5_15> <span class="md-nav__icon md-icon"></span> registries </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../registries/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m17 21-2.75-3 1.16-1.16L17 18.43l3.59-3.59 1.16 1.41M12.8 21H5a2 2 0 0 1-2-2V5c0-1.11.89-2 2-2h14a2 2 0 0 1 2 2v7.8c-.88-.51-1.91-.8-3-.8l-1 .08V11H7v2h7.69A5.983 5.983 0 0 0 12 18c0 1.09.29 2.12.8 3m-.8-6H7v2h5m5-10H7v2h10"/></svg> <span class=md-ellipsis> registries </span> </a> </li> <li class=md-nav__item> <a href=../../registries/ca_registry/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m19 8-4 4h3a6 6 0 0 1-6 6c-1 0-1.97-.25-2.8-.7l-1.46 1.46A7.93 7.93 0 0 0 12 20a8 8 0 0 0 8-8h3M6 12a6 6 0 0 1 6-6c1 0 1.97.25 2.8.7l1.46-1.46A7.93 7.93 0 0 0 12 4a8 8 0 0 0-8 8H1l4 4 4-4"/></svg> <span class=md-ellipsis> ca_registry </span> </a> </li> <li class=md-nav__item> <a href=../../registries/ch_registry/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M18 16v-3h-3v9h-2V2h2v9h3V8l4 4-4 4M2 12l4 4v-3h3v9h2V2H9v9H6V8l-4 4Z"/></svg> <span class=md-ellipsis> ch_registry </span> </a> </li> <li class=md-nav__item> <a href=../../registries/jit_registry/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 16a3 3 0 0 1-3-3c0-1.12.61-2.1 1.5-2.61l9.71-5.62-5.53 9.58c-.5.98-1.51 1.65-2.68 1.65m0-13c1.81 0 3.5.5 4.97 1.32l-2.1 1.21C14 5.19 13 5 12 5a8 8 0 0 0-8 8c0 2.21.89 4.21 2.34 5.65h.01c.39.39.39 1.02 0 1.41-.39.39-1.03.39-1.42.01A9.969 9.969 0 0 1 2 13 10 10 0 0 1 12 3m10 10c0 2.76-1.12 5.26-2.93 7.07-.39.38-1.02.38-1.41-.01a.996.996 0 0 1 0-1.41A7.95 7.95 0 0 0 20 13c0-1-.19-2-.54-2.9L20.67 8C21.5 9.5 22 11.18 22 13Z"/></svg> <span class=md-ellipsis> jit_registry </span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_5_16> <label class=md-nav__link for=__nav_5_16 id=__nav_5_16_label tabindex> <span class=md-ellipsis> returns </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_5_16_label aria-expanded=false> <label class=md-nav__title for=__nav_5_16> <span class="md-nav__icon md-icon"></span> returns </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../returns/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m16 11.78 4.24-7.33 1.73 1-5.23 9.05-6.51-3.75L5.46 19H22v2H2V3h2v14.54L9.5 8l6.5 3.78Z"/></svg> <span class=md-ellipsis> returns </span> </a> </li> <li class=md-nav__item> <a href=../../returns/accessors/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M11 5H8l4-4 4 4h-3v4.43c-.75.46-1.42 1.03-2 1.69V5m11 6-4-4v3a6.747 6.747 0 0 0-7 6.17A3.006 3.006 0 0 0 9.17 20 3.006 3.006 0 0 0 13 21.83 3.01 3.01 0 0 0 14.83 18c-.3-.86-.98-1.53-1.83-1.83.47-4 4.47-4.2 4.95-4.2v3L22 11m-11.37.59A7.632 7.632 0 0 0 6 10V7l-4 4 4 4v-3c1.34.03 2.63.5 3.64 1.4.25-.64.58-1.25.99-1.81Z"/></svg> <span class=md-ellipsis> accessors </span> </a> </li> <li class=md-nav__item> <a href=../../returns/enums/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M5 3h2v2H5v5a2 2 0 0 1-2 2 2 2 0 0 1 2 2v5h2v2H5c-1.07-.27-2-.9-2-2v-4a2 2 0 0 0-2-2H0v-2h1a2 2 0 0 0 2-2V5a2 2 0 0 1 2-2m14 0a2 2 0 0 1 2 2v4a2 2 0 0 0 2 2h1v2h-1a2 2 0 0 0-2 2v4a2 2 0 0 1-2 2h-2v-2h2v-5a2 2 0 0 1 2-2 2 2 0 0 1-2-2V5h-2V3h2m-7 12a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1m-4 0a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1m8 0a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1Z"/></svg> <span class=md-ellipsis> enums </span> </a> </li> <li class=md-nav__item> <a href=../../returns/nb/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m6 20 4.16-12.09L9.34 6H8V4h2c.42 0 .78.26.93.63L16.66 18H18v2h-2c-.43 0-.79-.27-.93-.64l-3.74-8.71L8.12 20H6Z"/></svg> <span class=md-ellipsis> nb </span> </a> </li> <li class=md-nav__item> <a href=../../returns/qs_adapter/index.html class=md-nav__link> <span class=md-ellipsis> qs_adapter </span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_5_17> <label class=md-nav__link for=__nav_5_17 id=__nav_5_17_label tabindex> <span class=md-ellipsis> signals </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_5_17_label aria-expanded=false> <label class=md-nav__title for=__nav_5_17> <span class="md-nav__icon md-icon"></span> signals </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../signals/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 10c-1.1 0-2 .9-2 2s.9 2 2 2 2-.9 2-2-.9-2-2-2m6 2c0-3.3-2.7-6-6-6s-6 2.7-6 6c0 2.2 1.2 4.1 3 5.2l1-1.7c-1.2-.7-2-2-2-3.4 0-2.2 1.8-4 4-4s4 1.8 4 4c0 1.5-.8 2.8-2 3.4l1 1.7c1.8-1 3-3 3-5.2M12 2C6.5 2 2 6.5 2 12c0 3.7 2 6.9 5 8.6l1-1.7c-2.4-1.4-4-4-4-6.9 0-4.4 3.6-8 8-8s8 3.6 8 8c0 3-1.6 5.5-4 6.9l1 1.7c3-1.7 5-4.9 5-8.6 0-5.5-4.5-10-10-10Z"/></svg> <span class=md-ellipsis> signals </span> </a> </li> <li class=md-nav__item> <a href=../../signals/accessors/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M11 5H8l4-4 4 4h-3v4.43c-.75.46-1.42 1.03-2 1.69V5m11 6-4-4v3a6.747 6.747 0 0 0-7 6.17A3.006 3.006 0 0 0 9.17 20 3.006 3.006 0 0 0 13 21.83 3.01 3.01 0 0 0 14.83 18c-.3-.86-.98-1.53-1.83-1.83.47-4 4.47-4.2 4.95-4.2v3L22 11m-11.37.59A7.632 7.632 0 0 0 6 10V7l-4 4 4 4v-3c1.34.03 2.63.5 3.64 1.4.25-.64.58-1.25.99-1.81Z"/></svg> <span class=md-ellipsis> accessors </span> </a> </li> <li class=md-nav__item> <a href=../../signals/enums/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M5 3h2v2H5v5a2 2 0 0 1-2 2 2 2 0 0 1 2 2v5h2v2H5c-1.07-.27-2-.9-2-2v-4a2 2 0 0 0-2-2H0v-2h1a2 2 0 0 0 2-2V5a2 2 0 0 1 2-2m14 0a2 2 0 0 1 2 2v4a2 2 0 0 0 2 2h1v2h-1a2 2 0 0 0-2 2v4a2 2 0 0 1-2 2h-2v-2h2v-5a2 2 0 0 1 2-2 2 2 0 0 1-2-2V5h-2V3h2m-7 12a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1m-4 0a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1m8 0a1 1 0 0 1 1 1 1 1 0 0 1-1 1 1 1 0 0 1-1-1 1 1 0 0 1 1-1Z"/></svg> <span class=md-ellipsis> enums </span> </a> </li> <li class=md-nav__item> <a href=../../signals/factory/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M4 18v2h4v-2H4m0-4v2h10v-2H4m6 4v2h4v-2h-4m6-4v2h4v-2h-4m0 4v2h4v-2h-4M2 22V8l5 4V8l5 4V8l5 4 1-10h3l1 10v10H2Z"/></svg> <span class=md-ellipsis> factory </span> </a> </li> <li class=md-nav__item> <a href=../../signals/nb/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m6 20 4.16-12.09L9.34 6H8V4h2c.42 0 .78.26.93.63L16.66 18H18v2h-2c-.43 0-.79-.27-.93-.64l-3.74-8.71L8.12 20H6Z"/></svg> <span class=md-ellipsis> nb </span> </a> </li> <li class="md-nav__item md-nav__item--pruned md-nav__item--nested"> <a href=../../signals/generators/index.html class=md-nav__link> <span class=md-ellipsis> generators </span> <span class="md-nav__icon md-icon"></span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_5_18> <label class=md-nav__link for=__nav_5_18 id=__nav_5_18_label tabindex> <span class=md-ellipsis> utils </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=2 aria-labelledby=__nav_5_18_label aria-expanded=false> <label class=md-nav__title for=__nav_5_18> <span class="md-nav__icon md-icon"></span> utils </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../utils/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m21.71 20.29-1.42 1.42a1 1 0 0 1-1.41 0L7 9.85A3.81 3.81 0 0 1 6 10a4 4 0 0 1-3.78-5.3l2.54 2.54.53-.53 1.42-1.42.53-.53L4.7 2.22A4 4 0 0 1 10 6a3.81 3.81 0 0 1-.15 1l11.86 11.88a1 1 0 0 1 0 1.41M2.29 18.88a1 1 0 0 0 0 1.41l1.42 1.42a1 1 0 0 0 1.41 0l5.47-5.46-2.83-2.83M20 2l-4 2v2l-2.17 2.17 2 2L18 8h2l2-4Z"/></svg> <span class=md-ellipsis> utils </span> </a> </li> <li class=md-nav__item> <a href=../../utils/annotations/index.html class=md-nav__link> <span class=md-ellipsis> annotations </span> </a> </li> <li class=md-nav__item> <a href=../../utils/array_/index.html class=md-nav__link> <span class=md-ellipsis> array_ </span> </a> </li> <li class=md-nav__item> <a href=../../utils/attr_/index.html class=md-nav__link> <span class=md-ellipsis> attr_ </span> </a> </li> <li class=md-nav__item> <a href=../../utils/caching/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m19 8-4 4h3a6 6 0 0 1-6 6c-1 0-1.97-.25-2.8-.7l-1.46 1.46A7.93 7.93 0 0 0 12 20a8 8 0 0 0 8-8h3M6 12a6 6 0 0 1 6-6c1 0 1.97.25 2.8.7l1.46-1.46A7.93 7.93 0 0 0 12 4a8 8 0 0 0-8 8H1l4 4 4-4"/></svg> <span class=md-ellipsis> caching </span> </a> </li> <li class=md-nav__item> <a href=../../utils/chaining/index.html class=md-nav__link> <span class=md-ellipsis> chaining </span> </a> </li> <li class=md-nav__item> <a href=../../utils/checks/index.html class=md-nav__link> <span class=md-ellipsis> checks </span> </a> </li> <li class=md-nav__item> <a href=../../utils/chunking/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M18 16v-3h-3v9h-2V2h2v9h3V8l4 4-4 4M2 12l4 4v-3h3v9h2V2H9v9H6V8l-4 4Z"/></svg> <span class=md-ellipsis> chunking </span> </a> </li> <li class=md-nav__item> <a href=../../utils/colors/index.html class=md-nav__link> <span class=md-ellipsis> colors </span> </a> </li> <li class=md-nav__item> <a href=../../utils/config/index.html class=md-nav__link> <span class=md-ellipsis> config </span> </a> </li> <li class=md-nav__item> <a href=../../utils/cutting/index.html class=md-nav__link> <span class=md-ellipsis> cutting </span> </a> </li> <li class=md-nav__item> <a href=../../utils/datetime_/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M19 19H5V8h14m-3-7v2H8V1H6v2H5c-1.11 0-2 .89-2 2v14a2 2 0 0 0 2 2h14a2 2 0 0 0 2-2V5a2 2 0 0 0-2-2h-1V1m-1 11h-5v5h5v-5Z"/></svg> <span class=md-ellipsis> datetime_ </span> </a> </li> <li class=md-nav__item> <a href=../../utils/datetime_nb/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M19 19H5V8h14m-3-7v2H8V1H6v2H5c-1.11 0-2 .89-2 2v14a2 2 0 0 0 2 2h14a2 2 0 0 0 2-2V5a2 2 0 0 0-2-2h-1V1m-1 11h-5v5h5v-5Z"/></svg> <span class=md-ellipsis> datetime_nb </span> </a> </li> <li class=md-nav__item> <a href=../../utils/decorators/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M2 3v6h2.95l2 6H6v6h6v-4.59L17.41 11H22V5h-6v4.57L10.59 15H9.06l-2-6H8V3H2m2 2h2v2H4V5m14 2h2v2h-2V7m0 8v3h-3v2h3v3h2v-3h3v-2h-3v-3h-2M8 17h2v2H8v-2Z"/></svg> <span class=md-ellipsis> decorators </span> </a> </li> <li class=md-nav__item> <a href=../../utils/enum_/index.html class=md-nav__link> <span class=md-ellipsis> enum_ </span> </a> </li> <li class=md-nav__item> <a href=../../utils/eval_/index.html class=md-nav__link> <span class=md-ellipsis> eval_ </span> </a> </li> <li class=md-nav__item> <a href=../../utils/execution/index.html class=md-nav__link> <span class=md-ellipsis> execution </span> </a> </li> <li class=md-nav__item> <a href=../../utils/figure/index.html class=md-nav__link> <span class=md-ellipsis> figure </span> </a> </li> <li class=md-nav__item> <a href=../../utils/formatting/index.html class=md-nav__link> <span class=md-ellipsis> formatting </span> </a> </li> <li class=md-nav__item> <a href=../../utils/hashing/index.html class=md-nav__link> <span class=md-ellipsis> hashing </span> </a> </li> <li class=md-nav__item> <a href=../../utils/image_/index.html class=md-nav__link> <span class=md-ellipsis> image_ </span> </a> </li> <li class=md-nav__item> <a href=../../utils/jitting/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 16a3 3 0 0 1-3-3c0-1.12.61-2.1 1.5-2.61l9.71-5.62-5.53 9.58c-.5.98-1.51 1.65-2.68 1.65m0-13c1.81 0 3.5.5 4.97 1.32l-2.1 1.21C14 5.19 13 5 12 5a8 8 0 0 0-8 8c0 2.21.89 4.21 2.34 5.65h.01c.39.39.39 1.02 0 1.41-.39.39-1.03.39-1.42.01A9.969 9.969 0 0 1 2 13 10 10 0 0 1 12 3m10 10c0 2.76-1.12 5.26-2.93 7.07-.39.38-1.02.38-1.41-.01a.996.996 0 0 1 0-1.41A7.95 7.95 0 0 0 20 13c0-1-.19-2-.54-2.9L20.67 8C21.5 9.5 22 11.18 22 13Z"/></svg> <span class=md-ellipsis> jitting </span> </a> </li> <li class=md-nav__item> <a href=../../utils/magic_decorators/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M2 3v6h2.95l2 6H6v6h6v-4.59L17.41 11H22V5h-6v4.57L10.59 15H9.06l-2-6H8V3H2m2 2h2v2H4V5m14 2h2v2h-2V7m0 8v3h-3v2h3v3h2v-3h3v-2h-3v-3h-2M8 17h2v2H8v-2Z"/></svg> <span class=md-ellipsis> magic_decorators </span> </a> </li> <li class=md-nav__item> <a href=../../utils/mapping/index.html class=md-nav__link> <span class=md-ellipsis> mapping </span> </a> </li> <li class=md-nav__item> <a href=../../utils/math_/index.html class=md-nav__link> <span class=md-ellipsis> math_ </span> </a> </li> <li class=md-nav__item> <a href=../../utils/merging/index.html class=md-nav__link> <span class=md-ellipsis> merging </span> </a> </li> <li class=md-nav__item> <a href=../../utils/module_/index.html class=md-nav__link> <span class=md-ellipsis> module_ </span> </a> </li> <li class=md-nav__item> <a href=../../utils/path_/index.html class=md-nav__link> <span class=md-ellipsis> path_ </span> </a> </li> <li class=md-nav__item> <a href=../../utils/params/index.html class=md-nav__link> <span class=md-ellipsis> params </span> </a> </li> <li class=md-nav__item> <a href=../../utils/parsing/index.html class=md-nav__link> <span class=md-ellipsis> parsing </span> </a> </li> <li class=md-nav__item> <a href=../../utils/pbar/index.html class=md-nav__link> <span class=md-ellipsis> pbar </span> </a> </li> <li class=md-nav__item> <a href=../../utils/pickling/index.html class=md-nav__link> <span class=md-ellipsis> pickling </span> </a> </li> <li class=md-nav__item> <a href=../../utils/profiling/index.html class=md-nav__link> <span class=md-ellipsis> profiling </span> </a> </li> <li class=md-nav__item> <a href=../../utils/random_/index.html class=md-nav__link> <span class=md-ellipsis> random_ </span> </a> </li> <li class=md-nav__item> <a href=../../utils/requests_/index.html class=md-nav__link> <span class=md-ellipsis> requests_ </span> </a> </li> <li class=md-nav__item> <a href=../../utils/schedule_/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 20a7 7 0 0 1-7-7 7 7 0 0 1 7-7 7 7 0 0 1 7 7 7 7 0 0 1-7 7m7.03-12.61 1.42-1.42c-.45-.51-.9-.97-1.41-1.41L17.62 6c-1.55-1.26-3.5-2-5.62-2a9 9 0 0 0-9 9 9 9 0 0 0 9 9c5 0 9-4.03 9-9 0-2.12-.74-4.07-1.97-5.61M11 14h2V8h-2m4-7H9v2h6V1Z"/></svg> <span class=md-ellipsis> schedule_ </span> </a> </li> <li class=md-nav__item> <a href=../../utils/search/index.html class=md-nav__link> <span class=md-ellipsis> search </span> </a> </li> <li class=md-nav__item> <a href=../../utils/selection/index.html class=md-nav__link> <span class=md-ellipsis> selection </span> </a> </li> <li class=md-nav__item> <a href=../../utils/tagging/index.html class=md-nav__link> <span class=md-ellipsis> tagging </span> </a> </li> <li class=md-nav__item> <a href=../../utils/template/index.html class=md-nav__link> <span class=md-ellipsis> template </span> </a> </li> </ul> </nav> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_6> <label class=md-nav__link for=__nav_6 id=__nav_6_label tabindex> <span class=md-ellipsis> Cookbook </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=1 aria-labelledby=__nav_6_label aria-expanded=false> <label class=md-nav__title for=__nav_6> <span class="md-nav__icon md-icon"></span> Cookbook </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../../cookbook/overview/index.html class=md-nav__link> <span class=md-ellipsis> Overview </span> </a> </li> <li class=md-nav__item> <a href=../../../cookbook/discovery/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M3 3h6v4H3V3m12 7h6v4h-6v-4m0 7h6v4h-6v-4m-2-4H7v5h6v2H5V9h2v2h6v2Z"/></svg> <span class=md-ellipsis> Discovery </span> </a> </li> <li class=md-nav__item> <a href=../../../cookbook/configuration/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 15.5A3.5 3.5 0 0 1 8.5 12 3.5 3.5 0 0 1 12 8.5a3.5 3.5 0 0 1 3.5 3.5 3.5 3.5 0 0 1-3.5 3.5m7.43-2.53c.04-.32.07-.64.07-.97 0-.33-.03-.66-.07-1l2.11-1.63c.19-.15.24-.42.12-.64l-2-3.46c-.12-.22-.39-.31-.61-.22l-2.49 1c-.52-.39-1.06-.73-1.69-.98l-.37-2.65A.506.506 0 0 0 14 2h-4c-.25 0-.46.18-.5.42l-.37 2.65c-.63.25-1.17.59-1.69.98l-2.49-1c-.22-.09-.49 0-.61.22l-2 3.46c-.13.22-.07.49.12.64L4.57 11c-.04.34-.07.67-.07 1 0 .33.03.65.07.97l-2.11 1.66c-.19.15-.25.42-.12.64l2 3.46c.12.22.39.3.61.22l2.49-1.01c.52.4 1.06.74 1.69.99l.37 2.65c.04.24.25.42.5.42h4c.25 0 .46-.18.5-.42l.37-2.65c.63-.26 1.17-.59 1.69-.99l2.49 1.01c.22.08.49 0 .61-.22l2-3.46c.12-.22.07-.49-.12-.64l-2.11-1.66Z"/></svg> <span class=md-ellipsis> Configuration </span> </a> </li> <li class=md-nav__item> <a href=../../../cookbook/persistence/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M2 12h2v5h16v-5h2v5c0 1.11-.89 2-2 2H4a2 2 0 0 1-2-2v-5m10 3 5.55-5.46-1.42-1.41L13 11.25V2h-2v9.25L7.88 8.13 6.46 9.55 12 15Z"/></svg> <span class=md-ellipsis> Persistence </span> </a> </li> <li class=md-nav__item> <a href=../../../cookbook/caching/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m19 8-4 4h3a6 6 0 0 1-6 6c-1 0-1.97-.25-2.8-.7l-1.46 1.46A7.93 7.93 0 0 0 12 20a8 8 0 0 0 8-8h3M6 12a6 6 0 0 1 6-6c1 0 1.97.25 2.8.7l1.46-1.46A7.93 7.93 0 0 0 12 4a8 8 0 0 0-8 8H1l4 4 4-4"/></svg> <span class=md-ellipsis> Caching </span> </a> </li> <li class=md-nav__item> <a href=../../../cookbook/plotting/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M7.2 11.2c1.77 0 3.2 1.43 3.2 3.2 0 1.77-1.43 3.2-3.2 3.2-1.77 0-3.2-1.43-3.2-3.2 0-1.77 1.43-3.2 3.2-3.2m7.6 4.8a2 2 0 0 1 2 2 2 2 0 0 1-2 2 2 2 0 0 1-2-2 2 2 0 0 1 2-2m.4-12A4.8 4.8 0 0 1 20 8.8c0 2.65-2.15 4.8-4.8 4.8a4.8 4.8 0 0 1-4.8-4.8c0-2.65 2.15-4.8 4.8-4.8Z"/></svg> <span class=md-ellipsis> Plotting </span> </a> </li> <li class=md-nav__item> <a href=../../../cookbook/compilation/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 16a3 3 0 0 1-3-3c0-1.12.61-2.1 1.5-2.61l9.71-5.62-5.53 9.58c-.5.98-1.51 1.65-2.68 1.65m0-13c1.81 0 3.5.5 4.97 1.32l-2.1 1.21C14 5.19 13 5 12 5a8 8 0 0 0-8 8c0 2.21.89 4.21 2.34 5.65h.01c.39.39.39 1.02 0 1.41-.39.39-1.03.39-1.42.01A9.969 9.969 0 0 1 2 13 10 10 0 0 1 12 3m10 10c0 2.76-1.12 5.26-2.93 7.07-.39.38-1.02.38-1.41-.01a.996.996 0 0 1 0-1.41A7.95 7.95 0 0 0 20 13c0-1-.19-2-.54-2.9L20.67 8C21.5 9.5 22 11.18 22 13Z"/></svg> <span class=md-ellipsis> Compilation </span> </a> </li> <li class=md-nav__item> <a href=../../../cookbook/data/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 3C7.58 3 4 4.79 4 7s3.58 4 8 4 8-1.79 8-4-3.58-4-8-4M4 9v3c0 2.21 3.58 4 8 4s8-1.79 8-4V9c0 2.21-3.58 4-8 4s-8-1.79-8-4m0 5v3c0 2.21 3.58 4 8 4s8-1.79 8-4v-3c0 2.21-3.58 4-8 4s-8-1.79-8-4Z"/></svg> <span class=md-ellipsis> Data </span> </a> </li> <li class=md-nav__item> <a href=../../../cookbook/arrays/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M7 2h14a2 2 0 0 1 2 2v12c0 1.11-.89 2-2 2H7a2 2 0 0 1-2-2V4c0-1.1.9-2 2-2m0 4v4h6V6H7m8 0v4h6V6h-6m-8 6v4h6v-4H7m8 0v4h6v-4h-6M3 20V6H1v14c0 1.11.89 2 2 2h16v-2H3Z"/></svg> <span class=md-ellipsis> Arrays </span> </a> </li> <li class=md-nav__item> <a href=../../../cookbook/indexing/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M20 20.5c0 .8-.7 1.5-1.5 1.5H13c-.4 0-.7-.1-1-.4l-4-4.2.7-.8c.2-.2.5-.3.8-.3h.2L12 18V9c0-.6.4-1 1-1s1 .4 1 1v4.5l1.2.1 3.9 2.2c.5.2.9.8.9 1.3v3.4M20 2H4c-1.1 0-2 .9-2 2v8c0 1.1.9 2 2 2h4v-2H4V4h16v8h-2v2h2c1.1 0 2-.9 2-2V4c0-1.1-.9-2-2-2Z"/></svg> <span class=md-ellipsis> Indexing </span> </a> </li> <li class=md-nav__item> <a href=../../../cookbook/indicators/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="m3 14 .5.07L8.07 9.5a1.95 1.95 0 0 1 .52-1.91c.78-.79 2.04-.79 2.82 0 .53.52.7 1.26.52 1.91l2.57 2.57.5-.07c.18 0 .35 0 .5.07l3.57-3.57C19 8.35 19 8.18 19 8a2 2 0 0 1 2-2 2 2 0 0 1 2 2 2 2 0 0 1-2 2c-.18 0-.35 0-.5-.07l-3.57 3.57c.07.15.07.32.07.5a2 2 0 0 1-2 2 2 2 0 0 1-2-2l.07-.5-2.57-2.57c-.32.07-.68.07-1 0L4.93 15.5 5 16a2 2 0 0 1-2 2 2 2 0 0 1-2-2 2 2 0 0 1 2-2Z"/></svg> <span class=md-ellipsis> Indicators </span> </a> </li> <li class=md-nav__item> <a href=../../../cookbook/signals/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 10c-1.1 0-2 .9-2 2s.9 2 2 2 2-.9 2-2-.9-2-2-2m6 2c0-3.3-2.7-6-6-6s-6 2.7-6 6c0 2.2 1.2 4.1 3 5.2l1-1.7c-1.2-.7-2-2-2-3.4 0-2.2 1.8-4 4-4s4 1.8 4 4c0 1.5-.8 2.8-2 3.4l1 1.7c1.8-1 3-3 3-5.2M12 2C6.5 2 2 6.5 2 12c0 3.7 2 6.9 5 8.6l1-1.7c-2.4-1.4-4-4-4-6.9 0-4.4 3.6-8 8-8s8 3.6 8 8c0 3-1.6 5.5-4 6.9l1 1.7c3-1.7 5-4.9 5-8.6 0-5.5-4.5-10-10-10Z"/></svg> <span class=md-ellipsis> Signals </span> </a> </li> <li class=md-nav__item> <a href=../../../cookbook/portfolio/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M17.45 15.18 22 7.31V21H2V3h2v12.54L9.5 6 16 9.78l4.24-7.33 1.73 1-5.23 9.05-6.51-3.75L4.31 19h2.26l4.39-7.56 6.49 3.74Z"/></svg> <span class=md-ellipsis> Portfolio </span> </a> </li> <li class=md-nav__item> <a href=../../../cookbook/optimization/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M18 16h-.58l-.81-.81A7.07 7.07 0 0 0 18 11c0-3.87-3.13-7-7-7-1.5 0-3 .5-4.21 1.4-3.09 2.32-3.72 6.71-1.4 9.8 2.32 3.09 6.71 3.72 9.8 1.4l.81.81V18l5 5 2-2-5-5m-7 0c-2.76 0-5-2.24-5-5s2.24-5 5-5 5 2.24 5 5-2.24 5-5 5M3 6 1 8V1h7L6 3H3v3m18-5v7l-2-2V3h-3l-2-2h7M6 19l2 2H1v-7l2 2v3h3Z"/></svg> <span class=md-ellipsis> Optimization </span> </a> </li> <li class=md-nav__item> <a href=../../../cookbook/cross-validation/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M.41 13.41 6 19l1.41-1.42L1.83 12m20.41-6.42L11.66 16.17 7.5 12l-1.43 1.41L11.66 19l12-12M18 7l-1.41-1.42-6.35 6.35 1.42 1.41L18 7Z"/></svg> <span class=md-ellipsis> Cross-validation </span> </a> </li> <li class=md-nav__item> <a href=../../../cookbook/benchmarking/index.html class=md-nav__link> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M9 5a7 7 0 0 1 7 7h1v3h-1v4H9a7 7 0 0 1-7-7 7 7 0 0 1 7-7m0 3a4 4 0 0 0-4 4 4 4 0 0 0 4 4 4 4 0 0 0 4-4 4 4 0 0 0-4-4m8 9h5v4h-2v-2h-3v-2Z"/></svg> <span class=md-ellipsis> Benchmarking </span> </a> </li> </ul> </nav> </li> <li class="md-nav__item md-nav__item--section md-nav__item--nested"> <input class="md-nav__toggle md-toggle " type=checkbox id=__nav_7> <label class=md-nav__link for=__nav_7 id=__nav_7_label tabindex> <span class=md-ellipsis> Terms </span> <span class="md-nav__icon md-icon"></span> </label> <nav class=md-nav data-md-level=1 aria-labelledby=__nav_7_label aria-expanded=false> <label class=md-nav__title for=__nav_7> <span class="md-nav__icon md-icon"></span> Terms </label> <ul class=md-nav__list data-md-scrollfix> <li class=md-nav__item> <a href=../../../terms/terms-of-use/index.html class=md-nav__link> <span class=md-ellipsis> Terms of Use </span> </a> </li> <li class=md-nav__item> <a href=../../../terms/software-license/index.html class=md-nav__link> <span class=md-ellipsis> Software License </span> </a> </li> <li class=md-nav__item> <a href=../../../terms/remarks/index.html class=md-nav__link> <span class=md-ellipsis> Remarks </span> </a> </li> </ul> </nav> </li> </ul> </nav> </div> </div> </div> <div class=md-content data-md-component=content> <nav class=md-path aria-label=Navigation> <ol class=md-path__list> <li class=md-path__item> <a href=../../index.html class=md-path__link> <span class=md-ellipsis> API </span> </a> </li> <li class=md-path__item> <a href=../index.html class=md-path__link> <span class=md-ellipsis> generic </span> </a> </li> </ol> </nav> <article class="md-content__inner md-typeset"> <nav class=md-tags> <span class=md-tag>records</span> <span class=md-tag>drawdowns</span> </nav> <h1 id=vectorbtpro.generic.drawdowns><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M8 2h8a2 2 0 0 1 2 2v16a2 2 0 0 1-2 2H8a2 2 0 0 1-2-2V4a2 2 0 0 1 2-2m0 8v4h8v-4H8m0 6v4h8v-4H8M8 4v4h8V4H8Z"/></svg></span> drawdowns <span class=dobjtype>module</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns title="Permanent link">¶</a></h1> <p>Base class for working with drawdown records.</p> <p>Drawdown records capture information on drawdowns. Since drawdowns are ranges, they subclass <a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges title=vectorbtpro.generic.ranges.Ranges>Ranges</a>.</p> <div class="admonition warning"> <p class=admonition-title>Warning</p> <p><a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns title=vectorbtpro.generic.drawdowns.Drawdowns>Drawdowns</a> return both recovered AND active drawdowns, which may skew your performance results. To only consider recovered drawdowns, you should explicitly query <code>status_recovered</code> attribute.</p> </div> <p>Using <a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns.from_price title=vectorbtpro.generic.drawdowns.Drawdowns.from_price>Drawdowns.from_price()</a>, you can generate drawdown records for any time series and analyze them right away.</p> <div class="language-pycon highlight"><pre><span></span><code><span id=__span-0-1><a id=__codelineno-0-1 name=__codelineno-0-1 href=#__codelineno-0-1></a><span class=gp>>>> </span><span class=kn>from</span> <span class=nn>vectorbtpro</span> <span class=kn>import</span> <span class=o>*</span>
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</span><span id=__span-0-2><a id=__codelineno-0-2 name=__codelineno-0-2 href=#__codelineno-0-2></a>
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</span><span id=__span-0-3><a id=__codelineno-0-3 name=__codelineno-0-3 href=#__codelineno-0-3></a><span class=gp>>>> </span><span class=n>price</span> <span class=o>=</span> <span class=n>vbt</span><span class=o>.</span><span class=n>YFData</span><span class=o>.</span><span class=n>pull</span><span class=p>(</span>
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</span><span id=__span-0-4><a id=__codelineno-0-4 name=__codelineno-0-4 href=#__codelineno-0-4></a><span class=gp>... </span> <span class=s2>"BTC-USD"</span><span class=p>,</span>
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</span><span id=__span-0-5><a id=__codelineno-0-5 name=__codelineno-0-5 href=#__codelineno-0-5></a><span class=gp>... </span> <span class=n>start</span><span class=o>=</span><span class=s2>"2019-10 UTC"</span><span class=p>,</span>
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</span><span id=__span-0-6><a id=__codelineno-0-6 name=__codelineno-0-6 href=#__codelineno-0-6></a><span class=gp>... </span> <span class=n>end</span><span class=o>=</span><span class=s2>"2020-01 UTC"</span>
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</span><span id=__span-0-7><a id=__codelineno-0-7 name=__codelineno-0-7 href=#__codelineno-0-7></a><span class=gp>... </span><span class=p>)</span><span class=o>.</span><span class=n>get</span><span class=p>(</span><span class=s1>'Close'</span><span class=p>)</span>
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</span></code></pre></div> <p> <div class="progress progress-100plus candystripe"> <div class=progress-bar style=width:100.00%> <p class=progress-label>100%</p> </div> </div> </p> <div class="language-pycon highlight"><pre><span></span><code><span id=__span-1-1><a id=__codelineno-1-1 name=__codelineno-1-1 href=#__codelineno-1-1></a><span class=gp>>>> </span><span class=n>price</span> <span class=o>=</span> <span class=n>price</span><span class=o>.</span><span class=n>rename</span><span class=p>(</span><span class=kc>None</span><span class=p>)</span>
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</span><span id=__span-1-2><a id=__codelineno-1-2 name=__codelineno-1-2 href=#__codelineno-1-2></a>
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</span><span id=__span-1-3><a id=__codelineno-1-3 name=__codelineno-1-3 href=#__codelineno-1-3></a><span class=gp>>>> </span><span class=n>drawdowns</span> <span class=o>=</span> <span class=n>vbt</span><span class=o>.</span><span class=n>Drawdowns</span><span class=o>.</span><span class=n>from_price</span><span class=p>(</span><span class=n>price</span><span class=p>,</span> <span class=n>wrapper_kwargs</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span><span class=n>freq</span><span class=o>=</span><span class=s1>'d'</span><span class=p>))</span>
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</span><span id=__span-1-4><a id=__codelineno-1-4 name=__codelineno-1-4 href=#__codelineno-1-4></a>
|
|
</span><span id=__span-1-5><a id=__codelineno-1-5 name=__codelineno-1-5 href=#__codelineno-1-5></a><span class=gp>>>> </span><span class=n>drawdowns</span><span class=o>.</span><span class=n>records_readable</span>
|
|
</span><span id=__span-1-6><a id=__codelineno-1-6 name=__codelineno-1-6 href=#__codelineno-1-6></a><span class=go> Drawdown Id Column Start Index Valley Index \</span>
|
|
</span><span id=__span-1-7><a id=__codelineno-1-7 name=__codelineno-1-7 href=#__codelineno-1-7></a><span class=go>0 0 0 2019-10-02 00:00:00+00:00 2019-10-06 00:00:00+00:00</span>
|
|
</span><span id=__span-1-8><a id=__codelineno-1-8 name=__codelineno-1-8 href=#__codelineno-1-8></a><span class=go>1 1 0 2019-10-09 00:00:00+00:00 2019-10-24 00:00:00+00:00</span>
|
|
</span><span id=__span-1-9><a id=__codelineno-1-9 name=__codelineno-1-9 href=#__codelineno-1-9></a><span class=go>2 2 0 2019-10-27 00:00:00+00:00 2019-12-17 00:00:00+00:00</span>
|
|
</span><span id=__span-1-10><a id=__codelineno-1-10 name=__codelineno-1-10 href=#__codelineno-1-10></a>
|
|
</span><span id=__span-1-11><a id=__codelineno-1-11 name=__codelineno-1-11 href=#__codelineno-1-11></a><span class=go> End Index Peak Value Valley Value End Value Status</span>
|
|
</span><span id=__span-1-12><a id=__codelineno-1-12 name=__codelineno-1-12 href=#__codelineno-1-12></a><span class=go>0 2019-10-09 00:00:00+00:00 8393.041992 7988.155762 8595.740234 Recovered</span>
|
|
</span><span id=__span-1-13><a id=__codelineno-1-13 name=__codelineno-1-13 href=#__codelineno-1-13></a><span class=go>1 2019-10-25 00:00:00+00:00 8595.740234 7493.488770 8660.700195 Recovered</span>
|
|
</span><span id=__span-1-14><a id=__codelineno-1-14 name=__codelineno-1-14 href=#__codelineno-1-14></a><span class=go>2 2019-12-31 00:00:00+00:00 9551.714844 6640.515137 7193.599121 Active</span>
|
|
</span><span id=__span-1-15><a id=__codelineno-1-15 name=__codelineno-1-15 href=#__codelineno-1-15></a>
|
|
</span><span id=__span-1-16><a id=__codelineno-1-16 name=__codelineno-1-16 href=#__codelineno-1-16></a><span class=gp>>>> </span><span class=n>drawdowns</span><span class=o>.</span><span class=n>duration</span><span class=o>.</span><span class=n>max</span><span class=p>(</span><span class=n>wrap_kwargs</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span><span class=n>to_timedelta</span><span class=o>=</span><span class=kc>True</span><span class=p>))</span>
|
|
</span><span id=__span-1-17><a id=__codelineno-1-17 name=__codelineno-1-17 href=#__codelineno-1-17></a><span class=go>Timedelta('66 days 00:00:00')</span>
|
|
</span></code></pre></div> <h2 id=from-accessors>From accessors<a class=headerlink href=#from-accessors title="Permanent link">¶</a></h2> <p>Moreover, all generic accessors have a property <code>drawdowns</code> and a method <code>get_drawdowns</code>:</p> <div class="language-pycon highlight"><pre><span></span><code><span id=__span-2-1><a id=__codelineno-2-1 name=__codelineno-2-1 href=#__codelineno-2-1></a><span class=gp>>>> </span><span class=c1># vectorbtpro.generic.accessors.GenericAccessor.drawdowns.coverage</span>
|
|
</span><span id=__span-2-2><a id=__codelineno-2-2 name=__codelineno-2-2 href=#__codelineno-2-2></a><span class=gp>>>> </span><span class=n>price</span><span class=o>.</span><span class=n>vbt</span><span class=o>.</span><span class=n>drawdowns</span><span class=o>.</span><span class=n>coverage</span>
|
|
</span><span id=__span-2-3><a id=__codelineno-2-3 name=__codelineno-2-3 href=#__codelineno-2-3></a><span class=go>0.967391304347826</span>
|
|
</span></code></pre></div> <h2 id=stats>Stats<a class=headerlink href=#stats title="Permanent link">¶</a></h2> <div class="admonition hint"> <p class=admonition-title>Hint</p> <p>See <a href=../stats_builder/index.html#vectorbtpro.generic.stats_builder.StatsBuilderMixin.stats title=vectorbtpro.generic.stats_builder.StatsBuilderMixin.stats>StatsBuilderMixin.stats()</a> and <a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns.metrics title=vectorbtpro.generic.drawdowns.Drawdowns.metrics>Drawdowns.metrics</a>.</p> </div> <div class="language-pycon highlight"><pre><span></span><code><span id=__span-3-1><a id=__codelineno-3-1 name=__codelineno-3-1 href=#__codelineno-3-1></a><span class=gp>>>> </span><span class=n>df</span> <span class=o>=</span> <span class=n>pd</span><span class=o>.</span><span class=n>DataFrame</span><span class=p>({</span>
|
|
</span><span id=__span-3-2><a id=__codelineno-3-2 name=__codelineno-3-2 href=#__codelineno-3-2></a><span class=gp>... </span> <span class=s1>'a'</span><span class=p>:</span> <span class=p>[</span><span class=mi>1</span><span class=p>,</span> <span class=mi>2</span><span class=p>,</span> <span class=mi>1</span><span class=p>,</span> <span class=mi>3</span><span class=p>,</span> <span class=mi>2</span><span class=p>],</span>
|
|
</span><span id=__span-3-3><a id=__codelineno-3-3 name=__codelineno-3-3 href=#__codelineno-3-3></a><span class=gp>... </span> <span class=s1>'b'</span><span class=p>:</span> <span class=p>[</span><span class=mi>2</span><span class=p>,</span> <span class=mi>3</span><span class=p>,</span> <span class=mi>1</span><span class=p>,</span> <span class=mi>2</span><span class=p>,</span> <span class=mi>1</span><span class=p>]</span>
|
|
</span><span id=__span-3-4><a id=__codelineno-3-4 name=__codelineno-3-4 href=#__codelineno-3-4></a><span class=gp>... </span><span class=p>})</span>
|
|
</span><span id=__span-3-5><a id=__codelineno-3-5 name=__codelineno-3-5 href=#__codelineno-3-5></a>
|
|
</span><span id=__span-3-6><a id=__codelineno-3-6 name=__codelineno-3-6 href=#__codelineno-3-6></a><span class=gp>>>> </span><span class=n>drawdowns</span> <span class=o>=</span> <span class=n>df</span><span class=o>.</span><span class=n>vbt</span><span class=p>(</span><span class=n>freq</span><span class=o>=</span><span class=s1>'d'</span><span class=p>)</span><span class=o>.</span><span class=n>drawdowns</span>
|
|
</span><span id=__span-3-7><a id=__codelineno-3-7 name=__codelineno-3-7 href=#__codelineno-3-7></a>
|
|
</span><span id=__span-3-8><a id=__codelineno-3-8 name=__codelineno-3-8 href=#__codelineno-3-8></a><span class=gp>>>> </span><span class=n>drawdowns</span><span class=p>[</span><span class=s1>'a'</span><span class=p>]</span><span class=o>.</span><span class=n>stats</span><span class=p>()</span>
|
|
</span><span id=__span-3-9><a id=__codelineno-3-9 name=__codelineno-3-9 href=#__codelineno-3-9></a><span class=go>Start 0</span>
|
|
</span><span id=__span-3-10><a id=__codelineno-3-10 name=__codelineno-3-10 href=#__codelineno-3-10></a><span class=go>End 4</span>
|
|
</span><span id=__span-3-11><a id=__codelineno-3-11 name=__codelineno-3-11 href=#__codelineno-3-11></a><span class=go>Period 5 days 00:00:00</span>
|
|
</span><span id=__span-3-12><a id=__codelineno-3-12 name=__codelineno-3-12 href=#__codelineno-3-12></a><span class=go>Coverage [%] 80.0</span>
|
|
</span><span id=__span-3-13><a id=__codelineno-3-13 name=__codelineno-3-13 href=#__codelineno-3-13></a><span class=go>Total Records 2</span>
|
|
</span><span id=__span-3-14><a id=__codelineno-3-14 name=__codelineno-3-14 href=#__codelineno-3-14></a><span class=go>Total Recovered Drawdowns 1</span>
|
|
</span><span id=__span-3-15><a id=__codelineno-3-15 name=__codelineno-3-15 href=#__codelineno-3-15></a><span class=go>Total Active Drawdowns 1</span>
|
|
</span><span id=__span-3-16><a id=__codelineno-3-16 name=__codelineno-3-16 href=#__codelineno-3-16></a><span class=go>Active Drawdown [%] 33.333333</span>
|
|
</span><span id=__span-3-17><a id=__codelineno-3-17 name=__codelineno-3-17 href=#__codelineno-3-17></a><span class=go>Active Duration 2 days 00:00:00</span>
|
|
</span><span id=__span-3-18><a id=__codelineno-3-18 name=__codelineno-3-18 href=#__codelineno-3-18></a><span class=go>Active Recovery [%] 0.0</span>
|
|
</span><span id=__span-3-19><a id=__codelineno-3-19 name=__codelineno-3-19 href=#__codelineno-3-19></a><span class=go>Active Recovery Return [%] 0.0</span>
|
|
</span><span id=__span-3-20><a id=__codelineno-3-20 name=__codelineno-3-20 href=#__codelineno-3-20></a><span class=go>Active Recovery Duration 0 days 00:00:00</span>
|
|
</span><span id=__span-3-21><a id=__codelineno-3-21 name=__codelineno-3-21 href=#__codelineno-3-21></a><span class=go>Max Drawdown [%] 50.0</span>
|
|
</span><span id=__span-3-22><a id=__codelineno-3-22 name=__codelineno-3-22 href=#__codelineno-3-22></a><span class=go>Avg Drawdown [%] 50.0</span>
|
|
</span><span id=__span-3-23><a id=__codelineno-3-23 name=__codelineno-3-23 href=#__codelineno-3-23></a><span class=go>Max Drawdown Duration 2 days 00:00:00</span>
|
|
</span><span id=__span-3-24><a id=__codelineno-3-24 name=__codelineno-3-24 href=#__codelineno-3-24></a><span class=go>Avg Drawdown Duration 2 days 00:00:00</span>
|
|
</span><span id=__span-3-25><a id=__codelineno-3-25 name=__codelineno-3-25 href=#__codelineno-3-25></a><span class=go>Max Recovery Return [%] 200.0</span>
|
|
</span><span id=__span-3-26><a id=__codelineno-3-26 name=__codelineno-3-26 href=#__codelineno-3-26></a><span class=go>Avg Recovery Return [%] 200.0</span>
|
|
</span><span id=__span-3-27><a id=__codelineno-3-27 name=__codelineno-3-27 href=#__codelineno-3-27></a><span class=go>Max Recovery Duration 1 days 00:00:00</span>
|
|
</span><span id=__span-3-28><a id=__codelineno-3-28 name=__codelineno-3-28 href=#__codelineno-3-28></a><span class=go>Avg Recovery Duration 1 days 00:00:00</span>
|
|
</span><span id=__span-3-29><a id=__codelineno-3-29 name=__codelineno-3-29 href=#__codelineno-3-29></a><span class=go>Avg Recovery Duration Ratio 1.0</span>
|
|
</span><span id=__span-3-30><a id=__codelineno-3-30 name=__codelineno-3-30 href=#__codelineno-3-30></a><span class=go>Name: a, dtype: object</span>
|
|
</span></code></pre></div> <p>By default, the metrics <code>max_dd</code>, <code>avg_dd</code>, <code>max_dd_duration</code>, and <code>avg_dd_duration</code> do not include active drawdowns. To change that, pass <code>incl_active=True</code>:</p> <div class="language-pycon highlight"><pre><span></span><code><span id=__span-4-1><a id=__codelineno-4-1 name=__codelineno-4-1 href=#__codelineno-4-1></a><span class=gp>>>> </span><span class=n>drawdowns</span><span class=p>[</span><span class=s1>'a'</span><span class=p>]</span><span class=o>.</span><span class=n>stats</span><span class=p>(</span><span class=n>settings</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span><span class=n>incl_active</span><span class=o>=</span><span class=kc>True</span><span class=p>))</span>
|
|
</span><span id=__span-4-2><a id=__codelineno-4-2 name=__codelineno-4-2 href=#__codelineno-4-2></a><span class=go>Start 0</span>
|
|
</span><span id=__span-4-3><a id=__codelineno-4-3 name=__codelineno-4-3 href=#__codelineno-4-3></a><span class=go>End 4</span>
|
|
</span><span id=__span-4-4><a id=__codelineno-4-4 name=__codelineno-4-4 href=#__codelineno-4-4></a><span class=go>Period 5 days 00:00:00</span>
|
|
</span><span id=__span-4-5><a id=__codelineno-4-5 name=__codelineno-4-5 href=#__codelineno-4-5></a><span class=go>Coverage [%] 80.0</span>
|
|
</span><span id=__span-4-6><a id=__codelineno-4-6 name=__codelineno-4-6 href=#__codelineno-4-6></a><span class=go>Total Records 2</span>
|
|
</span><span id=__span-4-7><a id=__codelineno-4-7 name=__codelineno-4-7 href=#__codelineno-4-7></a><span class=go>Total Recovered Drawdowns 1</span>
|
|
</span><span id=__span-4-8><a id=__codelineno-4-8 name=__codelineno-4-8 href=#__codelineno-4-8></a><span class=go>Total Active Drawdowns 1</span>
|
|
</span><span id=__span-4-9><a id=__codelineno-4-9 name=__codelineno-4-9 href=#__codelineno-4-9></a><span class=go>Active Drawdown [%] 33.333333</span>
|
|
</span><span id=__span-4-10><a id=__codelineno-4-10 name=__codelineno-4-10 href=#__codelineno-4-10></a><span class=go>Active Duration 2 days 00:00:00</span>
|
|
</span><span id=__span-4-11><a id=__codelineno-4-11 name=__codelineno-4-11 href=#__codelineno-4-11></a><span class=go>Active Recovery [%] 0.0</span>
|
|
</span><span id=__span-4-12><a id=__codelineno-4-12 name=__codelineno-4-12 href=#__codelineno-4-12></a><span class=go>Active Recovery Return [%] 0.0</span>
|
|
</span><span id=__span-4-13><a id=__codelineno-4-13 name=__codelineno-4-13 href=#__codelineno-4-13></a><span class=go>Active Recovery Duration 0 days 00:00:00</span>
|
|
</span><span id=__span-4-14><a id=__codelineno-4-14 name=__codelineno-4-14 href=#__codelineno-4-14></a><span class=go>Max Drawdown [%] 50.0</span>
|
|
</span><span id=__span-4-15><a id=__codelineno-4-15 name=__codelineno-4-15 href=#__codelineno-4-15></a><span class=go>Avg Drawdown [%] 41.666667</span>
|
|
</span><span id=__span-4-16><a id=__codelineno-4-16 name=__codelineno-4-16 href=#__codelineno-4-16></a><span class=go>Max Drawdown Duration 2 days 00:00:00</span>
|
|
</span><span id=__span-4-17><a id=__codelineno-4-17 name=__codelineno-4-17 href=#__codelineno-4-17></a><span class=go>Avg Drawdown Duration 2 days 00:00:00</span>
|
|
</span><span id=__span-4-18><a id=__codelineno-4-18 name=__codelineno-4-18 href=#__codelineno-4-18></a><span class=go>Max Recovery Return [%] 200.0</span>
|
|
</span><span id=__span-4-19><a id=__codelineno-4-19 name=__codelineno-4-19 href=#__codelineno-4-19></a><span class=go>Avg Recovery Return [%] 200.0</span>
|
|
</span><span id=__span-4-20><a id=__codelineno-4-20 name=__codelineno-4-20 href=#__codelineno-4-20></a><span class=go>Max Recovery Duration 1 days 00:00:00</span>
|
|
</span><span id=__span-4-21><a id=__codelineno-4-21 name=__codelineno-4-21 href=#__codelineno-4-21></a><span class=go>Avg Recovery Duration 1 days 00:00:00</span>
|
|
</span><span id=__span-4-22><a id=__codelineno-4-22 name=__codelineno-4-22 href=#__codelineno-4-22></a><span class=go>Avg Recovery Duration Ratio 1.0</span>
|
|
</span><span id=__span-4-23><a id=__codelineno-4-23 name=__codelineno-4-23 href=#__codelineno-4-23></a><span class=go>Name: a, dtype: object</span>
|
|
</span></code></pre></div> <p><a href=../stats_builder/index.html#vectorbtpro.generic.stats_builder.StatsBuilderMixin.stats title=vectorbtpro.generic.drawdowns.Drawdowns.stats>StatsBuilderMixin.stats()</a> also supports (re-)grouping:</p> <div class="language-pycon highlight"><pre><span></span><code><span id=__span-5-1><a id=__codelineno-5-1 name=__codelineno-5-1 href=#__codelineno-5-1></a><span class=gp>>>> </span><span class=n>drawdowns</span><span class=p>[</span><span class=s1>'a'</span><span class=p>]</span><span class=o>.</span><span class=n>stats</span><span class=p>(</span><span class=n>group_by</span><span class=o>=</span><span class=kc>True</span><span class=p>)</span>
|
|
</span><span id=__span-5-2><a id=__codelineno-5-2 name=__codelineno-5-2 href=#__codelineno-5-2></a><span class=go>UserWarning: Metric 'active_dd' does not support grouped data</span>
|
|
</span><span id=__span-5-3><a id=__codelineno-5-3 name=__codelineno-5-3 href=#__codelineno-5-3></a><span class=go>UserWarning: Metric 'active_duration' does not support grouped data</span>
|
|
</span><span id=__span-5-4><a id=__codelineno-5-4 name=__codelineno-5-4 href=#__codelineno-5-4></a><span class=go>UserWarning: Metric 'active_recovery' does not support grouped data</span>
|
|
</span><span id=__span-5-5><a id=__codelineno-5-5 name=__codelineno-5-5 href=#__codelineno-5-5></a><span class=go>UserWarning: Metric 'active_recovery_return' does not support grouped data</span>
|
|
</span><span id=__span-5-6><a id=__codelineno-5-6 name=__codelineno-5-6 href=#__codelineno-5-6></a><span class=go>UserWarning: Metric 'active_recovery_duration' does not support grouped data</span>
|
|
</span><span id=__span-5-7><a id=__codelineno-5-7 name=__codelineno-5-7 href=#__codelineno-5-7></a>
|
|
</span><span id=__span-5-8><a id=__codelineno-5-8 name=__codelineno-5-8 href=#__codelineno-5-8></a><span class=go>Start 0</span>
|
|
</span><span id=__span-5-9><a id=__codelineno-5-9 name=__codelineno-5-9 href=#__codelineno-5-9></a><span class=go>End 4</span>
|
|
</span><span id=__span-5-10><a id=__codelineno-5-10 name=__codelineno-5-10 href=#__codelineno-5-10></a><span class=go>Period 5 days 00:00:00</span>
|
|
</span><span id=__span-5-11><a id=__codelineno-5-11 name=__codelineno-5-11 href=#__codelineno-5-11></a><span class=go>Coverage [%] 80.0</span>
|
|
</span><span id=__span-5-12><a id=__codelineno-5-12 name=__codelineno-5-12 href=#__codelineno-5-12></a><span class=go>Total Records 2</span>
|
|
</span><span id=__span-5-13><a id=__codelineno-5-13 name=__codelineno-5-13 href=#__codelineno-5-13></a><span class=go>Total Recovered Drawdowns 1</span>
|
|
</span><span id=__span-5-14><a id=__codelineno-5-14 name=__codelineno-5-14 href=#__codelineno-5-14></a><span class=go>Total Active Drawdowns 1</span>
|
|
</span><span id=__span-5-15><a id=__codelineno-5-15 name=__codelineno-5-15 href=#__codelineno-5-15></a><span class=go>Max Drawdown [%] 50.0</span>
|
|
</span><span id=__span-5-16><a id=__codelineno-5-16 name=__codelineno-5-16 href=#__codelineno-5-16></a><span class=go>Avg Drawdown [%] 50.0</span>
|
|
</span><span id=__span-5-17><a id=__codelineno-5-17 name=__codelineno-5-17 href=#__codelineno-5-17></a><span class=go>Max Drawdown Duration 2 days 00:00:00</span>
|
|
</span><span id=__span-5-18><a id=__codelineno-5-18 name=__codelineno-5-18 href=#__codelineno-5-18></a><span class=go>Avg Drawdown Duration 2 days 00:00:00</span>
|
|
</span><span id=__span-5-19><a id=__codelineno-5-19 name=__codelineno-5-19 href=#__codelineno-5-19></a><span class=go>Max Recovery Return [%] 200.0</span>
|
|
</span><span id=__span-5-20><a id=__codelineno-5-20 name=__codelineno-5-20 href=#__codelineno-5-20></a><span class=go>Avg Recovery Return [%] 200.0</span>
|
|
</span><span id=__span-5-21><a id=__codelineno-5-21 name=__codelineno-5-21 href=#__codelineno-5-21></a><span class=go>Max Recovery Duration 1 days 00:00:00</span>
|
|
</span><span id=__span-5-22><a id=__codelineno-5-22 name=__codelineno-5-22 href=#__codelineno-5-22></a><span class=go>Avg Recovery Duration 1 days 00:00:00</span>
|
|
</span><span id=__span-5-23><a id=__codelineno-5-23 name=__codelineno-5-23 href=#__codelineno-5-23></a><span class=go>Avg Recovery Duration Ratio 1.0</span>
|
|
</span><span id=__span-5-24><a id=__codelineno-5-24 name=__codelineno-5-24 href=#__codelineno-5-24></a><span class=go>Name: group, dtype: object</span>
|
|
</span></code></pre></div> <h2 id=plots>Plots<a class=headerlink href=#plots title="Permanent link">¶</a></h2> <div class="admonition hint"> <p class=admonition-title>Hint</p> <p>See <a href=../plots_builder/index.html#vectorbtpro.generic.plots_builder.PlotsBuilderMixin.plots title=vectorbtpro.generic.plots_builder.PlotsBuilderMixin.plots>PlotsBuilderMixin.plots()</a> and <a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns.subplots title=vectorbtpro.generic.drawdowns.Drawdowns.subplots>Drawdowns.subplots</a>.</p> </div> <p><a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns title=vectorbtpro.generic.drawdowns.Drawdowns>Drawdowns</a> class has a single subplot based on <a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns.plot title=vectorbtpro.generic.drawdowns.Drawdowns.plot>Drawdowns.plot()</a>:</p> <div class="language-pycon highlight"><pre><span></span><code><span id=__span-6-1><a id=__codelineno-6-1 name=__codelineno-6-1 href=#__codelineno-6-1></a><span class=gp>>>> </span><span class=n>drawdowns</span><span class=p>[</span><span class=s1>'a'</span><span class=p>]</span><span class=o>.</span><span class=n>plots</span><span class=p>()</span><span class=o>.</span><span class=n>show</span><span class=p>()</span>
|
|
</span></code></pre></div> <p><img alt class=iimg loading=lazy src=../../../assets/images/api/drawdowns_plots.light.svg#only-light> <img alt class=iimg loading=lazy src=../../../assets/images/api/drawdowns_plots.dark.svg#only-dark></p> <hr> <h2 id=vectorbtpro.generic.drawdowns.dd_attach_field_config>dd_attach_field_config <span class=dobjtype>ReadonlyConfig</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.dd_attach_field_config title="Permanent link">¶</a></h2> <p>Config of fields to be attached to <a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns title=vectorbtpro.generic.drawdowns.Drawdowns>Drawdowns</a>.</p> <div class="language-python highlight"><pre><span></span><code><span id=__span-7-1><a id=__codelineno-7-1 name=__codelineno-7-1 href=#__codelineno-7-1></a><span class=n>ReadonlyConfig</span><span class=p>(</span>
|
|
</span><span id=__span-7-2><a id=__codelineno-7-2 name=__codelineno-7-2 href=#__codelineno-7-2></a> <span class=n>status</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-7-3><a id=__codelineno-7-3 name=__codelineno-7-3 href=#__codelineno-7-3></a> <span class=n>attach_filters</span><span class=o>=</span><span class=kc>True</span>
|
|
</span><span id=__span-7-4><a id=__codelineno-7-4 name=__codelineno-7-4 href=#__codelineno-7-4></a> <span class=p>)</span>
|
|
</span><span id=__span-7-5><a id=__codelineno-7-5 name=__codelineno-7-5 href=#__codelineno-7-5></a><span class=p>)</span>
|
|
</span></code></pre></div> <hr> <h2 id=vectorbtpro.generic.drawdowns.dd_field_config>dd_field_config <span class=dobjtype>ReadonlyConfig</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.dd_field_config title="Permanent link">¶</a></h2> <p>Field config for <a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns title=vectorbtpro.generic.drawdowns.Drawdowns>Drawdowns</a>.</p> <div class="language-python highlight"><pre><span></span><code><span id=__span-8-1><a id=__codelineno-8-1 name=__codelineno-8-1 href=#__codelineno-8-1></a><span class=n>ReadonlyConfig</span><span class=p>(</span>
|
|
</span><span id=__span-8-2><a id=__codelineno-8-2 name=__codelineno-8-2 href=#__codelineno-8-2></a> <span class=n>dtype</span><span class=o>=</span><span class=n>np</span><span class=o>.</span><span class=n>dtype</span><span class=p>([</span>
|
|
</span><span id=__span-8-3><a id=__codelineno-8-3 name=__codelineno-8-3 href=#__codelineno-8-3></a> <span class=p>(</span><span class=s1>'id'</span><span class=p>,</span> <span class=s1>'int64'</span><span class=p>),</span>
|
|
</span><span id=__span-8-4><a id=__codelineno-8-4 name=__codelineno-8-4 href=#__codelineno-8-4></a> <span class=p>(</span><span class=s1>'col'</span><span class=p>,</span> <span class=s1>'int64'</span><span class=p>),</span>
|
|
</span><span id=__span-8-5><a id=__codelineno-8-5 name=__codelineno-8-5 href=#__codelineno-8-5></a> <span class=p>(</span><span class=s1>'start_idx'</span><span class=p>,</span> <span class=s1>'int64'</span><span class=p>),</span>
|
|
</span><span id=__span-8-6><a id=__codelineno-8-6 name=__codelineno-8-6 href=#__codelineno-8-6></a> <span class=p>(</span><span class=s1>'valley_idx'</span><span class=p>,</span> <span class=s1>'int64'</span><span class=p>),</span>
|
|
</span><span id=__span-8-7><a id=__codelineno-8-7 name=__codelineno-8-7 href=#__codelineno-8-7></a> <span class=p>(</span><span class=s1>'end_idx'</span><span class=p>,</span> <span class=s1>'int64'</span><span class=p>),</span>
|
|
</span><span id=__span-8-8><a id=__codelineno-8-8 name=__codelineno-8-8 href=#__codelineno-8-8></a> <span class=p>(</span><span class=s1>'start_val'</span><span class=p>,</span> <span class=s1>'float64'</span><span class=p>),</span>
|
|
</span><span id=__span-8-9><a id=__codelineno-8-9 name=__codelineno-8-9 href=#__codelineno-8-9></a> <span class=p>(</span><span class=s1>'valley_val'</span><span class=p>,</span> <span class=s1>'float64'</span><span class=p>),</span>
|
|
</span><span id=__span-8-10><a id=__codelineno-8-10 name=__codelineno-8-10 href=#__codelineno-8-10></a> <span class=p>(</span><span class=s1>'end_val'</span><span class=p>,</span> <span class=s1>'float64'</span><span class=p>),</span>
|
|
</span><span id=__span-8-11><a id=__codelineno-8-11 name=__codelineno-8-11 href=#__codelineno-8-11></a> <span class=p>(</span><span class=s1>'status'</span><span class=p>,</span> <span class=s1>'int64'</span><span class=p>)</span>
|
|
</span><span id=__span-8-12><a id=__codelineno-8-12 name=__codelineno-8-12 href=#__codelineno-8-12></a> <span class=p>]),</span>
|
|
</span><span id=__span-8-13><a id=__codelineno-8-13 name=__codelineno-8-13 href=#__codelineno-8-13></a> <span class=n>settings</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-8-14><a id=__codelineno-8-14 name=__codelineno-8-14 href=#__codelineno-8-14></a> <span class=nb>id</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-8-15><a id=__codelineno-8-15 name=__codelineno-8-15 href=#__codelineno-8-15></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Drawdown Id'</span>
|
|
</span><span id=__span-8-16><a id=__codelineno-8-16 name=__codelineno-8-16 href=#__codelineno-8-16></a> <span class=p>),</span>
|
|
</span><span id=__span-8-17><a id=__codelineno-8-17 name=__codelineno-8-17 href=#__codelineno-8-17></a> <span class=n>valley_idx</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-8-18><a id=__codelineno-8-18 name=__codelineno-8-18 href=#__codelineno-8-18></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Valley Index'</span><span class=p>,</span>
|
|
</span><span id=__span-8-19><a id=__codelineno-8-19 name=__codelineno-8-19 href=#__codelineno-8-19></a> <span class=n>mapping</span><span class=o>=</span><span class=s1>'index'</span>
|
|
</span><span id=__span-8-20><a id=__codelineno-8-20 name=__codelineno-8-20 href=#__codelineno-8-20></a> <span class=p>),</span>
|
|
</span><span id=__span-8-21><a id=__codelineno-8-21 name=__codelineno-8-21 href=#__codelineno-8-21></a> <span class=n>start_val</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-8-22><a id=__codelineno-8-22 name=__codelineno-8-22 href=#__codelineno-8-22></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Start Value'</span>
|
|
</span><span id=__span-8-23><a id=__codelineno-8-23 name=__codelineno-8-23 href=#__codelineno-8-23></a> <span class=p>),</span>
|
|
</span><span id=__span-8-24><a id=__codelineno-8-24 name=__codelineno-8-24 href=#__codelineno-8-24></a> <span class=n>valley_val</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-8-25><a id=__codelineno-8-25 name=__codelineno-8-25 href=#__codelineno-8-25></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Valley Value'</span>
|
|
</span><span id=__span-8-26><a id=__codelineno-8-26 name=__codelineno-8-26 href=#__codelineno-8-26></a> <span class=p>),</span>
|
|
</span><span id=__span-8-27><a id=__codelineno-8-27 name=__codelineno-8-27 href=#__codelineno-8-27></a> <span class=n>end_val</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-8-28><a id=__codelineno-8-28 name=__codelineno-8-28 href=#__codelineno-8-28></a> <span class=n>title</span><span class=o>=</span><span class=s1>'End Value'</span>
|
|
</span><span id=__span-8-29><a id=__codelineno-8-29 name=__codelineno-8-29 href=#__codelineno-8-29></a> <span class=p>),</span>
|
|
</span><span id=__span-8-30><a id=__codelineno-8-30 name=__codelineno-8-30 href=#__codelineno-8-30></a> <span class=n>status</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-8-31><a id=__codelineno-8-31 name=__codelineno-8-31 href=#__codelineno-8-31></a> <span class=n>mapping</span><span class=o>=</span><span class=n>DrawdownStatusT</span><span class=p>(</span>
|
|
</span><span id=__span-8-32><a id=__codelineno-8-32 name=__codelineno-8-32 href=#__codelineno-8-32></a> <span class=n>Active</span><span class=o>=</span><span class=mi>0</span><span class=p>,</span>
|
|
</span><span id=__span-8-33><a id=__codelineno-8-33 name=__codelineno-8-33 href=#__codelineno-8-33></a> <span class=n>Recovered</span><span class=o>=</span><span class=mi>1</span>
|
|
</span><span id=__span-8-34><a id=__codelineno-8-34 name=__codelineno-8-34 href=#__codelineno-8-34></a> <span class=p>)</span>
|
|
</span><span id=__span-8-35><a id=__codelineno-8-35 name=__codelineno-8-35 href=#__codelineno-8-35></a> <span class=p>)</span>
|
|
</span><span id=__span-8-36><a id=__codelineno-8-36 name=__codelineno-8-36 href=#__codelineno-8-36></a> <span class=p>)</span>
|
|
</span><span id=__span-8-37><a id=__codelineno-8-37 name=__codelineno-8-37 href=#__codelineno-8-37></a><span class=p>)</span>
|
|
</span></code></pre></div> <hr> <h2 id=vectorbtpro.generic.drawdowns.dd_shortcut_config>dd_shortcut_config <span class=dobjtype>ReadonlyConfig</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.dd_shortcut_config title="Permanent link">¶</a></h2> <p>Config of shortcut properties to be attached to <a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns title=vectorbtpro.generic.drawdowns.Drawdowns>Drawdowns</a>.</p> <div class="language-python highlight"><pre><span></span><code><span id=__span-9-1><a id=__codelineno-9-1 name=__codelineno-9-1 href=#__codelineno-9-1></a><span class=n>ReadonlyConfig</span><span class=p>(</span>
|
|
</span><span id=__span-9-2><a id=__codelineno-9-2 name=__codelineno-9-2 href=#__codelineno-9-2></a> <span class=n>ranges</span><span class=o>=</span><span class=nb>dict</span><span class=p>(),</span>
|
|
</span><span id=__span-9-3><a id=__codelineno-9-3 name=__codelineno-9-3 href=#__codelineno-9-3></a> <span class=n>decline_ranges</span><span class=o>=</span><span class=nb>dict</span><span class=p>(),</span>
|
|
</span><span id=__span-9-4><a id=__codelineno-9-4 name=__codelineno-9-4 href=#__codelineno-9-4></a> <span class=n>recovery_ranges</span><span class=o>=</span><span class=nb>dict</span><span class=p>(),</span>
|
|
</span><span id=__span-9-5><a id=__codelineno-9-5 name=__codelineno-9-5 href=#__codelineno-9-5></a> <span class=n>drawdown</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-9-6><a id=__codelineno-9-6 name=__codelineno-9-6 href=#__codelineno-9-6></a> <span class=n>obj_type</span><span class=o>=</span><span class=s1>'mapped_array'</span>
|
|
</span><span id=__span-9-7><a id=__codelineno-9-7 name=__codelineno-9-7 href=#__codelineno-9-7></a> <span class=p>),</span>
|
|
</span><span id=__span-9-8><a id=__codelineno-9-8 name=__codelineno-9-8 href=#__codelineno-9-8></a> <span class=n>avg_drawdown</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-9-9><a id=__codelineno-9-9 name=__codelineno-9-9 href=#__codelineno-9-9></a> <span class=n>obj_type</span><span class=o>=</span><span class=s1>'red_array'</span>
|
|
</span><span id=__span-9-10><a id=__codelineno-9-10 name=__codelineno-9-10 href=#__codelineno-9-10></a> <span class=p>),</span>
|
|
</span><span id=__span-9-11><a id=__codelineno-9-11 name=__codelineno-9-11 href=#__codelineno-9-11></a> <span class=n>max_drawdown</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-9-12><a id=__codelineno-9-12 name=__codelineno-9-12 href=#__codelineno-9-12></a> <span class=n>obj_type</span><span class=o>=</span><span class=s1>'red_array'</span>
|
|
</span><span id=__span-9-13><a id=__codelineno-9-13 name=__codelineno-9-13 href=#__codelineno-9-13></a> <span class=p>),</span>
|
|
</span><span id=__span-9-14><a id=__codelineno-9-14 name=__codelineno-9-14 href=#__codelineno-9-14></a> <span class=n>recovery_return</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-9-15><a id=__codelineno-9-15 name=__codelineno-9-15 href=#__codelineno-9-15></a> <span class=n>obj_type</span><span class=o>=</span><span class=s1>'mapped_array'</span>
|
|
</span><span id=__span-9-16><a id=__codelineno-9-16 name=__codelineno-9-16 href=#__codelineno-9-16></a> <span class=p>),</span>
|
|
</span><span id=__span-9-17><a id=__codelineno-9-17 name=__codelineno-9-17 href=#__codelineno-9-17></a> <span class=n>avg_recovery_return</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-9-18><a id=__codelineno-9-18 name=__codelineno-9-18 href=#__codelineno-9-18></a> <span class=n>obj_type</span><span class=o>=</span><span class=s1>'red_array'</span>
|
|
</span><span id=__span-9-19><a id=__codelineno-9-19 name=__codelineno-9-19 href=#__codelineno-9-19></a> <span class=p>),</span>
|
|
</span><span id=__span-9-20><a id=__codelineno-9-20 name=__codelineno-9-20 href=#__codelineno-9-20></a> <span class=n>max_recovery_return</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-9-21><a id=__codelineno-9-21 name=__codelineno-9-21 href=#__codelineno-9-21></a> <span class=n>obj_type</span><span class=o>=</span><span class=s1>'red_array'</span>
|
|
</span><span id=__span-9-22><a id=__codelineno-9-22 name=__codelineno-9-22 href=#__codelineno-9-22></a> <span class=p>),</span>
|
|
</span><span id=__span-9-23><a id=__codelineno-9-23 name=__codelineno-9-23 href=#__codelineno-9-23></a> <span class=n>decline_duration</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-9-24><a id=__codelineno-9-24 name=__codelineno-9-24 href=#__codelineno-9-24></a> <span class=n>obj_type</span><span class=o>=</span><span class=s1>'mapped_array'</span>
|
|
</span><span id=__span-9-25><a id=__codelineno-9-25 name=__codelineno-9-25 href=#__codelineno-9-25></a> <span class=p>),</span>
|
|
</span><span id=__span-9-26><a id=__codelineno-9-26 name=__codelineno-9-26 href=#__codelineno-9-26></a> <span class=n>recovery_duration</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-9-27><a id=__codelineno-9-27 name=__codelineno-9-27 href=#__codelineno-9-27></a> <span class=n>obj_type</span><span class=o>=</span><span class=s1>'mapped_array'</span>
|
|
</span><span id=__span-9-28><a id=__codelineno-9-28 name=__codelineno-9-28 href=#__codelineno-9-28></a> <span class=p>),</span>
|
|
</span><span id=__span-9-29><a id=__codelineno-9-29 name=__codelineno-9-29 href=#__codelineno-9-29></a> <span class=n>recovery_duration_ratio</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-9-30><a id=__codelineno-9-30 name=__codelineno-9-30 href=#__codelineno-9-30></a> <span class=n>obj_type</span><span class=o>=</span><span class=s1>'mapped_array'</span>
|
|
</span><span id=__span-9-31><a id=__codelineno-9-31 name=__codelineno-9-31 href=#__codelineno-9-31></a> <span class=p>),</span>
|
|
</span><span id=__span-9-32><a id=__codelineno-9-32 name=__codelineno-9-32 href=#__codelineno-9-32></a> <span class=n>active_drawdown</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-9-33><a id=__codelineno-9-33 name=__codelineno-9-33 href=#__codelineno-9-33></a> <span class=n>obj_type</span><span class=o>=</span><span class=s1>'red_array'</span>
|
|
</span><span id=__span-9-34><a id=__codelineno-9-34 name=__codelineno-9-34 href=#__codelineno-9-34></a> <span class=p>),</span>
|
|
</span><span id=__span-9-35><a id=__codelineno-9-35 name=__codelineno-9-35 href=#__codelineno-9-35></a> <span class=n>active_duration</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-9-36><a id=__codelineno-9-36 name=__codelineno-9-36 href=#__codelineno-9-36></a> <span class=n>obj_type</span><span class=o>=</span><span class=s1>'red_array'</span>
|
|
</span><span id=__span-9-37><a id=__codelineno-9-37 name=__codelineno-9-37 href=#__codelineno-9-37></a> <span class=p>),</span>
|
|
</span><span id=__span-9-38><a id=__codelineno-9-38 name=__codelineno-9-38 href=#__codelineno-9-38></a> <span class=n>active_recovery</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-9-39><a id=__codelineno-9-39 name=__codelineno-9-39 href=#__codelineno-9-39></a> <span class=n>obj_type</span><span class=o>=</span><span class=s1>'red_array'</span>
|
|
</span><span id=__span-9-40><a id=__codelineno-9-40 name=__codelineno-9-40 href=#__codelineno-9-40></a> <span class=p>),</span>
|
|
</span><span id=__span-9-41><a id=__codelineno-9-41 name=__codelineno-9-41 href=#__codelineno-9-41></a> <span class=n>active_recovery_return</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-9-42><a id=__codelineno-9-42 name=__codelineno-9-42 href=#__codelineno-9-42></a> <span class=n>obj_type</span><span class=o>=</span><span class=s1>'red_array'</span>
|
|
</span><span id=__span-9-43><a id=__codelineno-9-43 name=__codelineno-9-43 href=#__codelineno-9-43></a> <span class=p>),</span>
|
|
</span><span id=__span-9-44><a id=__codelineno-9-44 name=__codelineno-9-44 href=#__codelineno-9-44></a> <span class=n>active_recovery_duration</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-9-45><a id=__codelineno-9-45 name=__codelineno-9-45 href=#__codelineno-9-45></a> <span class=n>obj_type</span><span class=o>=</span><span class=s1>'red_array'</span>
|
|
</span><span id=__span-9-46><a id=__codelineno-9-46 name=__codelineno-9-46 href=#__codelineno-9-46></a> <span class=p>)</span>
|
|
</span><span id=__span-9-47><a id=__codelineno-9-47 name=__codelineno-9-47 href=#__codelineno-9-47></a><span class=p>)</span>
|
|
</span></code></pre></div> <hr> <h2 id=vectorbtpro.generic.drawdowns.Drawdowns>Drawdowns <span class=dobjtype>class</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py#L267-L1142 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns title="Permanent link">¶</a></h2> <div class="language-python highlight"><pre><span></span><code><span id=__span-10-1><a id=__codelineno-10-1 name=__codelineno-10-1 href=#__codelineno-10-1></a><span class=n>Drawdowns</span><span class=p>(</span>
|
|
</span><span id=__span-10-2><a id=__codelineno-10-2 name=__codelineno-10-2 href=#__codelineno-10-2></a> <span class=n>wrapper</span><span class=p>,</span>
|
|
</span><span id=__span-10-3><a id=__codelineno-10-3 name=__codelineno-10-3 href=#__codelineno-10-3></a> <span class=n>records_arr</span><span class=p>,</span>
|
|
</span><span id=__span-10-4><a id=__codelineno-10-4 name=__codelineno-10-4 href=#__codelineno-10-4></a> <span class=nb>open</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-10-5><a id=__codelineno-10-5 name=__codelineno-10-5 href=#__codelineno-10-5></a> <span class=n>high</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-10-6><a id=__codelineno-10-6 name=__codelineno-10-6 href=#__codelineno-10-6></a> <span class=n>low</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-10-7><a id=__codelineno-10-7 name=__codelineno-10-7 href=#__codelineno-10-7></a> <span class=n>close</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-10-8><a id=__codelineno-10-8 name=__codelineno-10-8 href=#__codelineno-10-8></a> <span class=o>**</span><span class=n>kwargs</span>
|
|
</span><span id=__span-10-9><a id=__codelineno-10-9 name=__codelineno-10-9 href=#__codelineno-10-9></a><span class=p>)</span>
|
|
</span></code></pre></div> <p>Extends <a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges title=vectorbtpro.generic.ranges.Ranges>Ranges</a> for working with drawdown records.</p> <p>Requires <code>records_arr</code> to have all fields defined in <a href=../enums/index.html#vectorbtpro.generic.enums.drawdown_dt title=vectorbtpro.generic.enums.drawdown_dt>drawdown_dt</a>.</p> <p><strong>Superclasses</strong></p> <ul> <li><a href=../analyzable/index.html#vectorbtpro.generic.analyzable.Analyzable title=vectorbtpro.generic.analyzable.Analyzable>Analyzable</a></li> <li><a href=../../utils/attr_/index.html#vectorbtpro.utils.attr_.AttrResolverMixin title=vectorbtpro.utils.attr_.AttrResolverMixin>AttrResolverMixin</a></li> <li><a href=../../utils/caching/index.html#vectorbtpro.utils.caching.Cacheable title=vectorbtpro.utils.caching.Cacheable>Cacheable</a></li> <li><a href=../../utils/chaining/index.html#vectorbtpro.utils.chaining.Chainable title=vectorbtpro.utils.chaining.Chainable>Chainable</a></li> <li><a href=../../utils/checks/index.html#vectorbtpro.utils.checks.Comparable title=vectorbtpro.utils.checks.Comparable>Comparable</a></li> <li><a href=../../utils/config/index.html#vectorbtpro.utils.config.Configured title=vectorbtpro.utils.config.Configured>Configured</a></li> <li><a href=../../base/indexing/index.html#vectorbtpro.base.indexing.ExtPandasIndexer title=vectorbtpro.base.indexing.ExtPandasIndexer>ExtPandasIndexer</a></li> <li><a href=../../utils/config/index.html#vectorbtpro.utils.config.HasSettings title=vectorbtpro.utils.config.HasSettings>HasSettings</a></li> <li><a href=../../base/indexing/index.html#vectorbtpro.base.indexing.IndexingBase title=vectorbtpro.base.indexing.IndexingBase>IndexingBase</a></li> <li><a href=../../base/indexing/index.html#vectorbtpro.base.indexing.PandasIndexer title=vectorbtpro.base.indexing.PandasIndexer>PandasIndexer</a></li> <li><a href=../../utils/pickling/index.html#vectorbtpro.utils.pickling.Pickleable title=vectorbtpro.utils.pickling.Pickleable>Pickleable</a></li> <li><a href=../plots_builder/index.html#vectorbtpro.generic.plots_builder.PlotsBuilderMixin title=vectorbtpro.generic.plots_builder.PlotsBuilderMixin>PlotsBuilderMixin</a></li> <li><a href=../../utils/formatting/index.html#vectorbtpro.utils.formatting.Prettified title=vectorbtpro.utils.formatting.Prettified>Prettified</a></li> <li><a href=../price_records/index.html#vectorbtpro.generic.price_records.PriceRecords title=vectorbtpro.generic.price_records.PriceRecords>PriceRecords</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges title=vectorbtpro.generic.ranges.Ranges>Ranges</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records title=vectorbtpro.records.base.Records>Records</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.RecordsWithFields title=vectorbtpro.records.base.RecordsWithFields>RecordsWithFields</a></li> <li><a href=../stats_builder/index.html#vectorbtpro.generic.stats_builder.StatsBuilderMixin title=vectorbtpro.generic.stats_builder.StatsBuilderMixin>StatsBuilderMixin</a></li> <li><a href=../../base/wrapping/index.html#vectorbtpro.base.wrapping.Wrapping title=vectorbtpro.base.wrapping.Wrapping>Wrapping</a></li> </ul> <p><strong>Inherited members</strong></p> <ul> <li><a href=../../utils/attr_/index.html#vectorbtpro.utils.attr_.AttrResolverMixin.deep_getattr title=vectorbtpro.generic.ranges.Ranges.deep_getattr>AttrResolverMixin.deep_getattr()</a></li> <li><a href=../../utils/attr_/index.html#vectorbtpro.utils.attr_.AttrResolverMixin.post_resolve_attr title=vectorbtpro.generic.ranges.Ranges.post_resolve_attr>AttrResolverMixin.post_resolve_attr()</a></li> <li><a href=../../utils/attr_/index.html#vectorbtpro.utils.attr_.AttrResolverMixin.pre_resolve_attr title=vectorbtpro.generic.ranges.Ranges.pre_resolve_attr>AttrResolverMixin.pre_resolve_attr()</a></li> <li><a href=../../utils/attr_/index.html#vectorbtpro.utils.attr_.AttrResolverMixin.resolve_attr title=vectorbtpro.generic.ranges.Ranges.resolve_attr>AttrResolverMixin.resolve_attr()</a></li> <li><a href=../../utils/attr_/index.html#vectorbtpro.utils.attr_.AttrResolverMixin.resolve_shortcut_attr title=vectorbtpro.generic.ranges.Ranges.resolve_shortcut_attr>AttrResolverMixin.resolve_shortcut_attr()</a></li> <li><a href=../../utils/caching/index.html#vectorbtpro.utils.caching.Cacheable.get_ca_setup title=vectorbtpro.generic.ranges.Ranges.get_ca_setup>Cacheable.get_ca_setup()</a></li> <li><a href=../../utils/chaining/index.html#vectorbtpro.utils.chaining.Chainable.pipe title=vectorbtpro.generic.ranges.Ranges.pipe>Chainable.pipe()</a></li> <li><a href=../../utils/config/index.html#vectorbtpro.utils.config.Configured.copy title=vectorbtpro.generic.ranges.Ranges.copy>Configured.copy()</a></li> <li><a href=../../utils/config/index.html#vectorbtpro.utils.config.Configured.equals title=vectorbtpro.generic.ranges.Ranges.equals>Configured.equals()</a></li> <li><a href=../../utils/config/index.html#vectorbtpro.utils.config.Configured.get_writeable_attrs title=vectorbtpro.generic.ranges.Ranges.get_writeable_attrs>Configured.get_writeable_attrs()</a></li> <li><a href=../../utils/formatting/index.html#vectorbtpro.utils.formatting.Prettified.prettify title=vectorbtpro.generic.ranges.Ranges.prettify>Configured.prettify()</a></li> <li><a href=../../utils/config/index.html#vectorbtpro.utils.config.Configured.resolve_merge_kwargs title=vectorbtpro.generic.ranges.Ranges.resolve_merge_kwargs>Configured.resolve_merge_kwargs()</a></li> <li><a href=../../utils/config/index.html#vectorbtpro.utils.config.Configured.update_config title=vectorbtpro.generic.ranges.Ranges.update_config>Configured.update_config()</a></li> <li><a href=../../utils/config/index.html#vectorbtpro.utils.config.HasSettings.get_path_setting title=vectorbtpro.generic.ranges.Ranges.get_path_setting>HasSettings.get_path_setting()</a></li> <li><a href=../../utils/config/index.html#vectorbtpro.utils.config.HasSettings.get_path_settings title=vectorbtpro.generic.ranges.Ranges.get_path_settings>HasSettings.get_path_settings()</a></li> <li><a href=../../utils/config/index.html#vectorbtpro.utils.config.HasSettings.get_setting title=vectorbtpro.generic.ranges.Ranges.get_setting>HasSettings.get_setting()</a></li> <li><a href=../../utils/config/index.html#vectorbtpro.utils.config.HasSettings.get_settings title=vectorbtpro.generic.ranges.Ranges.get_settings>HasSettings.get_settings()</a></li> <li><a href=../../utils/config/index.html#vectorbtpro.utils.config.HasSettings.has_path_setting title=vectorbtpro.generic.ranges.Ranges.has_path_setting>HasSettings.has_path_setting()</a></li> <li><a href=../../utils/config/index.html#vectorbtpro.utils.config.HasSettings.has_path_settings title=vectorbtpro.generic.ranges.Ranges.has_path_settings>HasSettings.has_path_settings()</a></li> <li><a href=../../utils/config/index.html#vectorbtpro.utils.config.HasSettings.has_setting title=vectorbtpro.generic.ranges.Ranges.has_setting>HasSettings.has_setting()</a></li> <li><a href=../../utils/config/index.html#vectorbtpro.utils.config.HasSettings.has_settings title=vectorbtpro.generic.ranges.Ranges.has_settings>HasSettings.has_settings()</a></li> <li><a href=../../utils/config/index.html#vectorbtpro.utils.config.HasSettings.reset_settings title=vectorbtpro.generic.ranges.Ranges.reset_settings>HasSettings.reset_settings()</a></li> <li><a href=../../utils/config/index.html#vectorbtpro.utils.config.HasSettings.resolve_setting title=vectorbtpro.generic.ranges.Ranges.resolve_setting>HasSettings.resolve_setting()</a></li> <li><a href=../../utils/config/index.html#vectorbtpro.utils.config.HasSettings.resolve_settings_paths title=vectorbtpro.generic.ranges.Ranges.resolve_settings_paths>HasSettings.resolve_settings_paths()</a></li> <li><a href=../../utils/config/index.html#vectorbtpro.utils.config.HasSettings.set_settings title=vectorbtpro.generic.ranges.Ranges.set_settings>HasSettings.set_settings()</a></li> <li><a href=../../base/indexing/index.html#vectorbtpro.base.indexing.IndexingBase.indexing_setter_func title=vectorbtpro.generic.ranges.Ranges.indexing_setter_func>IndexingBase.indexing_setter_func()</a></li> <li><a href=../../base/indexing/index.html#vectorbtpro.base.indexing.PandasIndexer.xs title=vectorbtpro.generic.ranges.Ranges.xs>PandasIndexer.xs()</a></li> <li><a href=../../utils/pickling/index.html#vectorbtpro.utils.pickling.Pickleable.decode_config title=vectorbtpro.generic.ranges.Ranges.decode_config>Pickleable.decode_config()</a></li> <li><a href=../../utils/pickling/index.html#vectorbtpro.utils.pickling.Pickleable.decode_config_node title=vectorbtpro.generic.ranges.Ranges.decode_config_node>Pickleable.decode_config_node()</a></li> <li><a href=../../utils/pickling/index.html#vectorbtpro.utils.pickling.Pickleable.dumps title=vectorbtpro.generic.ranges.Ranges.dumps>Pickleable.dumps()</a></li> <li><a href=../../utils/pickling/index.html#vectorbtpro.utils.pickling.Pickleable.encode_config title=vectorbtpro.generic.ranges.Ranges.encode_config>Pickleable.encode_config()</a></li> <li><a href=../../utils/pickling/index.html#vectorbtpro.utils.pickling.Pickleable.encode_config_node title=vectorbtpro.generic.ranges.Ranges.encode_config_node>Pickleable.encode_config_node()</a></li> <li><a href=../../utils/pickling/index.html#vectorbtpro.utils.pickling.Pickleable.file_exists title=vectorbtpro.generic.ranges.Ranges.file_exists>Pickleable.file_exists()</a></li> <li><a href=../../utils/pickling/index.html#vectorbtpro.utils.pickling.Pickleable.getsize title=vectorbtpro.generic.ranges.Ranges.getsize>Pickleable.getsize()</a></li> <li><a href=../../utils/pickling/index.html#vectorbtpro.utils.pickling.Pickleable.load title=vectorbtpro.generic.ranges.Ranges.load>Pickleable.load()</a></li> <li><a href=../../utils/pickling/index.html#vectorbtpro.utils.pickling.Pickleable.loads title=vectorbtpro.generic.ranges.Ranges.loads>Pickleable.loads()</a></li> <li><a href=../../utils/pickling/index.html#vectorbtpro.utils.pickling.Pickleable.modify_state title=vectorbtpro.generic.ranges.Ranges.modify_state>Pickleable.modify_state()</a></li> <li><a href=../../utils/pickling/index.html#vectorbtpro.utils.pickling.Pickleable.resolve_file_path title=vectorbtpro.generic.ranges.Ranges.resolve_file_path>Pickleable.resolve_file_path()</a></li> <li><a href=../../utils/pickling/index.html#vectorbtpro.utils.pickling.Pickleable.save title=vectorbtpro.generic.ranges.Ranges.save>Pickleable.save()</a></li> <li><a href=../plots_builder/index.html#vectorbtpro.generic.plots_builder.PlotsBuilderMixin.build_subplots_doc title=vectorbtpro.generic.ranges.Ranges.build_subplots_doc>PlotsBuilderMixin.build_subplots_doc()</a></li> <li><a href=../plots_builder/index.html#vectorbtpro.generic.plots_builder.PlotsBuilderMixin.override_subplots_doc title=vectorbtpro.generic.ranges.Ranges.override_subplots_doc>PlotsBuilderMixin.override_subplots_doc()</a></li> <li><a href=../plots_builder/index.html#vectorbtpro.generic.plots_builder.PlotsBuilderMixin.plots title=vectorbtpro.generic.ranges.Ranges.plots>PlotsBuilderMixin.plots()</a></li> <li><a href=../price_records/index.html#vectorbtpro.generic.price_records.PriceRecords.from_records title=vectorbtpro.generic.ranges.Ranges.from_records>PriceRecords.from_records()</a></li> <li><a href=../price_records/index.html#vectorbtpro.generic.price_records.PriceRecords.get_bar_close title=vectorbtpro.generic.ranges.Ranges.get_bar_close>PriceRecords.get_bar_close()</a></li> <li><a href=../price_records/index.html#vectorbtpro.generic.price_records.PriceRecords.get_bar_close_time title=vectorbtpro.generic.ranges.Ranges.get_bar_close_time>PriceRecords.get_bar_close_time()</a></li> <li><a href=../price_records/index.html#vectorbtpro.generic.price_records.PriceRecords.get_bar_high title=vectorbtpro.generic.ranges.Ranges.get_bar_high>PriceRecords.get_bar_high()</a></li> <li><a href=../price_records/index.html#vectorbtpro.generic.price_records.PriceRecords.get_bar_low title=vectorbtpro.generic.ranges.Ranges.get_bar_low>PriceRecords.get_bar_low()</a></li> <li><a href=../price_records/index.html#vectorbtpro.generic.price_records.PriceRecords.get_bar_open title=vectorbtpro.generic.ranges.Ranges.get_bar_open>PriceRecords.get_bar_open()</a></li> <li><a href=../price_records/index.html#vectorbtpro.generic.price_records.PriceRecords.get_bar_open_time title=vectorbtpro.generic.ranges.Ranges.get_bar_open_time>PriceRecords.get_bar_open_time()</a></li> <li><a href=../price_records/index.html#vectorbtpro.generic.price_records.PriceRecords.indexing_func title=vectorbtpro.generic.ranges.Ranges.indexing_func>PriceRecords.indexing_func()</a></li> <li><a href=../price_records/index.html#vectorbtpro.generic.price_records.PriceRecords.indexing_func_meta title=vectorbtpro.generic.ranges.Ranges.indexing_func_meta>PriceRecords.indexing_func_meta()</a></li> <li><a href=../price_records/index.html#vectorbtpro.generic.price_records.PriceRecords.resample title=vectorbtpro.generic.ranges.Ranges.resample>PriceRecords.resample()</a></li> <li><a href=../price_records/index.html#vectorbtpro.generic.price_records.PriceRecords.resolve_column_stack_kwargs title=vectorbtpro.generic.ranges.Ranges.resolve_column_stack_kwargs>PriceRecords.resolve_column_stack_kwargs()</a></li> <li><a href=../price_records/index.html#vectorbtpro.generic.price_records.PriceRecords.resolve_row_stack_kwargs title=vectorbtpro.generic.ranges.Ranges.resolve_row_stack_kwargs>PriceRecords.resolve_row_stack_kwargs()</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.avg_duration title=vectorbtpro.generic.ranges.Ranges.avg_duration>Ranges.avg_duration</a></li> <li><a href=../price_records/index.html#vectorbtpro.generic.price_records.PriceRecords.bar_close title=vectorbtpro.generic.ranges.Ranges.bar_close>Ranges.bar_close</a></li> <li><a href=../price_records/index.html#vectorbtpro.generic.price_records.PriceRecords.bar_close_time title=vectorbtpro.generic.ranges.Ranges.bar_close_time>Ranges.bar_close_time</a></li> <li><a href=../price_records/index.html#vectorbtpro.generic.price_records.PriceRecords.bar_high title=vectorbtpro.generic.ranges.Ranges.bar_high>Ranges.bar_high</a></li> <li><a href=../price_records/index.html#vectorbtpro.generic.price_records.PriceRecords.bar_low title=vectorbtpro.generic.ranges.Ranges.bar_low>Ranges.bar_low</a></li> <li><a href=../price_records/index.html#vectorbtpro.generic.price_records.PriceRecords.bar_open title=vectorbtpro.generic.ranges.Ranges.bar_open>Ranges.bar_open</a></li> <li><a href=../price_records/index.html#vectorbtpro.generic.price_records.PriceRecords.bar_open_time title=vectorbtpro.generic.ranges.Ranges.bar_open_time>Ranges.bar_open_time</a></li> <li><a href=../price_records/index.html#vectorbtpro.generic.price_records.PriceRecords.close title=vectorbtpro.generic.ranges.Ranges.close>Ranges.close</a></li> <li><a href=../../utils/attr_/index.html#vectorbtpro.utils.attr_.AttrResolverMixin.cls_dir title=vectorbtpro.generic.ranges.Ranges.cls_dir>Ranges.cls_dir</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.col title=vectorbtpro.generic.ranges.Ranges.col>Ranges.col</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.col_arr title=vectorbtpro.generic.ranges.Ranges.col_arr>Ranges.col_arr</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.col_mapper title=vectorbtpro.generic.ranges.Ranges.col_mapper>Ranges.col_mapper</a></li> <li><a href=../../base/wrapping/index.html#vectorbtpro.base.wrapping.Wrapping.column_only_select title=vectorbtpro.generic.ranges.Ranges.column_only_select>Ranges.column_only_select</a></li> <li><a href=../../utils/config/index.html#vectorbtpro.utils.config.Configured.config title=vectorbtpro.generic.ranges.Ranges.config>Ranges.config</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.coverage title=vectorbtpro.generic.ranges.Ranges.coverage>Ranges.coverage</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.crop title=vectorbtpro.generic.ranges.Ranges.crop>Ranges.crop()</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.duration title=vectorbtpro.generic.ranges.Ranges.duration>Ranges.duration</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.end_idx title=vectorbtpro.generic.ranges.Ranges.end_idx>Ranges.end_idx</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.field_names title=vectorbtpro.generic.ranges.Ranges.field_names>Ranges.field_names</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.filter_max_duration title=vectorbtpro.generic.ranges.Ranges.filter_max_duration>Ranges.filter_max_duration()</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.filter_min_duration title=vectorbtpro.generic.ranges.Ranges.filter_min_duration>Ranges.filter_min_duration()</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.first_idx title=vectorbtpro.generic.ranges.Ranges.first_idx>Ranges.first_idx</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.first_pd_mask title=vectorbtpro.generic.ranges.Ranges.first_pd_mask>Ranges.first_pd_mask</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.from_array title=vectorbtpro.generic.ranges.Ranges.from_array>Ranges.from_array()</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.from_delta title=vectorbtpro.generic.ranges.Ranges.from_delta>Ranges.from_delta()</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.get_avg_duration title=vectorbtpro.generic.ranges.Ranges.get_avg_duration>Ranges.get_avg_duration()</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.get_coverage title=vectorbtpro.generic.ranges.Ranges.get_coverage>Ranges.get_coverage()</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.get_duration title=vectorbtpro.generic.ranges.Ranges.get_duration>Ranges.get_duration()</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.get_first_idx title=vectorbtpro.generic.ranges.Ranges.get_first_idx>Ranges.get_first_idx()</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.get_first_pd_mask title=vectorbtpro.generic.ranges.Ranges.get_first_pd_mask>Ranges.get_first_pd_mask()</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.get_invalid title=vectorbtpro.generic.ranges.Ranges.get_invalid>Ranges.get_invalid()</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.get_last_idx title=vectorbtpro.generic.ranges.Ranges.get_last_idx>Ranges.get_last_idx()</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.get_last_pd_mask title=vectorbtpro.generic.ranges.Ranges.get_last_pd_mask>Ranges.get_last_pd_mask()</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.get_max_duration title=vectorbtpro.generic.ranges.Ranges.get_max_duration>Ranges.get_max_duration()</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.get_projections title=vectorbtpro.generic.ranges.Ranges.get_projections>Ranges.get_projections()</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.get_ranges_pd_mask title=vectorbtpro.generic.ranges.Ranges.get_ranges_pd_mask>Ranges.get_ranges_pd_mask()</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.get_real_duration title=vectorbtpro.generic.ranges.Ranges.get_real_duration>Ranges.get_real_duration()</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.get_valid title=vectorbtpro.generic.ranges.Ranges.get_valid>Ranges.get_valid()</a></li> <li><a href=../../base/wrapping/index.html#vectorbtpro.base.wrapping.Wrapping.group_select title=vectorbtpro.generic.ranges.Ranges.group_select>Ranges.group_select</a></li> <li><a href=../price_records/index.html#vectorbtpro.generic.price_records.PriceRecords.high title=vectorbtpro.generic.ranges.Ranges.high>Ranges.high</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.id title=vectorbtpro.generic.ranges.Ranges.id>Ranges.id</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.id_arr title=vectorbtpro.generic.ranges.Ranges.id_arr>Ranges.id_arr</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.idx_arr title=vectorbtpro.generic.ranges.Ranges.idx_arr>Ranges.idx_arr</a></li> <li><a href=../../base/indexing/index.html#vectorbtpro.base.indexing.PandasIndexer.iloc title=vectorbtpro.generic.ranges.Ranges.iloc>Ranges.iloc</a></li> <li><a href=../../base/indexing/index.html#vectorbtpro.base.indexing.PandasIndexer.indexing_kwargs title=vectorbtpro.generic.ranges.Ranges.indexing_kwargs>Ranges.indexing_kwargs</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.invalid title=vectorbtpro.generic.ranges.Ranges.invalid>Ranges.invalid</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.last_idx title=vectorbtpro.generic.ranges.Ranges.last_idx>Ranges.last_idx</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.last_pd_mask title=vectorbtpro.generic.ranges.Ranges.last_pd_mask>Ranges.last_pd_mask</a></li> <li><a href=../../base/indexing/index.html#vectorbtpro.base.indexing.PandasIndexer.loc title=vectorbtpro.generic.ranges.Ranges.loc>Ranges.loc</a></li> <li><a href=../price_records/index.html#vectorbtpro.generic.price_records.PriceRecords.low title=vectorbtpro.generic.ranges.Ranges.low>Ranges.low</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.max_duration title=vectorbtpro.generic.ranges.Ranges.max_duration>Ranges.max_duration</a></li> <li><a href=../price_records/index.html#vectorbtpro.generic.price_records.PriceRecords.open title=vectorbtpro.generic.ranges.Ranges.open>Ranges.open</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.overlap_coverage title=vectorbtpro.generic.ranges.Ranges.overlap_coverage>Ranges.overlap_coverage</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.pd_mask title=vectorbtpro.generic.ranges.Ranges.pd_mask>Ranges.pd_mask</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.plot_projections title=vectorbtpro.generic.ranges.Ranges.plot_projections>Ranges.plot_projections()</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.plot_shapes title=vectorbtpro.generic.ranges.Ranges.plot_shapes>Ranges.plot_shapes()</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.projections title=vectorbtpro.generic.ranges.Ranges.projections>Ranges.projections</a></li> <li><a href=../../base/wrapping/index.html#vectorbtpro.base.wrapping.Wrapping.range_only_select title=vectorbtpro.generic.ranges.Ranges.range_only_select>Ranges.range_only_select</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.ranges_pd_mask title=vectorbtpro.generic.ranges.Ranges.ranges_pd_mask>Ranges.ranges_pd_mask</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.real_duration title=vectorbtpro.generic.ranges.Ranges.real_duration>Ranges.real_duration</a></li> <li><a href=../../utils/pickling/index.html#vectorbtpro.utils.pickling.Pickleable.rec_state title=vectorbtpro.generic.ranges.Ranges.rec_state>Ranges.rec_state</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.records title=vectorbtpro.generic.ranges.Ranges.records>Ranges.records</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.records_arr title=vectorbtpro.generic.ranges.Ranges.records_arr>Ranges.records_arr</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.records_readable title=vectorbtpro.generic.ranges.Ranges.records_readable>Ranges.records_readable</a></li> <li><a href=../../utils/attr_/index.html#vectorbtpro.utils.attr_.AttrResolverMixin.self_aliases title=vectorbtpro.generic.ranges.Ranges.self_aliases>Ranges.self_aliases</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.start_idx title=vectorbtpro.generic.ranges.Ranges.start_idx>Ranges.start_idx</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.status title=vectorbtpro.generic.ranges.Ranges.status>Ranges.status</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.status_closed title=vectorbtpro.generic.ranges.Ranges.status_closed>Ranges.status_closed</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.status_open title=vectorbtpro.generic.ranges.Ranges.status_open>Ranges.status_open</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.valid title=vectorbtpro.generic.ranges.Ranges.valid>Ranges.valid</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.values title=vectorbtpro.generic.ranges.Ranges.values>Ranges.values</a></li> <li><a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.with_delta title=vectorbtpro.generic.ranges.Ranges.with_delta>Ranges.with_delta()</a></li> <li><a href=../../base/wrapping/index.html#vectorbtpro.base.wrapping.Wrapping.wrapper title=vectorbtpro.generic.ranges.Ranges.wrapper>Ranges.wrapper</a></li> <li><a href=../../base/indexing/index.html#vectorbtpro.base.indexing.ExtPandasIndexer.xloc title=vectorbtpro.generic.ranges.Ranges.xloc>Ranges.xloc</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.apply title=vectorbtpro.generic.ranges.Ranges.apply>Records.apply()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.apply_mask title=vectorbtpro.generic.ranges.Ranges.apply_mask>Records.apply_mask()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.build_field_config_doc title=vectorbtpro.generic.ranges.Ranges.build_field_config_doc>Records.build_field_config_doc()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.column_stack title=vectorbtpro.generic.ranges.Ranges.column_stack>Records.column_stack()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.column_stack_records_arrs title=vectorbtpro.generic.ranges.Ranges.column_stack_records_arrs>Records.column_stack_records_arrs()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.count title=vectorbtpro.generic.ranges.Ranges.count>Records.count()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.coverage_map title=vectorbtpro.generic.ranges.Ranges.coverage_map>Records.coverage_map()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.first_n title=vectorbtpro.generic.ranges.Ranges.first_n>Records.first_n()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.get_apply_mapping_arr title=vectorbtpro.generic.ranges.Ranges.get_apply_mapping_arr>Records.get_apply_mapping_arr()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.get_apply_mapping_str_arr title=vectorbtpro.generic.ranges.Ranges.get_apply_mapping_str_arr>Records.get_apply_mapping_str_arr()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.get_column_stack_record_indices title=vectorbtpro.generic.ranges.Ranges.get_column_stack_record_indices>Records.get_column_stack_record_indices()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.get_field_arr title=vectorbtpro.generic.ranges.Ranges.get_field_arr>Records.get_field_arr()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.get_field_mapping title=vectorbtpro.generic.ranges.Ranges.get_field_mapping>Records.get_field_mapping()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.get_field_name title=vectorbtpro.generic.ranges.Ranges.get_field_name>Records.get_field_name()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.get_field_setting title=vectorbtpro.generic.ranges.Ranges.get_field_setting>Records.get_field_setting()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.get_field_title title=vectorbtpro.generic.ranges.Ranges.get_field_title>Records.get_field_title()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.get_map_field title=vectorbtpro.generic.ranges.Ranges.get_map_field>Records.get_map_field()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.get_map_field_to_columns title=vectorbtpro.generic.ranges.Ranges.get_map_field_to_columns>Records.get_map_field_to_columns()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.get_map_field_to_index title=vectorbtpro.generic.ranges.Ranges.get_map_field_to_index>Records.get_map_field_to_index()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.get_pd_mask title=vectorbtpro.generic.ranges.Ranges.get_pd_mask>Records.get_pd_mask()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.get_row_stack_record_indices title=vectorbtpro.generic.ranges.Ranges.get_row_stack_record_indices>Records.get_row_stack_record_indices()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.has_conflicts title=vectorbtpro.generic.ranges.Ranges.has_conflicts>Records.has_conflicts()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.is_sorted title=vectorbtpro.generic.ranges.Ranges.is_sorted>Records.is_sorted()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.last_n title=vectorbtpro.generic.ranges.Ranges.last_n>Records.last_n()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.map title=vectorbtpro.generic.ranges.Ranges.map>Records.map()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.map_array title=vectorbtpro.generic.ranges.Ranges.map_array>Records.map_array()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.map_field title=vectorbtpro.generic.ranges.Ranges.map_field>Records.map_field()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.override_field_config_doc title=vectorbtpro.generic.ranges.Ranges.override_field_config_doc>Records.override_field_config_doc()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.prepare_customdata title=vectorbtpro.generic.ranges.Ranges.prepare_customdata>Records.prepare_customdata()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.random_n title=vectorbtpro.generic.ranges.Ranges.random_n>Records.random_n()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.replace title=vectorbtpro.generic.ranges.Ranges.replace>Records.replace()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.resample_meta title=vectorbtpro.generic.ranges.Ranges.resample_meta>Records.resample_meta()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.resample_records_arr title=vectorbtpro.generic.ranges.Ranges.resample_records_arr>Records.resample_records_arr()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.row_stack title=vectorbtpro.generic.ranges.Ranges.row_stack>Records.row_stack()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.row_stack_records_arrs title=vectorbtpro.generic.ranges.Ranges.row_stack_records_arrs>Records.row_stack_records_arrs()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.select_cols title=vectorbtpro.generic.ranges.Ranges.select_cols>Records.select_cols()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.sort title=vectorbtpro.generic.ranges.Ranges.sort>Records.sort()</a></li> <li><a href=../../records/base/index.html#vectorbtpro.records.base.Records.to_readable title=vectorbtpro.generic.ranges.Ranges.to_readable>Records.to_readable()</a></li> <li><a href=../stats_builder/index.html#vectorbtpro.generic.stats_builder.StatsBuilderMixin.build_metrics_doc title=vectorbtpro.generic.ranges.Ranges.build_metrics_doc>StatsBuilderMixin.build_metrics_doc()</a></li> <li><a href=../stats_builder/index.html#vectorbtpro.generic.stats_builder.StatsBuilderMixin.override_metrics_doc title=vectorbtpro.generic.ranges.Ranges.override_metrics_doc>StatsBuilderMixin.override_metrics_doc()</a></li> <li><a href=../stats_builder/index.html#vectorbtpro.generic.stats_builder.StatsBuilderMixin.stats title=vectorbtpro.generic.ranges.Ranges.stats>StatsBuilderMixin.stats()</a></li> <li><a href=../../base/wrapping/index.html#vectorbtpro.base.wrapping.Wrapping.regroup title=vectorbtpro.generic.ranges.Ranges.regroup>Wrapping.regroup()</a></li> <li><a href=../../base/wrapping/index.html#vectorbtpro.base.wrapping.Wrapping.resolve_self title=vectorbtpro.generic.ranges.Ranges.resolve_self>Wrapping.resolve_self()</a></li> <li><a href=../../base/wrapping/index.html#vectorbtpro.base.wrapping.Wrapping.resolve_stack_kwargs title=vectorbtpro.generic.ranges.Ranges.resolve_stack_kwargs>Wrapping.resolve_stack_kwargs()</a></li> <li><a href=../../base/wrapping/index.html#vectorbtpro.base.wrapping.Wrapping.select_col title=vectorbtpro.generic.ranges.Ranges.select_col>Wrapping.select_col()</a></li> <li><a href=../../base/wrapping/index.html#vectorbtpro.base.wrapping.Wrapping.select_col_from_obj title=vectorbtpro.generic.ranges.Ranges.select_col_from_obj>Wrapping.select_col_from_obj()</a></li> <li><a href=../../base/wrapping/index.html#vectorbtpro.base.wrapping.Wrapping.split title=vectorbtpro.generic.ranges.Ranges.split>Wrapping.split()</a></li> </ul> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.active_drawdown>active_drawdown <span class=dobjtype>property</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.active_drawdown title="Permanent link">¶</a></h3> <p><a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns.get_active_drawdown title=vectorbtpro.generic.drawdowns.Drawdowns.get_active_drawdown>Drawdowns.get_active_drawdown()</a> with default arguments.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.active_duration>active_duration <span class=dobjtype>property</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.active_duration title="Permanent link">¶</a></h3> <p><a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns.get_active_duration title=vectorbtpro.generic.drawdowns.Drawdowns.get_active_duration>Drawdowns.get_active_duration()</a> with default arguments.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.active_recovery>active_recovery <span class=dobjtype>property</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.active_recovery title="Permanent link">¶</a></h3> <p><a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns.get_active_recovery title=vectorbtpro.generic.drawdowns.Drawdowns.get_active_recovery>Drawdowns.get_active_recovery()</a> with default arguments.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.active_recovery_duration>active_recovery_duration <span class=dobjtype>property</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.active_recovery_duration title="Permanent link">¶</a></h3> <p><a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns.get_active_recovery_duration title=vectorbtpro.generic.drawdowns.Drawdowns.get_active_recovery_duration>Drawdowns.get_active_recovery_duration()</a> with default arguments.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.active_recovery_return>active_recovery_return <span class=dobjtype>property</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.active_recovery_return title="Permanent link">¶</a></h3> <p><a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns.get_active_recovery_return title=vectorbtpro.generic.drawdowns.Drawdowns.get_active_recovery_return>Drawdowns.get_active_recovery_return()</a> with default arguments.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.avg_drawdown>avg_drawdown <span class=dobjtype>property</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.avg_drawdown title="Permanent link">¶</a></h3> <p><a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns.get_avg_drawdown title=vectorbtpro.generic.drawdowns.Drawdowns.get_avg_drawdown>Drawdowns.get_avg_drawdown()</a> with default arguments.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.avg_recovery_return>avg_recovery_return <span class=dobjtype>property</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.avg_recovery_return title="Permanent link">¶</a></h3> <p><a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns.get_avg_recovery_return title=vectorbtpro.generic.drawdowns.Drawdowns.get_avg_recovery_return>Drawdowns.get_avg_recovery_return()</a> with default arguments.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.decline_duration>decline_duration <span class=dobjtype>property</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.decline_duration title="Permanent link">¶</a></h3> <p><a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns.get_decline_duration title=vectorbtpro.generic.drawdowns.Drawdowns.get_decline_duration>Drawdowns.get_decline_duration()</a> with default arguments.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.decline_ranges>decline_ranges <span class=dobjtype>property</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.decline_ranges title="Permanent link">¶</a></h3> <p><a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns.get_decline_ranges title=vectorbtpro.generic.drawdowns.Drawdowns.get_decline_ranges>Drawdowns.get_decline_ranges()</a> with default arguments.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.drawdown>drawdown <span class=dobjtype>property</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.drawdown title="Permanent link">¶</a></h3> <p><a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns.get_drawdown title=vectorbtpro.generic.drawdowns.Drawdowns.get_drawdown>Drawdowns.get_drawdown()</a> with default arguments.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.end_val>end_val <span class=dobjtype>property</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.end_val title="Permanent link">¶</a></h3> <p>Mapped array of the field <code>end_val</code>.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.field_config>field_config <span class=dobjtype>class variable</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.field_config title="Permanent link">¶</a></h3> <p>Field config of <a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns title=vectorbtpro.generic.drawdowns.Drawdowns>Drawdowns</a>.</p> <div class="language-python highlight"><pre><span></span><code><span id=__span-11-1><a id=__codelineno-11-1 name=__codelineno-11-1 href=#__codelineno-11-1></a><span class=n>HybridConfig</span><span class=p>(</span>
|
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</span><span id=__span-11-2><a id=__codelineno-11-2 name=__codelineno-11-2 href=#__codelineno-11-2></a> <span class=n>dtype</span><span class=o>=</span><span class=n>np</span><span class=o>.</span><span class=n>dtype</span><span class=p>([</span>
|
|
</span><span id=__span-11-3><a id=__codelineno-11-3 name=__codelineno-11-3 href=#__codelineno-11-3></a> <span class=p>(</span><span class=s1>'id'</span><span class=p>,</span> <span class=s1>'int64'</span><span class=p>),</span>
|
|
</span><span id=__span-11-4><a id=__codelineno-11-4 name=__codelineno-11-4 href=#__codelineno-11-4></a> <span class=p>(</span><span class=s1>'col'</span><span class=p>,</span> <span class=s1>'int64'</span><span class=p>),</span>
|
|
</span><span id=__span-11-5><a id=__codelineno-11-5 name=__codelineno-11-5 href=#__codelineno-11-5></a> <span class=p>(</span><span class=s1>'start_idx'</span><span class=p>,</span> <span class=s1>'int64'</span><span class=p>),</span>
|
|
</span><span id=__span-11-6><a id=__codelineno-11-6 name=__codelineno-11-6 href=#__codelineno-11-6></a> <span class=p>(</span><span class=s1>'valley_idx'</span><span class=p>,</span> <span class=s1>'int64'</span><span class=p>),</span>
|
|
</span><span id=__span-11-7><a id=__codelineno-11-7 name=__codelineno-11-7 href=#__codelineno-11-7></a> <span class=p>(</span><span class=s1>'end_idx'</span><span class=p>,</span> <span class=s1>'int64'</span><span class=p>),</span>
|
|
</span><span id=__span-11-8><a id=__codelineno-11-8 name=__codelineno-11-8 href=#__codelineno-11-8></a> <span class=p>(</span><span class=s1>'start_val'</span><span class=p>,</span> <span class=s1>'float64'</span><span class=p>),</span>
|
|
</span><span id=__span-11-9><a id=__codelineno-11-9 name=__codelineno-11-9 href=#__codelineno-11-9></a> <span class=p>(</span><span class=s1>'valley_val'</span><span class=p>,</span> <span class=s1>'float64'</span><span class=p>),</span>
|
|
</span><span id=__span-11-10><a id=__codelineno-11-10 name=__codelineno-11-10 href=#__codelineno-11-10></a> <span class=p>(</span><span class=s1>'end_val'</span><span class=p>,</span> <span class=s1>'float64'</span><span class=p>),</span>
|
|
</span><span id=__span-11-11><a id=__codelineno-11-11 name=__codelineno-11-11 href=#__codelineno-11-11></a> <span class=p>(</span><span class=s1>'status'</span><span class=p>,</span> <span class=s1>'int64'</span><span class=p>)</span>
|
|
</span><span id=__span-11-12><a id=__codelineno-11-12 name=__codelineno-11-12 href=#__codelineno-11-12></a> <span class=p>]),</span>
|
|
</span><span id=__span-11-13><a id=__codelineno-11-13 name=__codelineno-11-13 href=#__codelineno-11-13></a> <span class=n>settings</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-11-14><a id=__codelineno-11-14 name=__codelineno-11-14 href=#__codelineno-11-14></a> <span class=nb>id</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-11-15><a id=__codelineno-11-15 name=__codelineno-11-15 href=#__codelineno-11-15></a> <span class=n>name</span><span class=o>=</span><span class=s1>'id'</span><span class=p>,</span>
|
|
</span><span id=__span-11-16><a id=__codelineno-11-16 name=__codelineno-11-16 href=#__codelineno-11-16></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Drawdown Id'</span><span class=p>,</span>
|
|
</span><span id=__span-11-17><a id=__codelineno-11-17 name=__codelineno-11-17 href=#__codelineno-11-17></a> <span class=n>mapping</span><span class=o>=</span><span class=s1>'ids'</span>
|
|
</span><span id=__span-11-18><a id=__codelineno-11-18 name=__codelineno-11-18 href=#__codelineno-11-18></a> <span class=p>),</span>
|
|
</span><span id=__span-11-19><a id=__codelineno-11-19 name=__codelineno-11-19 href=#__codelineno-11-19></a> <span class=n>col</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-11-20><a id=__codelineno-11-20 name=__codelineno-11-20 href=#__codelineno-11-20></a> <span class=n>name</span><span class=o>=</span><span class=s1>'col'</span><span class=p>,</span>
|
|
</span><span id=__span-11-21><a id=__codelineno-11-21 name=__codelineno-11-21 href=#__codelineno-11-21></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Column'</span><span class=p>,</span>
|
|
</span><span id=__span-11-22><a id=__codelineno-11-22 name=__codelineno-11-22 href=#__codelineno-11-22></a> <span class=n>mapping</span><span class=o>=</span><span class=s1>'columns'</span><span class=p>,</span>
|
|
</span><span id=__span-11-23><a id=__codelineno-11-23 name=__codelineno-11-23 href=#__codelineno-11-23></a> <span class=n>as_customdata</span><span class=o>=</span><span class=kc>False</span>
|
|
</span><span id=__span-11-24><a id=__codelineno-11-24 name=__codelineno-11-24 href=#__codelineno-11-24></a> <span class=p>),</span>
|
|
</span><span id=__span-11-25><a id=__codelineno-11-25 name=__codelineno-11-25 href=#__codelineno-11-25></a> <span class=n>idx</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-11-26><a id=__codelineno-11-26 name=__codelineno-11-26 href=#__codelineno-11-26></a> <span class=n>name</span><span class=o>=</span><span class=s1>'end_idx'</span><span class=p>,</span>
|
|
</span><span id=__span-11-27><a id=__codelineno-11-27 name=__codelineno-11-27 href=#__codelineno-11-27></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Index'</span><span class=p>,</span>
|
|
</span><span id=__span-11-28><a id=__codelineno-11-28 name=__codelineno-11-28 href=#__codelineno-11-28></a> <span class=n>mapping</span><span class=o>=</span><span class=s1>'index'</span>
|
|
</span><span id=__span-11-29><a id=__codelineno-11-29 name=__codelineno-11-29 href=#__codelineno-11-29></a> <span class=p>),</span>
|
|
</span><span id=__span-11-30><a id=__codelineno-11-30 name=__codelineno-11-30 href=#__codelineno-11-30></a> <span class=n>start_idx</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-11-31><a id=__codelineno-11-31 name=__codelineno-11-31 href=#__codelineno-11-31></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Start Index'</span><span class=p>,</span>
|
|
</span><span id=__span-11-32><a id=__codelineno-11-32 name=__codelineno-11-32 href=#__codelineno-11-32></a> <span class=n>mapping</span><span class=o>=</span><span class=s1>'index'</span>
|
|
</span><span id=__span-11-33><a id=__codelineno-11-33 name=__codelineno-11-33 href=#__codelineno-11-33></a> <span class=p>),</span>
|
|
</span><span id=__span-11-34><a id=__codelineno-11-34 name=__codelineno-11-34 href=#__codelineno-11-34></a> <span class=n>end_idx</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-11-35><a id=__codelineno-11-35 name=__codelineno-11-35 href=#__codelineno-11-35></a> <span class=n>title</span><span class=o>=</span><span class=s1>'End Index'</span><span class=p>,</span>
|
|
</span><span id=__span-11-36><a id=__codelineno-11-36 name=__codelineno-11-36 href=#__codelineno-11-36></a> <span class=n>mapping</span><span class=o>=</span><span class=s1>'index'</span>
|
|
</span><span id=__span-11-37><a id=__codelineno-11-37 name=__codelineno-11-37 href=#__codelineno-11-37></a> <span class=p>),</span>
|
|
</span><span id=__span-11-38><a id=__codelineno-11-38 name=__codelineno-11-38 href=#__codelineno-11-38></a> <span class=n>status</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-11-39><a id=__codelineno-11-39 name=__codelineno-11-39 href=#__codelineno-11-39></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Status'</span><span class=p>,</span>
|
|
</span><span id=__span-11-40><a id=__codelineno-11-40 name=__codelineno-11-40 href=#__codelineno-11-40></a> <span class=n>mapping</span><span class=o>=</span><span class=n>DrawdownStatusT</span><span class=p>(</span>
|
|
</span><span id=__span-11-41><a id=__codelineno-11-41 name=__codelineno-11-41 href=#__codelineno-11-41></a> <span class=n>Active</span><span class=o>=</span><span class=mi>0</span><span class=p>,</span>
|
|
</span><span id=__span-11-42><a id=__codelineno-11-42 name=__codelineno-11-42 href=#__codelineno-11-42></a> <span class=n>Recovered</span><span class=o>=</span><span class=mi>1</span>
|
|
</span><span id=__span-11-43><a id=__codelineno-11-43 name=__codelineno-11-43 href=#__codelineno-11-43></a> <span class=p>)</span>
|
|
</span><span id=__span-11-44><a id=__codelineno-11-44 name=__codelineno-11-44 href=#__codelineno-11-44></a> <span class=p>),</span>
|
|
</span><span id=__span-11-45><a id=__codelineno-11-45 name=__codelineno-11-45 href=#__codelineno-11-45></a> <span class=n>valley_idx</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-11-46><a id=__codelineno-11-46 name=__codelineno-11-46 href=#__codelineno-11-46></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Valley Index'</span><span class=p>,</span>
|
|
</span><span id=__span-11-47><a id=__codelineno-11-47 name=__codelineno-11-47 href=#__codelineno-11-47></a> <span class=n>mapping</span><span class=o>=</span><span class=s1>'index'</span>
|
|
</span><span id=__span-11-48><a id=__codelineno-11-48 name=__codelineno-11-48 href=#__codelineno-11-48></a> <span class=p>),</span>
|
|
</span><span id=__span-11-49><a id=__codelineno-11-49 name=__codelineno-11-49 href=#__codelineno-11-49></a> <span class=n>start_val</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-11-50><a id=__codelineno-11-50 name=__codelineno-11-50 href=#__codelineno-11-50></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Start Value'</span>
|
|
</span><span id=__span-11-51><a id=__codelineno-11-51 name=__codelineno-11-51 href=#__codelineno-11-51></a> <span class=p>),</span>
|
|
</span><span id=__span-11-52><a id=__codelineno-11-52 name=__codelineno-11-52 href=#__codelineno-11-52></a> <span class=n>valley_val</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-11-53><a id=__codelineno-11-53 name=__codelineno-11-53 href=#__codelineno-11-53></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Valley Value'</span>
|
|
</span><span id=__span-11-54><a id=__codelineno-11-54 name=__codelineno-11-54 href=#__codelineno-11-54></a> <span class=p>),</span>
|
|
</span><span id=__span-11-55><a id=__codelineno-11-55 name=__codelineno-11-55 href=#__codelineno-11-55></a> <span class=n>end_val</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-11-56><a id=__codelineno-11-56 name=__codelineno-11-56 href=#__codelineno-11-56></a> <span class=n>title</span><span class=o>=</span><span class=s1>'End Value'</span>
|
|
</span><span id=__span-11-57><a id=__codelineno-11-57 name=__codelineno-11-57 href=#__codelineno-11-57></a> <span class=p>)</span>
|
|
</span><span id=__span-11-58><a id=__codelineno-11-58 name=__codelineno-11-58 href=#__codelineno-11-58></a> <span class=p>)</span>
|
|
</span><span id=__span-11-59><a id=__codelineno-11-59 name=__codelineno-11-59 href=#__codelineno-11-59></a><span class=p>)</span>
|
|
</span></code></pre></div> <p>Returns <code>Drawdowns._field_config</code>, which gets (hybrid-) copied upon creation of each instance. Thus, changing this config won't affect the class.</p> <p>To change fields, you can either change the config in-place, override this property, or overwrite the instance variable <code>Drawdowns._field_config</code>.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.from_price>from_price <span class=dobjtype>class method</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py#L279-L313 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.from_price title="Permanent link">¶</a></h3> <div class="language-python highlight"><pre><span></span><code><span id=__span-12-1><a id=__codelineno-12-1 name=__codelineno-12-1 href=#__codelineno-12-1></a><span class=n>Drawdowns</span><span class=o>.</span><span class=n>from_price</span><span class=p>(</span>
|
|
</span><span id=__span-12-2><a id=__codelineno-12-2 name=__codelineno-12-2 href=#__codelineno-12-2></a> <span class=n>close</span><span class=p>,</span>
|
|
</span><span id=__span-12-3><a id=__codelineno-12-3 name=__codelineno-12-3 href=#__codelineno-12-3></a> <span class=o>*</span><span class=p>,</span>
|
|
</span><span id=__span-12-4><a id=__codelineno-12-4 name=__codelineno-12-4 href=#__codelineno-12-4></a> <span class=nb>open</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-12-5><a id=__codelineno-12-5 name=__codelineno-12-5 href=#__codelineno-12-5></a> <span class=n>high</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-12-6><a id=__codelineno-12-6 name=__codelineno-12-6 href=#__codelineno-12-6></a> <span class=n>low</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-12-7><a id=__codelineno-12-7 name=__codelineno-12-7 href=#__codelineno-12-7></a> <span class=n>attach_data</span><span class=o>=</span><span class=kc>True</span><span class=p>,</span>
|
|
</span><span id=__span-12-8><a id=__codelineno-12-8 name=__codelineno-12-8 href=#__codelineno-12-8></a> <span class=n>jitted</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-12-9><a id=__codelineno-12-9 name=__codelineno-12-9 href=#__codelineno-12-9></a> <span class=n>chunked</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-12-10><a id=__codelineno-12-10 name=__codelineno-12-10 href=#__codelineno-12-10></a> <span class=n>wrapper_kwargs</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-12-11><a id=__codelineno-12-11 name=__codelineno-12-11 href=#__codelineno-12-11></a> <span class=o>**</span><span class=n>kwargs</span>
|
|
</span><span id=__span-12-12><a id=__codelineno-12-12 name=__codelineno-12-12 href=#__codelineno-12-12></a><span class=p>)</span>
|
|
</span></code></pre></div> <p>Build <a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns title=vectorbtpro.generic.drawdowns.Drawdowns>Drawdowns</a> from price.</p> <p><code>**kwargs</code> will be passed to <a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns title=vectorbtpro.generic.drawdowns.Drawdowns>Drawdowns</a>.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.get_active_drawdown>get_active_drawdown <span class=dobjtype>method</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py#L516-L533 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.get_active_drawdown title="Permanent link">¶</a></h3> <div class="language-python highlight"><pre><span></span><code><span id=__span-13-1><a id=__codelineno-13-1 name=__codelineno-13-1 href=#__codelineno-13-1></a><span class=n>Drawdowns</span><span class=o>.</span><span class=n>get_active_drawdown</span><span class=p>(</span>
|
|
</span><span id=__span-13-2><a id=__codelineno-13-2 name=__codelineno-13-2 href=#__codelineno-13-2></a> <span class=n>group_by</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-13-3><a id=__codelineno-13-3 name=__codelineno-13-3 href=#__codelineno-13-3></a> <span class=n>jitted</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-13-4><a id=__codelineno-13-4 name=__codelineno-13-4 href=#__codelineno-13-4></a> <span class=n>chunked</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-13-5><a id=__codelineno-13-5 name=__codelineno-13-5 href=#__codelineno-13-5></a> <span class=n>wrap_kwargs</span><span class=o>=</span><span class=kc>None</span>
|
|
</span><span id=__span-13-6><a id=__codelineno-13-6 name=__codelineno-13-6 href=#__codelineno-13-6></a><span class=p>)</span>
|
|
</span></code></pre></div> <p>Get drawdown of the last active drawdown only.</p> <p>Does not support grouping.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.get_active_duration>get_active_duration <span class=dobjtype>method</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py#L535-L556 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.get_active_duration title="Permanent link">¶</a></h3> <div class="language-python highlight"><pre><span></span><code><span id=__span-14-1><a id=__codelineno-14-1 name=__codelineno-14-1 href=#__codelineno-14-1></a><span class=n>Drawdowns</span><span class=o>.</span><span class=n>get_active_duration</span><span class=p>(</span>
|
|
</span><span id=__span-14-2><a id=__codelineno-14-2 name=__codelineno-14-2 href=#__codelineno-14-2></a> <span class=n>group_by</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-14-3><a id=__codelineno-14-3 name=__codelineno-14-3 href=#__codelineno-14-3></a> <span class=n>jitted</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-14-4><a id=__codelineno-14-4 name=__codelineno-14-4 href=#__codelineno-14-4></a> <span class=n>chunked</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-14-5><a id=__codelineno-14-5 name=__codelineno-14-5 href=#__codelineno-14-5></a> <span class=n>wrap_kwargs</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-14-6><a id=__codelineno-14-6 name=__codelineno-14-6 href=#__codelineno-14-6></a> <span class=o>**</span><span class=n>kwargs</span>
|
|
</span><span id=__span-14-7><a id=__codelineno-14-7 name=__codelineno-14-7 href=#__codelineno-14-7></a><span class=p>)</span>
|
|
</span></code></pre></div> <p>Get duration of the last active drawdown only.</p> <p>Does not support grouping.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.get_active_recovery>get_active_recovery <span class=dobjtype>method</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py#L558-L576 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.get_active_recovery title="Permanent link">¶</a></h3> <div class="language-python highlight"><pre><span></span><code><span id=__span-15-1><a id=__codelineno-15-1 name=__codelineno-15-1 href=#__codelineno-15-1></a><span class=n>Drawdowns</span><span class=o>.</span><span class=n>get_active_recovery</span><span class=p>(</span>
|
|
</span><span id=__span-15-2><a id=__codelineno-15-2 name=__codelineno-15-2 href=#__codelineno-15-2></a> <span class=n>group_by</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-15-3><a id=__codelineno-15-3 name=__codelineno-15-3 href=#__codelineno-15-3></a> <span class=n>jitted</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-15-4><a id=__codelineno-15-4 name=__codelineno-15-4 href=#__codelineno-15-4></a> <span class=n>chunked</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-15-5><a id=__codelineno-15-5 name=__codelineno-15-5 href=#__codelineno-15-5></a> <span class=n>wrap_kwargs</span><span class=o>=</span><span class=kc>None</span>
|
|
</span><span id=__span-15-6><a id=__codelineno-15-6 name=__codelineno-15-6 href=#__codelineno-15-6></a><span class=p>)</span>
|
|
</span></code></pre></div> <p>Get recovery of the last active drawdown only.</p> <p>Does not support grouping.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.get_active_recovery_duration>get_active_recovery_duration <span class=dobjtype>method</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py#L601-L622 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.get_active_recovery_duration title="Permanent link">¶</a></h3> <div class="language-python highlight"><pre><span></span><code><span id=__span-16-1><a id=__codelineno-16-1 name=__codelineno-16-1 href=#__codelineno-16-1></a><span class=n>Drawdowns</span><span class=o>.</span><span class=n>get_active_recovery_duration</span><span class=p>(</span>
|
|
</span><span id=__span-16-2><a id=__codelineno-16-2 name=__codelineno-16-2 href=#__codelineno-16-2></a> <span class=n>group_by</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-16-3><a id=__codelineno-16-3 name=__codelineno-16-3 href=#__codelineno-16-3></a> <span class=n>jitted</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-16-4><a id=__codelineno-16-4 name=__codelineno-16-4 href=#__codelineno-16-4></a> <span class=n>chunked</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-16-5><a id=__codelineno-16-5 name=__codelineno-16-5 href=#__codelineno-16-5></a> <span class=n>wrap_kwargs</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-16-6><a id=__codelineno-16-6 name=__codelineno-16-6 href=#__codelineno-16-6></a> <span class=o>**</span><span class=n>kwargs</span>
|
|
</span><span id=__span-16-7><a id=__codelineno-16-7 name=__codelineno-16-7 href=#__codelineno-16-7></a><span class=p>)</span>
|
|
</span></code></pre></div> <p>Get recovery duration of the last active drawdown only.</p> <p>Does not support grouping.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.get_active_recovery_return>get_active_recovery_return <span class=dobjtype>method</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py#L578-L599 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.get_active_recovery_return title="Permanent link">¶</a></h3> <div class="language-python highlight"><pre><span></span><code><span id=__span-17-1><a id=__codelineno-17-1 name=__codelineno-17-1 href=#__codelineno-17-1></a><span class=n>Drawdowns</span><span class=o>.</span><span class=n>get_active_recovery_return</span><span class=p>(</span>
|
|
</span><span id=__span-17-2><a id=__codelineno-17-2 name=__codelineno-17-2 href=#__codelineno-17-2></a> <span class=n>group_by</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-17-3><a id=__codelineno-17-3 name=__codelineno-17-3 href=#__codelineno-17-3></a> <span class=n>jitted</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-17-4><a id=__codelineno-17-4 name=__codelineno-17-4 href=#__codelineno-17-4></a> <span class=n>chunked</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-17-5><a id=__codelineno-17-5 name=__codelineno-17-5 href=#__codelineno-17-5></a> <span class=n>wrap_kwargs</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-17-6><a id=__codelineno-17-6 name=__codelineno-17-6 href=#__codelineno-17-6></a> <span class=o>**</span><span class=n>kwargs</span>
|
|
</span><span id=__span-17-7><a id=__codelineno-17-7 name=__codelineno-17-7 href=#__codelineno-17-7></a><span class=p>)</span>
|
|
</span></code></pre></div> <p>Get recovery return of the last active drawdown only.</p> <p>Does not support grouping.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.get_avg_drawdown>get_avg_drawdown <span class=dobjtype>method</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py#L380-L392 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.get_avg_drawdown title="Permanent link">¶</a></h3> <div class="language-python highlight"><pre><span></span><code><span id=__span-18-1><a id=__codelineno-18-1 name=__codelineno-18-1 href=#__codelineno-18-1></a><span class=n>Drawdowns</span><span class=o>.</span><span class=n>get_avg_drawdown</span><span class=p>(</span>
|
|
</span><span id=__span-18-2><a id=__codelineno-18-2 name=__codelineno-18-2 href=#__codelineno-18-2></a> <span class=n>group_by</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-18-3><a id=__codelineno-18-3 name=__codelineno-18-3 href=#__codelineno-18-3></a> <span class=n>jitted</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-18-4><a id=__codelineno-18-4 name=__codelineno-18-4 href=#__codelineno-18-4></a> <span class=n>chunked</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-18-5><a id=__codelineno-18-5 name=__codelineno-18-5 href=#__codelineno-18-5></a> <span class=n>wrap_kwargs</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-18-6><a id=__codelineno-18-6 name=__codelineno-18-6 href=#__codelineno-18-6></a> <span class=o>**</span><span class=n>kwargs</span>
|
|
</span><span id=__span-18-7><a id=__codelineno-18-7 name=__codelineno-18-7 href=#__codelineno-18-7></a><span class=p>)</span>
|
|
</span></code></pre></div> <p>Get average drawdown (ADD).</p> <p>Based on <a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns.drawdown title=vectorbtpro.generic.drawdowns.Drawdowns.drawdown>Drawdowns.drawdown</a>.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.get_avg_recovery_return>get_avg_recovery_return <span class=dobjtype>method</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py#L424-L442 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.get_avg_recovery_return title="Permanent link">¶</a></h3> <div class="language-python highlight"><pre><span></span><code><span id=__span-19-1><a id=__codelineno-19-1 name=__codelineno-19-1 href=#__codelineno-19-1></a><span class=n>Drawdowns</span><span class=o>.</span><span class=n>get_avg_recovery_return</span><span class=p>(</span>
|
|
</span><span id=__span-19-2><a id=__codelineno-19-2 name=__codelineno-19-2 href=#__codelineno-19-2></a> <span class=n>group_by</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-19-3><a id=__codelineno-19-3 name=__codelineno-19-3 href=#__codelineno-19-3></a> <span class=n>jitted</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-19-4><a id=__codelineno-19-4 name=__codelineno-19-4 href=#__codelineno-19-4></a> <span class=n>chunked</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-19-5><a id=__codelineno-19-5 name=__codelineno-19-5 href=#__codelineno-19-5></a> <span class=n>wrap_kwargs</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-19-6><a id=__codelineno-19-6 name=__codelineno-19-6 href=#__codelineno-19-6></a> <span class=o>**</span><span class=n>kwargs</span>
|
|
</span><span id=__span-19-7><a id=__codelineno-19-7 name=__codelineno-19-7 href=#__codelineno-19-7></a><span class=p>)</span>
|
|
</span></code></pre></div> <p>Get average recovery return.</p> <p>Based on <a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns.recovery_return title=vectorbtpro.generic.drawdowns.Drawdowns.recovery_return>Drawdowns.recovery_return</a>.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.get_decline_duration>get_decline_duration <span class=dobjtype>method</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py#L466-L478 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.get_decline_duration title="Permanent link">¶</a></h3> <div class="language-python highlight"><pre><span></span><code><span id=__span-20-1><a id=__codelineno-20-1 name=__codelineno-20-1 href=#__codelineno-20-1></a><span class=n>Drawdowns</span><span class=o>.</span><span class=n>get_decline_duration</span><span class=p>(</span>
|
|
</span><span id=__span-20-2><a id=__codelineno-20-2 name=__codelineno-20-2 href=#__codelineno-20-2></a> <span class=n>jitted</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-20-3><a id=__codelineno-20-3 name=__codelineno-20-3 href=#__codelineno-20-3></a> <span class=n>chunked</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-20-4><a id=__codelineno-20-4 name=__codelineno-20-4 href=#__codelineno-20-4></a> <span class=o>**</span><span class=n>kwargs</span>
|
|
</span><span id=__span-20-5><a id=__codelineno-20-5 name=__codelineno-20-5 href=#__codelineno-20-5></a><span class=p>)</span>
|
|
</span></code></pre></div> <p>See <a href=../nb/records/index.html#vectorbtpro.generic.nb.records.dd_decline_duration_nb title=vectorbtpro.generic.nb.records.dd_decline_duration_nb>dd_decline_duration_nb()</a>.</p> <p>Takes into account both recovered and active drawdowns.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.get_decline_ranges>get_decline_ranges <span class=dobjtype>method</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py#L333-L349 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.get_decline_ranges title="Permanent link">¶</a></h3> <div class="language-python highlight"><pre><span></span><code><span id=__span-21-1><a id=__codelineno-21-1 name=__codelineno-21-1 href=#__codelineno-21-1></a><span class=n>Drawdowns</span><span class=o>.</span><span class=n>get_decline_ranges</span><span class=p>(</span>
|
|
</span><span id=__span-21-2><a id=__codelineno-21-2 name=__codelineno-21-2 href=#__codelineno-21-2></a> <span class=o>**</span><span class=n>kwargs</span>
|
|
</span><span id=__span-21-3><a id=__codelineno-21-3 name=__codelineno-21-3 href=#__codelineno-21-3></a><span class=p>)</span>
|
|
</span></code></pre></div> <p>Get records of type <a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges title=vectorbtpro.generic.ranges.Ranges>Ranges</a> for peak-to-valley ranges.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.get_drawdown>get_drawdown <span class=dobjtype>method</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py#L371-L378 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.get_drawdown title="Permanent link">¶</a></h3> <div class="language-python highlight"><pre><span></span><code><span id=__span-22-1><a id=__codelineno-22-1 name=__codelineno-22-1 href=#__codelineno-22-1></a><span class=n>Drawdowns</span><span class=o>.</span><span class=n>get_drawdown</span><span class=p>(</span>
|
|
</span><span id=__span-22-2><a id=__codelineno-22-2 name=__codelineno-22-2 href=#__codelineno-22-2></a> <span class=n>jitted</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-22-3><a id=__codelineno-22-3 name=__codelineno-22-3 href=#__codelineno-22-3></a> <span class=n>chunked</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-22-4><a id=__codelineno-22-4 name=__codelineno-22-4 href=#__codelineno-22-4></a> <span class=o>**</span><span class=n>kwargs</span>
|
|
</span><span id=__span-22-5><a id=__codelineno-22-5 name=__codelineno-22-5 href=#__codelineno-22-5></a><span class=p>)</span>
|
|
</span></code></pre></div> <p>See <a href=../nb/records/index.html#vectorbtpro.generic.nb.records.dd_drawdown_nb title=vectorbtpro.generic.nb.records.dd_drawdown_nb>dd_drawdown_nb()</a>.</p> <p>Takes into account both recovered and active drawdowns.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.get_max_drawdown>get_max_drawdown <span class=dobjtype>method</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py#L394-L406 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.get_max_drawdown title="Permanent link">¶</a></h3> <div class="language-python highlight"><pre><span></span><code><span id=__span-23-1><a id=__codelineno-23-1 name=__codelineno-23-1 href=#__codelineno-23-1></a><span class=n>Drawdowns</span><span class=o>.</span><span class=n>get_max_drawdown</span><span class=p>(</span>
|
|
</span><span id=__span-23-2><a id=__codelineno-23-2 name=__codelineno-23-2 href=#__codelineno-23-2></a> <span class=n>group_by</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-23-3><a id=__codelineno-23-3 name=__codelineno-23-3 href=#__codelineno-23-3></a> <span class=n>jitted</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-23-4><a id=__codelineno-23-4 name=__codelineno-23-4 href=#__codelineno-23-4></a> <span class=n>chunked</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-23-5><a id=__codelineno-23-5 name=__codelineno-23-5 href=#__codelineno-23-5></a> <span class=n>wrap_kwargs</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-23-6><a id=__codelineno-23-6 name=__codelineno-23-6 href=#__codelineno-23-6></a> <span class=o>**</span><span class=n>kwargs</span>
|
|
</span><span id=__span-23-7><a id=__codelineno-23-7 name=__codelineno-23-7 href=#__codelineno-23-7></a><span class=p>)</span>
|
|
</span></code></pre></div> <p>Get maximum drawdown (MDD).</p> <p>Based on <a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns.drawdown title=vectorbtpro.generic.drawdowns.Drawdowns.drawdown>Drawdowns.drawdown</a>.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.get_max_recovery_return>get_max_recovery_return <span class=dobjtype>method</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py#L444-L462 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.get_max_recovery_return title="Permanent link">¶</a></h3> <div class="language-python highlight"><pre><span></span><code><span id=__span-24-1><a id=__codelineno-24-1 name=__codelineno-24-1 href=#__codelineno-24-1></a><span class=n>Drawdowns</span><span class=o>.</span><span class=n>get_max_recovery_return</span><span class=p>(</span>
|
|
</span><span id=__span-24-2><a id=__codelineno-24-2 name=__codelineno-24-2 href=#__codelineno-24-2></a> <span class=n>group_by</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-24-3><a id=__codelineno-24-3 name=__codelineno-24-3 href=#__codelineno-24-3></a> <span class=n>jitted</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-24-4><a id=__codelineno-24-4 name=__codelineno-24-4 href=#__codelineno-24-4></a> <span class=n>chunked</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-24-5><a id=__codelineno-24-5 name=__codelineno-24-5 href=#__codelineno-24-5></a> <span class=n>wrap_kwargs</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-24-6><a id=__codelineno-24-6 name=__codelineno-24-6 href=#__codelineno-24-6></a> <span class=o>**</span><span class=n>kwargs</span>
|
|
</span><span id=__span-24-7><a id=__codelineno-24-7 name=__codelineno-24-7 href=#__codelineno-24-7></a><span class=p>)</span>
|
|
</span></code></pre></div> <p>Get maximum recovery return.</p> <p>Based on <a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns.recovery_return title=vectorbtpro.generic.drawdowns.Drawdowns.recovery_return>Drawdowns.recovery_return</a>.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.get_ranges>get_ranges <span class=dobjtype>method</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py#L315-L331 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.get_ranges title="Permanent link">¶</a></h3> <div class="language-python highlight"><pre><span></span><code><span id=__span-25-1><a id=__codelineno-25-1 name=__codelineno-25-1 href=#__codelineno-25-1></a><span class=n>Drawdowns</span><span class=o>.</span><span class=n>get_ranges</span><span class=p>(</span>
|
|
</span><span id=__span-25-2><a id=__codelineno-25-2 name=__codelineno-25-2 href=#__codelineno-25-2></a> <span class=o>**</span><span class=n>kwargs</span>
|
|
</span><span id=__span-25-3><a id=__codelineno-25-3 name=__codelineno-25-3 href=#__codelineno-25-3></a><span class=p>)</span>
|
|
</span></code></pre></div> <p>Get records of type <a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges title=vectorbtpro.generic.ranges.Ranges>Ranges</a> for peak-to-end ranges.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.get_recovery_duration>get_recovery_duration <span class=dobjtype>method</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py#L480-L494 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.get_recovery_duration title="Permanent link">¶</a></h3> <div class="language-python highlight"><pre><span></span><code><span id=__span-26-1><a id=__codelineno-26-1 name=__codelineno-26-1 href=#__codelineno-26-1></a><span class=n>Drawdowns</span><span class=o>.</span><span class=n>get_recovery_duration</span><span class=p>(</span>
|
|
</span><span id=__span-26-2><a id=__codelineno-26-2 name=__codelineno-26-2 href=#__codelineno-26-2></a> <span class=n>jitted</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-26-3><a id=__codelineno-26-3 name=__codelineno-26-3 href=#__codelineno-26-3></a> <span class=n>chunked</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-26-4><a id=__codelineno-26-4 name=__codelineno-26-4 href=#__codelineno-26-4></a> <span class=o>**</span><span class=n>kwargs</span>
|
|
</span><span id=__span-26-5><a id=__codelineno-26-5 name=__codelineno-26-5 href=#__codelineno-26-5></a><span class=p>)</span>
|
|
</span></code></pre></div> <p>See <a href=../nb/records/index.html#vectorbtpro.generic.nb.records.dd_recovery_duration_nb title=vectorbtpro.generic.nb.records.dd_recovery_duration_nb>dd_recovery_duration_nb()</a>.</p> <p>A value higher than 1 means the recovery was slower than the decline.</p> <p>Takes into account both recovered and active drawdowns.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.get_recovery_duration_ratio>get_recovery_duration_ratio <span class=dobjtype>method</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py#L496-L512 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.get_recovery_duration_ratio title="Permanent link">¶</a></h3> <div class="language-python highlight"><pre><span></span><code><span id=__span-27-1><a id=__codelineno-27-1 name=__codelineno-27-1 href=#__codelineno-27-1></a><span class=n>Drawdowns</span><span class=o>.</span><span class=n>get_recovery_duration_ratio</span><span class=p>(</span>
|
|
</span><span id=__span-27-2><a id=__codelineno-27-2 name=__codelineno-27-2 href=#__codelineno-27-2></a> <span class=n>jitted</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-27-3><a id=__codelineno-27-3 name=__codelineno-27-3 href=#__codelineno-27-3></a> <span class=n>chunked</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-27-4><a id=__codelineno-27-4 name=__codelineno-27-4 href=#__codelineno-27-4></a> <span class=o>**</span><span class=n>kwargs</span>
|
|
</span><span id=__span-27-5><a id=__codelineno-27-5 name=__codelineno-27-5 href=#__codelineno-27-5></a><span class=p>)</span>
|
|
</span></code></pre></div> <p>See <a href=../nb/records/index.html#vectorbtpro.generic.nb.records.dd_recovery_duration_ratio_nb title=vectorbtpro.generic.nb.records.dd_recovery_duration_ratio_nb>dd_recovery_duration_ratio_nb()</a>.</p> <p>Takes into account both recovered and active drawdowns.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.get_recovery_ranges>get_recovery_ranges <span class=dobjtype>method</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py#L351-L367 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.get_recovery_ranges title="Permanent link">¶</a></h3> <div class="language-python highlight"><pre><span></span><code><span id=__span-28-1><a id=__codelineno-28-1 name=__codelineno-28-1 href=#__codelineno-28-1></a><span class=n>Drawdowns</span><span class=o>.</span><span class=n>get_recovery_ranges</span><span class=p>(</span>
|
|
</span><span id=__span-28-2><a id=__codelineno-28-2 name=__codelineno-28-2 href=#__codelineno-28-2></a> <span class=o>**</span><span class=n>kwargs</span>
|
|
</span><span id=__span-28-3><a id=__codelineno-28-3 name=__codelineno-28-3 href=#__codelineno-28-3></a><span class=p>)</span>
|
|
</span></code></pre></div> <p>Get records of type <a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges title=vectorbtpro.generic.ranges.Ranges>Ranges</a> for valley-to-end ranges.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.get_recovery_return>get_recovery_return <span class=dobjtype>method</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py#L410-L422 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.get_recovery_return title="Permanent link">¶</a></h3> <div class="language-python highlight"><pre><span></span><code><span id=__span-29-1><a id=__codelineno-29-1 name=__codelineno-29-1 href=#__codelineno-29-1></a><span class=n>Drawdowns</span><span class=o>.</span><span class=n>get_recovery_return</span><span class=p>(</span>
|
|
</span><span id=__span-29-2><a id=__codelineno-29-2 name=__codelineno-29-2 href=#__codelineno-29-2></a> <span class=n>jitted</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-29-3><a id=__codelineno-29-3 name=__codelineno-29-3 href=#__codelineno-29-3></a> <span class=n>chunked</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-29-4><a id=__codelineno-29-4 name=__codelineno-29-4 href=#__codelineno-29-4></a> <span class=o>**</span><span class=n>kwargs</span>
|
|
</span><span id=__span-29-5><a id=__codelineno-29-5 name=__codelineno-29-5 href=#__codelineno-29-5></a><span class=p>)</span>
|
|
</span></code></pre></div> <p>See <a href=../nb/records/index.html#vectorbtpro.generic.nb.records.dd_recovery_return_nb title=vectorbtpro.generic.nb.records.dd_recovery_return_nb>dd_recovery_return_nb()</a>.</p> <p>Takes into account both recovered and active drawdowns.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.max_drawdown>max_drawdown <span class=dobjtype>property</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.max_drawdown title="Permanent link">¶</a></h3> <p><a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns.get_max_drawdown title=vectorbtpro.generic.drawdowns.Drawdowns.get_max_drawdown>Drawdowns.get_max_drawdown()</a> with default arguments.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.max_recovery_return>max_recovery_return <span class=dobjtype>property</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.max_recovery_return title="Permanent link">¶</a></h3> <p><a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns.get_max_recovery_return title=vectorbtpro.generic.drawdowns.Drawdowns.get_max_recovery_return>Drawdowns.get_max_recovery_return()</a> with default arguments.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.metrics>metrics <span class=dobjtype>class variable</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.metrics title="Permanent link">¶</a></h3> <p>Metrics supported by <a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns title=vectorbtpro.generic.drawdowns.Drawdowns>Drawdowns</a>.</p> <div class="language-python highlight"><pre><span></span><code><span id=__span-30-1><a id=__codelineno-30-1 name=__codelineno-30-1 href=#__codelineno-30-1></a><span class=n>HybridConfig</span><span class=p>(</span>
|
|
</span><span id=__span-30-2><a id=__codelineno-30-2 name=__codelineno-30-2 href=#__codelineno-30-2></a> <span class=n>start</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-30-3><a id=__codelineno-30-3 name=__codelineno-30-3 href=#__codelineno-30-3></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Start'</span><span class=p>,</span>
|
|
</span><span id=__span-30-4><a id=__codelineno-30-4 name=__codelineno-30-4 href=#__codelineno-30-4></a> <span class=n>calc_func</span><span class=o>=<</span><span class=n>function</span> <span class=n>Drawdowns</span><span class=o>.<</span><span class=k>lambda</span><span class=o>></span> <span class=n>at</span> <span class=mh>0x7ff34a345d80</span><span class=o>></span><span class=p>,</span>
|
|
</span><span id=__span-30-5><a id=__codelineno-30-5 name=__codelineno-30-5 href=#__codelineno-30-5></a> <span class=n>agg_func</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-30-6><a id=__codelineno-30-6 name=__codelineno-30-6 href=#__codelineno-30-6></a> <span class=n>tags</span><span class=o>=</span><span class=s1>'wrapper'</span>
|
|
</span><span id=__span-30-7><a id=__codelineno-30-7 name=__codelineno-30-7 href=#__codelineno-30-7></a> <span class=p>),</span>
|
|
</span><span id=__span-30-8><a id=__codelineno-30-8 name=__codelineno-30-8 href=#__codelineno-30-8></a> <span class=n>end</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-30-9><a id=__codelineno-30-9 name=__codelineno-30-9 href=#__codelineno-30-9></a> <span class=n>title</span><span class=o>=</span><span class=s1>'End'</span><span class=p>,</span>
|
|
</span><span id=__span-30-10><a id=__codelineno-30-10 name=__codelineno-30-10 href=#__codelineno-30-10></a> <span class=n>calc_func</span><span class=o>=<</span><span class=n>function</span> <span class=n>Drawdowns</span><span class=o>.<</span><span class=k>lambda</span><span class=o>></span> <span class=n>at</span> <span class=mh>0x7ff34a345e10</span><span class=o>></span><span class=p>,</span>
|
|
</span><span id=__span-30-11><a id=__codelineno-30-11 name=__codelineno-30-11 href=#__codelineno-30-11></a> <span class=n>agg_func</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-30-12><a id=__codelineno-30-12 name=__codelineno-30-12 href=#__codelineno-30-12></a> <span class=n>tags</span><span class=o>=</span><span class=s1>'wrapper'</span>
|
|
</span><span id=__span-30-13><a id=__codelineno-30-13 name=__codelineno-30-13 href=#__codelineno-30-13></a> <span class=p>),</span>
|
|
</span><span id=__span-30-14><a id=__codelineno-30-14 name=__codelineno-30-14 href=#__codelineno-30-14></a> <span class=n>period</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-30-15><a id=__codelineno-30-15 name=__codelineno-30-15 href=#__codelineno-30-15></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Period'</span><span class=p>,</span>
|
|
</span><span id=__span-30-16><a id=__codelineno-30-16 name=__codelineno-30-16 href=#__codelineno-30-16></a> <span class=n>calc_func</span><span class=o>=<</span><span class=n>function</span> <span class=n>Drawdowns</span><span class=o>.<</span><span class=k>lambda</span><span class=o>></span> <span class=n>at</span> <span class=mh>0x7ff34a345ea0</span><span class=o>></span><span class=p>,</span>
|
|
</span><span id=__span-30-17><a id=__codelineno-30-17 name=__codelineno-30-17 href=#__codelineno-30-17></a> <span class=n>apply_to_timedelta</span><span class=o>=</span><span class=kc>True</span><span class=p>,</span>
|
|
</span><span id=__span-30-18><a id=__codelineno-30-18 name=__codelineno-30-18 href=#__codelineno-30-18></a> <span class=n>agg_func</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-30-19><a id=__codelineno-30-19 name=__codelineno-30-19 href=#__codelineno-30-19></a> <span class=n>tags</span><span class=o>=</span><span class=s1>'wrapper'</span>
|
|
</span><span id=__span-30-20><a id=__codelineno-30-20 name=__codelineno-30-20 href=#__codelineno-30-20></a> <span class=p>),</span>
|
|
</span><span id=__span-30-21><a id=__codelineno-30-21 name=__codelineno-30-21 href=#__codelineno-30-21></a> <span class=n>coverage</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-30-22><a id=__codelineno-30-22 name=__codelineno-30-22 href=#__codelineno-30-22></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Coverage [%]'</span><span class=p>,</span>
|
|
</span><span id=__span-30-23><a id=__codelineno-30-23 name=__codelineno-30-23 href=#__codelineno-30-23></a> <span class=n>calc_func</span><span class=o>=</span><span class=s1>'coverage'</span><span class=p>,</span>
|
|
</span><span id=__span-30-24><a id=__codelineno-30-24 name=__codelineno-30-24 href=#__codelineno-30-24></a> <span class=n>post_calc_func</span><span class=o>=<</span><span class=n>function</span> <span class=n>Drawdowns</span><span class=o>.<</span><span class=k>lambda</span><span class=o>></span> <span class=n>at</span> <span class=mh>0x7ff34a345f30</span><span class=o>></span><span class=p>,</span>
|
|
</span><span id=__span-30-25><a id=__codelineno-30-25 name=__codelineno-30-25 href=#__codelineno-30-25></a> <span class=n>tags</span><span class=o>=</span><span class=p>[</span>
|
|
</span><span id=__span-30-26><a id=__codelineno-30-26 name=__codelineno-30-26 href=#__codelineno-30-26></a> <span class=s1>'ranges'</span><span class=p>,</span>
|
|
</span><span id=__span-30-27><a id=__codelineno-30-27 name=__codelineno-30-27 href=#__codelineno-30-27></a> <span class=s1>'duration'</span>
|
|
</span><span id=__span-30-28><a id=__codelineno-30-28 name=__codelineno-30-28 href=#__codelineno-30-28></a> <span class=p>]</span>
|
|
</span><span id=__span-30-29><a id=__codelineno-30-29 name=__codelineno-30-29 href=#__codelineno-30-29></a> <span class=p>),</span>
|
|
</span><span id=__span-30-30><a id=__codelineno-30-30 name=__codelineno-30-30 href=#__codelineno-30-30></a> <span class=n>total_records</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-30-31><a id=__codelineno-30-31 name=__codelineno-30-31 href=#__codelineno-30-31></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Total Records'</span><span class=p>,</span>
|
|
</span><span id=__span-30-32><a id=__codelineno-30-32 name=__codelineno-30-32 href=#__codelineno-30-32></a> <span class=n>calc_func</span><span class=o>=</span><span class=s1>'count'</span><span class=p>,</span>
|
|
</span><span id=__span-30-33><a id=__codelineno-30-33 name=__codelineno-30-33 href=#__codelineno-30-33></a> <span class=n>tags</span><span class=o>=</span><span class=s1>'records'</span>
|
|
</span><span id=__span-30-34><a id=__codelineno-30-34 name=__codelineno-30-34 href=#__codelineno-30-34></a> <span class=p>),</span>
|
|
</span><span id=__span-30-35><a id=__codelineno-30-35 name=__codelineno-30-35 href=#__codelineno-30-35></a> <span class=n>total_recovered</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-30-36><a id=__codelineno-30-36 name=__codelineno-30-36 href=#__codelineno-30-36></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Total Recovered Drawdowns'</span><span class=p>,</span>
|
|
</span><span id=__span-30-37><a id=__codelineno-30-37 name=__codelineno-30-37 href=#__codelineno-30-37></a> <span class=n>calc_func</span><span class=o>=</span><span class=s1>'status_recovered.count'</span><span class=p>,</span>
|
|
</span><span id=__span-30-38><a id=__codelineno-30-38 name=__codelineno-30-38 href=#__codelineno-30-38></a> <span class=n>tags</span><span class=o>=</span><span class=s1>'drawdowns'</span>
|
|
</span><span id=__span-30-39><a id=__codelineno-30-39 name=__codelineno-30-39 href=#__codelineno-30-39></a> <span class=p>),</span>
|
|
</span><span id=__span-30-40><a id=__codelineno-30-40 name=__codelineno-30-40 href=#__codelineno-30-40></a> <span class=n>total_active</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-30-41><a id=__codelineno-30-41 name=__codelineno-30-41 href=#__codelineno-30-41></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Total Active Drawdowns'</span><span class=p>,</span>
|
|
</span><span id=__span-30-42><a id=__codelineno-30-42 name=__codelineno-30-42 href=#__codelineno-30-42></a> <span class=n>calc_func</span><span class=o>=</span><span class=s1>'status_active.count'</span><span class=p>,</span>
|
|
</span><span id=__span-30-43><a id=__codelineno-30-43 name=__codelineno-30-43 href=#__codelineno-30-43></a> <span class=n>tags</span><span class=o>=</span><span class=s1>'drawdowns'</span>
|
|
</span><span id=__span-30-44><a id=__codelineno-30-44 name=__codelineno-30-44 href=#__codelineno-30-44></a> <span class=p>),</span>
|
|
</span><span id=__span-30-45><a id=__codelineno-30-45 name=__codelineno-30-45 href=#__codelineno-30-45></a> <span class=n>active_dd</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-30-46><a id=__codelineno-30-46 name=__codelineno-30-46 href=#__codelineno-30-46></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Active Drawdown [%]'</span><span class=p>,</span>
|
|
</span><span id=__span-30-47><a id=__codelineno-30-47 name=__codelineno-30-47 href=#__codelineno-30-47></a> <span class=n>calc_func</span><span class=o>=</span><span class=s1>'active_drawdown'</span><span class=p>,</span>
|
|
</span><span id=__span-30-48><a id=__codelineno-30-48 name=__codelineno-30-48 href=#__codelineno-30-48></a> <span class=n>post_calc_func</span><span class=o>=<</span><span class=n>function</span> <span class=n>Drawdowns</span><span class=o>.<</span><span class=k>lambda</span><span class=o>></span> <span class=n>at</span> <span class=mh>0x7ff34a345fc0</span><span class=o>></span><span class=p>,</span>
|
|
</span><span id=__span-30-49><a id=__codelineno-30-49 name=__codelineno-30-49 href=#__codelineno-30-49></a> <span class=n>check_is_not_grouped</span><span class=o>=</span><span class=kc>True</span><span class=p>,</span>
|
|
</span><span id=__span-30-50><a id=__codelineno-30-50 name=__codelineno-30-50 href=#__codelineno-30-50></a> <span class=n>tags</span><span class=o>=</span><span class=p>[</span>
|
|
</span><span id=__span-30-51><a id=__codelineno-30-51 name=__codelineno-30-51 href=#__codelineno-30-51></a> <span class=s1>'drawdowns'</span><span class=p>,</span>
|
|
</span><span id=__span-30-52><a id=__codelineno-30-52 name=__codelineno-30-52 href=#__codelineno-30-52></a> <span class=s1>'active'</span>
|
|
</span><span id=__span-30-53><a id=__codelineno-30-53 name=__codelineno-30-53 href=#__codelineno-30-53></a> <span class=p>]</span>
|
|
</span><span id=__span-30-54><a id=__codelineno-30-54 name=__codelineno-30-54 href=#__codelineno-30-54></a> <span class=p>),</span>
|
|
</span><span id=__span-30-55><a id=__codelineno-30-55 name=__codelineno-30-55 href=#__codelineno-30-55></a> <span class=n>active_duration</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-30-56><a id=__codelineno-30-56 name=__codelineno-30-56 href=#__codelineno-30-56></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Active Duration'</span><span class=p>,</span>
|
|
</span><span id=__span-30-57><a id=__codelineno-30-57 name=__codelineno-30-57 href=#__codelineno-30-57></a> <span class=n>calc_func</span><span class=o>=</span><span class=s1>'active_duration'</span><span class=p>,</span>
|
|
</span><span id=__span-30-58><a id=__codelineno-30-58 name=__codelineno-30-58 href=#__codelineno-30-58></a> <span class=n>fill_wrap_kwargs</span><span class=o>=</span><span class=kc>True</span><span class=p>,</span>
|
|
</span><span id=__span-30-59><a id=__codelineno-30-59 name=__codelineno-30-59 href=#__codelineno-30-59></a> <span class=n>check_is_not_grouped</span><span class=o>=</span><span class=kc>True</span><span class=p>,</span>
|
|
</span><span id=__span-30-60><a id=__codelineno-30-60 name=__codelineno-30-60 href=#__codelineno-30-60></a> <span class=n>tags</span><span class=o>=</span><span class=p>[</span>
|
|
</span><span id=__span-30-61><a id=__codelineno-30-61 name=__codelineno-30-61 href=#__codelineno-30-61></a> <span class=s1>'drawdowns'</span><span class=p>,</span>
|
|
</span><span id=__span-30-62><a id=__codelineno-30-62 name=__codelineno-30-62 href=#__codelineno-30-62></a> <span class=s1>'active'</span><span class=p>,</span>
|
|
</span><span id=__span-30-63><a id=__codelineno-30-63 name=__codelineno-30-63 href=#__codelineno-30-63></a> <span class=s1>'duration'</span>
|
|
</span><span id=__span-30-64><a id=__codelineno-30-64 name=__codelineno-30-64 href=#__codelineno-30-64></a> <span class=p>]</span>
|
|
</span><span id=__span-30-65><a id=__codelineno-30-65 name=__codelineno-30-65 href=#__codelineno-30-65></a> <span class=p>),</span>
|
|
</span><span id=__span-30-66><a id=__codelineno-30-66 name=__codelineno-30-66 href=#__codelineno-30-66></a> <span class=n>active_recovery</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-30-67><a id=__codelineno-30-67 name=__codelineno-30-67 href=#__codelineno-30-67></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Active Recovery [%]'</span><span class=p>,</span>
|
|
</span><span id=__span-30-68><a id=__codelineno-30-68 name=__codelineno-30-68 href=#__codelineno-30-68></a> <span class=n>calc_func</span><span class=o>=</span><span class=s1>'active_recovery'</span><span class=p>,</span>
|
|
</span><span id=__span-30-69><a id=__codelineno-30-69 name=__codelineno-30-69 href=#__codelineno-30-69></a> <span class=n>post_calc_func</span><span class=o>=<</span><span class=n>function</span> <span class=n>Drawdowns</span><span class=o>.<</span><span class=k>lambda</span><span class=o>></span> <span class=n>at</span> <span class=mh>0x7ff34a346050</span><span class=o>></span><span class=p>,</span>
|
|
</span><span id=__span-30-70><a id=__codelineno-30-70 name=__codelineno-30-70 href=#__codelineno-30-70></a> <span class=n>check_is_not_grouped</span><span class=o>=</span><span class=kc>True</span><span class=p>,</span>
|
|
</span><span id=__span-30-71><a id=__codelineno-30-71 name=__codelineno-30-71 href=#__codelineno-30-71></a> <span class=n>tags</span><span class=o>=</span><span class=p>[</span>
|
|
</span><span id=__span-30-72><a id=__codelineno-30-72 name=__codelineno-30-72 href=#__codelineno-30-72></a> <span class=s1>'drawdowns'</span><span class=p>,</span>
|
|
</span><span id=__span-30-73><a id=__codelineno-30-73 name=__codelineno-30-73 href=#__codelineno-30-73></a> <span class=s1>'active'</span>
|
|
</span><span id=__span-30-74><a id=__codelineno-30-74 name=__codelineno-30-74 href=#__codelineno-30-74></a> <span class=p>]</span>
|
|
</span><span id=__span-30-75><a id=__codelineno-30-75 name=__codelineno-30-75 href=#__codelineno-30-75></a> <span class=p>),</span>
|
|
</span><span id=__span-30-76><a id=__codelineno-30-76 name=__codelineno-30-76 href=#__codelineno-30-76></a> <span class=n>active_recovery_return</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-30-77><a id=__codelineno-30-77 name=__codelineno-30-77 href=#__codelineno-30-77></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Active Recovery Return [%]'</span><span class=p>,</span>
|
|
</span><span id=__span-30-78><a id=__codelineno-30-78 name=__codelineno-30-78 href=#__codelineno-30-78></a> <span class=n>calc_func</span><span class=o>=</span><span class=s1>'active_recovery_return'</span><span class=p>,</span>
|
|
</span><span id=__span-30-79><a id=__codelineno-30-79 name=__codelineno-30-79 href=#__codelineno-30-79></a> <span class=n>post_calc_func</span><span class=o>=<</span><span class=n>function</span> <span class=n>Drawdowns</span><span class=o>.<</span><span class=k>lambda</span><span class=o>></span> <span class=n>at</span> <span class=mh>0x7ff34a3460e0</span><span class=o>></span><span class=p>,</span>
|
|
</span><span id=__span-30-80><a id=__codelineno-30-80 name=__codelineno-30-80 href=#__codelineno-30-80></a> <span class=n>check_is_not_grouped</span><span class=o>=</span><span class=kc>True</span><span class=p>,</span>
|
|
</span><span id=__span-30-81><a id=__codelineno-30-81 name=__codelineno-30-81 href=#__codelineno-30-81></a> <span class=n>tags</span><span class=o>=</span><span class=p>[</span>
|
|
</span><span id=__span-30-82><a id=__codelineno-30-82 name=__codelineno-30-82 href=#__codelineno-30-82></a> <span class=s1>'drawdowns'</span><span class=p>,</span>
|
|
</span><span id=__span-30-83><a id=__codelineno-30-83 name=__codelineno-30-83 href=#__codelineno-30-83></a> <span class=s1>'active'</span>
|
|
</span><span id=__span-30-84><a id=__codelineno-30-84 name=__codelineno-30-84 href=#__codelineno-30-84></a> <span class=p>]</span>
|
|
</span><span id=__span-30-85><a id=__codelineno-30-85 name=__codelineno-30-85 href=#__codelineno-30-85></a> <span class=p>),</span>
|
|
</span><span id=__span-30-86><a id=__codelineno-30-86 name=__codelineno-30-86 href=#__codelineno-30-86></a> <span class=n>active_recovery_duration</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-30-87><a id=__codelineno-30-87 name=__codelineno-30-87 href=#__codelineno-30-87></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Active Recovery Duration'</span><span class=p>,</span>
|
|
</span><span id=__span-30-88><a id=__codelineno-30-88 name=__codelineno-30-88 href=#__codelineno-30-88></a> <span class=n>calc_func</span><span class=o>=</span><span class=s1>'active_recovery_duration'</span><span class=p>,</span>
|
|
</span><span id=__span-30-89><a id=__codelineno-30-89 name=__codelineno-30-89 href=#__codelineno-30-89></a> <span class=n>fill_wrap_kwargs</span><span class=o>=</span><span class=kc>True</span><span class=p>,</span>
|
|
</span><span id=__span-30-90><a id=__codelineno-30-90 name=__codelineno-30-90 href=#__codelineno-30-90></a> <span class=n>check_is_not_grouped</span><span class=o>=</span><span class=kc>True</span><span class=p>,</span>
|
|
</span><span id=__span-30-91><a id=__codelineno-30-91 name=__codelineno-30-91 href=#__codelineno-30-91></a> <span class=n>tags</span><span class=o>=</span><span class=p>[</span>
|
|
</span><span id=__span-30-92><a id=__codelineno-30-92 name=__codelineno-30-92 href=#__codelineno-30-92></a> <span class=s1>'drawdowns'</span><span class=p>,</span>
|
|
</span><span id=__span-30-93><a id=__codelineno-30-93 name=__codelineno-30-93 href=#__codelineno-30-93></a> <span class=s1>'active'</span><span class=p>,</span>
|
|
</span><span id=__span-30-94><a id=__codelineno-30-94 name=__codelineno-30-94 href=#__codelineno-30-94></a> <span class=s1>'duration'</span>
|
|
</span><span id=__span-30-95><a id=__codelineno-30-95 name=__codelineno-30-95 href=#__codelineno-30-95></a> <span class=p>]</span>
|
|
</span><span id=__span-30-96><a id=__codelineno-30-96 name=__codelineno-30-96 href=#__codelineno-30-96></a> <span class=p>),</span>
|
|
</span><span id=__span-30-97><a id=__codelineno-30-97 name=__codelineno-30-97 href=#__codelineno-30-97></a> <span class=n>max_dd</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-30-98><a id=__codelineno-30-98 name=__codelineno-30-98 href=#__codelineno-30-98></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Max Drawdown [%]'</span><span class=p>,</span>
|
|
</span><span id=__span-30-99><a id=__codelineno-30-99 name=__codelineno-30-99 href=#__codelineno-30-99></a> <span class=n>calc_func</span><span class=o>=</span><span class=n>RepEval</span><span class=p>(</span>
|
|
</span><span id=__span-30-100><a id=__codelineno-30-100 name=__codelineno-30-100 href=#__codelineno-30-100></a> <span class=n>template</span><span class=o>=</span><span class=s2>"'max_drawdown' if incl_active else 'status_recovered.get_max_drawdown'"</span><span class=p>,</span>
|
|
</span><span id=__span-30-101><a id=__codelineno-30-101 name=__codelineno-30-101 href=#__codelineno-30-101></a> <span class=n>context</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-30-102><a id=__codelineno-30-102 name=__codelineno-30-102 href=#__codelineno-30-102></a> <span class=n>strict</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-30-103><a id=__codelineno-30-103 name=__codelineno-30-103 href=#__codelineno-30-103></a> <span class=n>sub_id</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-30-104><a id=__codelineno-30-104 name=__codelineno-30-104 href=#__codelineno-30-104></a> <span class=n>context_merge_kwargs</span><span class=o>=</span><span class=kc>None</span>
|
|
</span><span id=__span-30-105><a id=__codelineno-30-105 name=__codelineno-30-105 href=#__codelineno-30-105></a> <span class=p>),</span>
|
|
</span><span id=__span-30-106><a id=__codelineno-30-106 name=__codelineno-30-106 href=#__codelineno-30-106></a> <span class=n>post_calc_func</span><span class=o>=<</span><span class=n>function</span> <span class=n>Drawdowns</span><span class=o>.<</span><span class=k>lambda</span><span class=o>></span> <span class=n>at</span> <span class=mh>0x7ff34a346170</span><span class=o>></span><span class=p>,</span>
|
|
</span><span id=__span-30-107><a id=__codelineno-30-107 name=__codelineno-30-107 href=#__codelineno-30-107></a> <span class=n>tags</span><span class=o>=</span><span class=n>RepEval</span><span class=p>(</span>
|
|
</span><span id=__span-30-108><a id=__codelineno-30-108 name=__codelineno-30-108 href=#__codelineno-30-108></a> <span class=n>template</span><span class=o>=</span><span class=s2>"['drawdowns'] if incl_active else ['drawdowns', 'recovered']"</span><span class=p>,</span>
|
|
</span><span id=__span-30-109><a id=__codelineno-30-109 name=__codelineno-30-109 href=#__codelineno-30-109></a> <span class=n>context</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-30-110><a id=__codelineno-30-110 name=__codelineno-30-110 href=#__codelineno-30-110></a> <span class=n>strict</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-30-111><a id=__codelineno-30-111 name=__codelineno-30-111 href=#__codelineno-30-111></a> <span class=n>sub_id</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-30-112><a id=__codelineno-30-112 name=__codelineno-30-112 href=#__codelineno-30-112></a> <span class=n>context_merge_kwargs</span><span class=o>=</span><span class=kc>None</span>
|
|
</span><span id=__span-30-113><a id=__codelineno-30-113 name=__codelineno-30-113 href=#__codelineno-30-113></a> <span class=p>)</span>
|
|
</span><span id=__span-30-114><a id=__codelineno-30-114 name=__codelineno-30-114 href=#__codelineno-30-114></a> <span class=p>),</span>
|
|
</span><span id=__span-30-115><a id=__codelineno-30-115 name=__codelineno-30-115 href=#__codelineno-30-115></a> <span class=n>avg_dd</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-30-116><a id=__codelineno-30-116 name=__codelineno-30-116 href=#__codelineno-30-116></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Avg Drawdown [%]'</span><span class=p>,</span>
|
|
</span><span id=__span-30-117><a id=__codelineno-30-117 name=__codelineno-30-117 href=#__codelineno-30-117></a> <span class=n>calc_func</span><span class=o>=</span><span class=n>RepEval</span><span class=p>(</span>
|
|
</span><span id=__span-30-118><a id=__codelineno-30-118 name=__codelineno-30-118 href=#__codelineno-30-118></a> <span class=n>template</span><span class=o>=</span><span class=s2>"'avg_drawdown' if incl_active else 'status_recovered.get_avg_drawdown'"</span><span class=p>,</span>
|
|
</span><span id=__span-30-119><a id=__codelineno-30-119 name=__codelineno-30-119 href=#__codelineno-30-119></a> <span class=n>context</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-30-120><a id=__codelineno-30-120 name=__codelineno-30-120 href=#__codelineno-30-120></a> <span class=n>strict</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-30-121><a id=__codelineno-30-121 name=__codelineno-30-121 href=#__codelineno-30-121></a> <span class=n>sub_id</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-30-122><a id=__codelineno-30-122 name=__codelineno-30-122 href=#__codelineno-30-122></a> <span class=n>context_merge_kwargs</span><span class=o>=</span><span class=kc>None</span>
|
|
</span><span id=__span-30-123><a id=__codelineno-30-123 name=__codelineno-30-123 href=#__codelineno-30-123></a> <span class=p>),</span>
|
|
</span><span id=__span-30-124><a id=__codelineno-30-124 name=__codelineno-30-124 href=#__codelineno-30-124></a> <span class=n>post_calc_func</span><span class=o>=<</span><span class=n>function</span> <span class=n>Drawdowns</span><span class=o>.<</span><span class=k>lambda</span><span class=o>></span> <span class=n>at</span> <span class=mh>0x7ff34a346200</span><span class=o>></span><span class=p>,</span>
|
|
</span><span id=__span-30-125><a id=__codelineno-30-125 name=__codelineno-30-125 href=#__codelineno-30-125></a> <span class=n>tags</span><span class=o>=</span><span class=n>RepEval</span><span class=p>(</span>
|
|
</span><span id=__span-30-126><a id=__codelineno-30-126 name=__codelineno-30-126 href=#__codelineno-30-126></a> <span class=n>template</span><span class=o>=</span><span class=s2>"['drawdowns'] if incl_active else ['drawdowns', 'recovered']"</span><span class=p>,</span>
|
|
</span><span id=__span-30-127><a id=__codelineno-30-127 name=__codelineno-30-127 href=#__codelineno-30-127></a> <span class=n>context</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-30-128><a id=__codelineno-30-128 name=__codelineno-30-128 href=#__codelineno-30-128></a> <span class=n>strict</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-30-129><a id=__codelineno-30-129 name=__codelineno-30-129 href=#__codelineno-30-129></a> <span class=n>sub_id</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-30-130><a id=__codelineno-30-130 name=__codelineno-30-130 href=#__codelineno-30-130></a> <span class=n>context_merge_kwargs</span><span class=o>=</span><span class=kc>None</span>
|
|
</span><span id=__span-30-131><a id=__codelineno-30-131 name=__codelineno-30-131 href=#__codelineno-30-131></a> <span class=p>)</span>
|
|
</span><span id=__span-30-132><a id=__codelineno-30-132 name=__codelineno-30-132 href=#__codelineno-30-132></a> <span class=p>),</span>
|
|
</span><span id=__span-30-133><a id=__codelineno-30-133 name=__codelineno-30-133 href=#__codelineno-30-133></a> <span class=n>max_dd_duration</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-30-134><a id=__codelineno-30-134 name=__codelineno-30-134 href=#__codelineno-30-134></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Max Drawdown Duration'</span><span class=p>,</span>
|
|
</span><span id=__span-30-135><a id=__codelineno-30-135 name=__codelineno-30-135 href=#__codelineno-30-135></a> <span class=n>calc_func</span><span class=o>=</span><span class=n>RepEval</span><span class=p>(</span>
|
|
</span><span id=__span-30-136><a id=__codelineno-30-136 name=__codelineno-30-136 href=#__codelineno-30-136></a> <span class=n>template</span><span class=o>=</span><span class=s2>"'max_duration' if incl_active else 'status_recovered.get_max_duration'"</span><span class=p>,</span>
|
|
</span><span id=__span-30-137><a id=__codelineno-30-137 name=__codelineno-30-137 href=#__codelineno-30-137></a> <span class=n>context</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-30-138><a id=__codelineno-30-138 name=__codelineno-30-138 href=#__codelineno-30-138></a> <span class=n>strict</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-30-139><a id=__codelineno-30-139 name=__codelineno-30-139 href=#__codelineno-30-139></a> <span class=n>sub_id</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-30-140><a id=__codelineno-30-140 name=__codelineno-30-140 href=#__codelineno-30-140></a> <span class=n>context_merge_kwargs</span><span class=o>=</span><span class=kc>None</span>
|
|
</span><span id=__span-30-141><a id=__codelineno-30-141 name=__codelineno-30-141 href=#__codelineno-30-141></a> <span class=p>),</span>
|
|
</span><span id=__span-30-142><a id=__codelineno-30-142 name=__codelineno-30-142 href=#__codelineno-30-142></a> <span class=n>fill_wrap_kwargs</span><span class=o>=</span><span class=kc>True</span><span class=p>,</span>
|
|
</span><span id=__span-30-143><a id=__codelineno-30-143 name=__codelineno-30-143 href=#__codelineno-30-143></a> <span class=n>tags</span><span class=o>=</span><span class=n>RepEval</span><span class=p>(</span>
|
|
</span><span id=__span-30-144><a id=__codelineno-30-144 name=__codelineno-30-144 href=#__codelineno-30-144></a> <span class=n>template</span><span class=o>=</span><span class=s2>"['drawdowns', 'duration'] if incl_active else ['drawdowns', 'recovered', 'duration']"</span><span class=p>,</span>
|
|
</span><span id=__span-30-145><a id=__codelineno-30-145 name=__codelineno-30-145 href=#__codelineno-30-145></a> <span class=n>context</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-30-146><a id=__codelineno-30-146 name=__codelineno-30-146 href=#__codelineno-30-146></a> <span class=n>strict</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-30-147><a id=__codelineno-30-147 name=__codelineno-30-147 href=#__codelineno-30-147></a> <span class=n>sub_id</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-30-148><a id=__codelineno-30-148 name=__codelineno-30-148 href=#__codelineno-30-148></a> <span class=n>context_merge_kwargs</span><span class=o>=</span><span class=kc>None</span>
|
|
</span><span id=__span-30-149><a id=__codelineno-30-149 name=__codelineno-30-149 href=#__codelineno-30-149></a> <span class=p>)</span>
|
|
</span><span id=__span-30-150><a id=__codelineno-30-150 name=__codelineno-30-150 href=#__codelineno-30-150></a> <span class=p>),</span>
|
|
</span><span id=__span-30-151><a id=__codelineno-30-151 name=__codelineno-30-151 href=#__codelineno-30-151></a> <span class=n>avg_dd_duration</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-30-152><a id=__codelineno-30-152 name=__codelineno-30-152 href=#__codelineno-30-152></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Avg Drawdown Duration'</span><span class=p>,</span>
|
|
</span><span id=__span-30-153><a id=__codelineno-30-153 name=__codelineno-30-153 href=#__codelineno-30-153></a> <span class=n>calc_func</span><span class=o>=</span><span class=n>RepEval</span><span class=p>(</span>
|
|
</span><span id=__span-30-154><a id=__codelineno-30-154 name=__codelineno-30-154 href=#__codelineno-30-154></a> <span class=n>template</span><span class=o>=</span><span class=s2>"'avg_duration' if incl_active else 'status_recovered.get_avg_duration'"</span><span class=p>,</span>
|
|
</span><span id=__span-30-155><a id=__codelineno-30-155 name=__codelineno-30-155 href=#__codelineno-30-155></a> <span class=n>context</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-30-156><a id=__codelineno-30-156 name=__codelineno-30-156 href=#__codelineno-30-156></a> <span class=n>strict</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-30-157><a id=__codelineno-30-157 name=__codelineno-30-157 href=#__codelineno-30-157></a> <span class=n>sub_id</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-30-158><a id=__codelineno-30-158 name=__codelineno-30-158 href=#__codelineno-30-158></a> <span class=n>context_merge_kwargs</span><span class=o>=</span><span class=kc>None</span>
|
|
</span><span id=__span-30-159><a id=__codelineno-30-159 name=__codelineno-30-159 href=#__codelineno-30-159></a> <span class=p>),</span>
|
|
</span><span id=__span-30-160><a id=__codelineno-30-160 name=__codelineno-30-160 href=#__codelineno-30-160></a> <span class=n>fill_wrap_kwargs</span><span class=o>=</span><span class=kc>True</span><span class=p>,</span>
|
|
</span><span id=__span-30-161><a id=__codelineno-30-161 name=__codelineno-30-161 href=#__codelineno-30-161></a> <span class=n>tags</span><span class=o>=</span><span class=n>RepEval</span><span class=p>(</span>
|
|
</span><span id=__span-30-162><a id=__codelineno-30-162 name=__codelineno-30-162 href=#__codelineno-30-162></a> <span class=n>template</span><span class=o>=</span><span class=s2>"['drawdowns', 'duration'] if incl_active else ['drawdowns', 'recovered', 'duration']"</span><span class=p>,</span>
|
|
</span><span id=__span-30-163><a id=__codelineno-30-163 name=__codelineno-30-163 href=#__codelineno-30-163></a> <span class=n>context</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-30-164><a id=__codelineno-30-164 name=__codelineno-30-164 href=#__codelineno-30-164></a> <span class=n>strict</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-30-165><a id=__codelineno-30-165 name=__codelineno-30-165 href=#__codelineno-30-165></a> <span class=n>sub_id</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-30-166><a id=__codelineno-30-166 name=__codelineno-30-166 href=#__codelineno-30-166></a> <span class=n>context_merge_kwargs</span><span class=o>=</span><span class=kc>None</span>
|
|
</span><span id=__span-30-167><a id=__codelineno-30-167 name=__codelineno-30-167 href=#__codelineno-30-167></a> <span class=p>)</span>
|
|
</span><span id=__span-30-168><a id=__codelineno-30-168 name=__codelineno-30-168 href=#__codelineno-30-168></a> <span class=p>),</span>
|
|
</span><span id=__span-30-169><a id=__codelineno-30-169 name=__codelineno-30-169 href=#__codelineno-30-169></a> <span class=n>max_return</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-30-170><a id=__codelineno-30-170 name=__codelineno-30-170 href=#__codelineno-30-170></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Max Recovery Return [%]'</span><span class=p>,</span>
|
|
</span><span id=__span-30-171><a id=__codelineno-30-171 name=__codelineno-30-171 href=#__codelineno-30-171></a> <span class=n>calc_func</span><span class=o>=</span><span class=s1>'status_recovered.recovery_return.max'</span><span class=p>,</span>
|
|
</span><span id=__span-30-172><a id=__codelineno-30-172 name=__codelineno-30-172 href=#__codelineno-30-172></a> <span class=n>post_calc_func</span><span class=o>=<</span><span class=n>function</span> <span class=n>Drawdowns</span><span class=o>.<</span><span class=k>lambda</span><span class=o>></span> <span class=n>at</span> <span class=mh>0x7ff34a346290</span><span class=o>></span><span class=p>,</span>
|
|
</span><span id=__span-30-173><a id=__codelineno-30-173 name=__codelineno-30-173 href=#__codelineno-30-173></a> <span class=n>tags</span><span class=o>=</span><span class=p>[</span>
|
|
</span><span id=__span-30-174><a id=__codelineno-30-174 name=__codelineno-30-174 href=#__codelineno-30-174></a> <span class=s1>'drawdowns'</span><span class=p>,</span>
|
|
</span><span id=__span-30-175><a id=__codelineno-30-175 name=__codelineno-30-175 href=#__codelineno-30-175></a> <span class=s1>'recovered'</span>
|
|
</span><span id=__span-30-176><a id=__codelineno-30-176 name=__codelineno-30-176 href=#__codelineno-30-176></a> <span class=p>]</span>
|
|
</span><span id=__span-30-177><a id=__codelineno-30-177 name=__codelineno-30-177 href=#__codelineno-30-177></a> <span class=p>),</span>
|
|
</span><span id=__span-30-178><a id=__codelineno-30-178 name=__codelineno-30-178 href=#__codelineno-30-178></a> <span class=n>avg_return</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-30-179><a id=__codelineno-30-179 name=__codelineno-30-179 href=#__codelineno-30-179></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Avg Recovery Return [%]'</span><span class=p>,</span>
|
|
</span><span id=__span-30-180><a id=__codelineno-30-180 name=__codelineno-30-180 href=#__codelineno-30-180></a> <span class=n>calc_func</span><span class=o>=</span><span class=s1>'status_recovered.recovery_return.mean'</span><span class=p>,</span>
|
|
</span><span id=__span-30-181><a id=__codelineno-30-181 name=__codelineno-30-181 href=#__codelineno-30-181></a> <span class=n>post_calc_func</span><span class=o>=<</span><span class=n>function</span> <span class=n>Drawdowns</span><span class=o>.<</span><span class=k>lambda</span><span class=o>></span> <span class=n>at</span> <span class=mh>0x7ff34a346320</span><span class=o>></span><span class=p>,</span>
|
|
</span><span id=__span-30-182><a id=__codelineno-30-182 name=__codelineno-30-182 href=#__codelineno-30-182></a> <span class=n>tags</span><span class=o>=</span><span class=p>[</span>
|
|
</span><span id=__span-30-183><a id=__codelineno-30-183 name=__codelineno-30-183 href=#__codelineno-30-183></a> <span class=s1>'drawdowns'</span><span class=p>,</span>
|
|
</span><span id=__span-30-184><a id=__codelineno-30-184 name=__codelineno-30-184 href=#__codelineno-30-184></a> <span class=s1>'recovered'</span>
|
|
</span><span id=__span-30-185><a id=__codelineno-30-185 name=__codelineno-30-185 href=#__codelineno-30-185></a> <span class=p>]</span>
|
|
</span><span id=__span-30-186><a id=__codelineno-30-186 name=__codelineno-30-186 href=#__codelineno-30-186></a> <span class=p>),</span>
|
|
</span><span id=__span-30-187><a id=__codelineno-30-187 name=__codelineno-30-187 href=#__codelineno-30-187></a> <span class=n>max_recovery_duration</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-30-188><a id=__codelineno-30-188 name=__codelineno-30-188 href=#__codelineno-30-188></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Max Recovery Duration'</span><span class=p>,</span>
|
|
</span><span id=__span-30-189><a id=__codelineno-30-189 name=__codelineno-30-189 href=#__codelineno-30-189></a> <span class=n>calc_func</span><span class=o>=</span><span class=s1>'status_recovered.recovery_duration.max'</span><span class=p>,</span>
|
|
</span><span id=__span-30-190><a id=__codelineno-30-190 name=__codelineno-30-190 href=#__codelineno-30-190></a> <span class=n>apply_to_timedelta</span><span class=o>=</span><span class=kc>True</span><span class=p>,</span>
|
|
</span><span id=__span-30-191><a id=__codelineno-30-191 name=__codelineno-30-191 href=#__codelineno-30-191></a> <span class=n>tags</span><span class=o>=</span><span class=p>[</span>
|
|
</span><span id=__span-30-192><a id=__codelineno-30-192 name=__codelineno-30-192 href=#__codelineno-30-192></a> <span class=s1>'drawdowns'</span><span class=p>,</span>
|
|
</span><span id=__span-30-193><a id=__codelineno-30-193 name=__codelineno-30-193 href=#__codelineno-30-193></a> <span class=s1>'recovered'</span><span class=p>,</span>
|
|
</span><span id=__span-30-194><a id=__codelineno-30-194 name=__codelineno-30-194 href=#__codelineno-30-194></a> <span class=s1>'duration'</span>
|
|
</span><span id=__span-30-195><a id=__codelineno-30-195 name=__codelineno-30-195 href=#__codelineno-30-195></a> <span class=p>]</span>
|
|
</span><span id=__span-30-196><a id=__codelineno-30-196 name=__codelineno-30-196 href=#__codelineno-30-196></a> <span class=p>),</span>
|
|
</span><span id=__span-30-197><a id=__codelineno-30-197 name=__codelineno-30-197 href=#__codelineno-30-197></a> <span class=n>avg_recovery_duration</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-30-198><a id=__codelineno-30-198 name=__codelineno-30-198 href=#__codelineno-30-198></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Avg Recovery Duration'</span><span class=p>,</span>
|
|
</span><span id=__span-30-199><a id=__codelineno-30-199 name=__codelineno-30-199 href=#__codelineno-30-199></a> <span class=n>calc_func</span><span class=o>=</span><span class=s1>'status_recovered.recovery_duration.mean'</span><span class=p>,</span>
|
|
</span><span id=__span-30-200><a id=__codelineno-30-200 name=__codelineno-30-200 href=#__codelineno-30-200></a> <span class=n>apply_to_timedelta</span><span class=o>=</span><span class=kc>True</span><span class=p>,</span>
|
|
</span><span id=__span-30-201><a id=__codelineno-30-201 name=__codelineno-30-201 href=#__codelineno-30-201></a> <span class=n>tags</span><span class=o>=</span><span class=p>[</span>
|
|
</span><span id=__span-30-202><a id=__codelineno-30-202 name=__codelineno-30-202 href=#__codelineno-30-202></a> <span class=s1>'drawdowns'</span><span class=p>,</span>
|
|
</span><span id=__span-30-203><a id=__codelineno-30-203 name=__codelineno-30-203 href=#__codelineno-30-203></a> <span class=s1>'recovered'</span><span class=p>,</span>
|
|
</span><span id=__span-30-204><a id=__codelineno-30-204 name=__codelineno-30-204 href=#__codelineno-30-204></a> <span class=s1>'duration'</span>
|
|
</span><span id=__span-30-205><a id=__codelineno-30-205 name=__codelineno-30-205 href=#__codelineno-30-205></a> <span class=p>]</span>
|
|
</span><span id=__span-30-206><a id=__codelineno-30-206 name=__codelineno-30-206 href=#__codelineno-30-206></a> <span class=p>),</span>
|
|
</span><span id=__span-30-207><a id=__codelineno-30-207 name=__codelineno-30-207 href=#__codelineno-30-207></a> <span class=n>recovery_duration_ratio</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-30-208><a id=__codelineno-30-208 name=__codelineno-30-208 href=#__codelineno-30-208></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Avg Recovery Duration Ratio'</span><span class=p>,</span>
|
|
</span><span id=__span-30-209><a id=__codelineno-30-209 name=__codelineno-30-209 href=#__codelineno-30-209></a> <span class=n>calc_func</span><span class=o>=</span><span class=s1>'status_recovered.recovery_duration_ratio.mean'</span><span class=p>,</span>
|
|
</span><span id=__span-30-210><a id=__codelineno-30-210 name=__codelineno-30-210 href=#__codelineno-30-210></a> <span class=n>tags</span><span class=o>=</span><span class=p>[</span>
|
|
</span><span id=__span-30-211><a id=__codelineno-30-211 name=__codelineno-30-211 href=#__codelineno-30-211></a> <span class=s1>'drawdowns'</span><span class=p>,</span>
|
|
</span><span id=__span-30-212><a id=__codelineno-30-212 name=__codelineno-30-212 href=#__codelineno-30-212></a> <span class=s1>'recovered'</span>
|
|
</span><span id=__span-30-213><a id=__codelineno-30-213 name=__codelineno-30-213 href=#__codelineno-30-213></a> <span class=p>]</span>
|
|
</span><span id=__span-30-214><a id=__codelineno-30-214 name=__codelineno-30-214 href=#__codelineno-30-214></a> <span class=p>)</span>
|
|
</span><span id=__span-30-215><a id=__codelineno-30-215 name=__codelineno-30-215 href=#__codelineno-30-215></a><span class=p>)</span>
|
|
</span></code></pre></div> <p>Returns <code>Drawdowns._metrics</code>, which gets (hybrid-) copied upon creation of each instance. Thus, changing this config won't affect the class.</p> <p>To change metrics, you can either change the config in-place, override this property, or overwrite the instance variable <code>Drawdowns._metrics</code>.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.plot>plot <span class=dobjtype>method</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py#L759-L1122 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.plot title="Permanent link">¶</a></h3> <div class="language-python highlight"><pre><span></span><code><span id=__span-31-1><a id=__codelineno-31-1 name=__codelineno-31-1 href=#__codelineno-31-1></a><span class=n>Drawdowns</span><span class=o>.</span><span class=n>plot</span><span class=p>(</span>
|
|
</span><span id=__span-31-2><a id=__codelineno-31-2 name=__codelineno-31-2 href=#__codelineno-31-2></a> <span class=n>column</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-31-3><a id=__codelineno-31-3 name=__codelineno-31-3 href=#__codelineno-31-3></a> <span class=n>top_n</span><span class=o>=</span><span class=mi>5</span><span class=p>,</span>
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</span><span id=__span-31-4><a id=__codelineno-31-4 name=__codelineno-31-4 href=#__codelineno-31-4></a> <span class=n>plot_ohlc</span><span class=o>=</span><span class=kc>True</span><span class=p>,</span>
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</span><span id=__span-31-5><a id=__codelineno-31-5 name=__codelineno-31-5 href=#__codelineno-31-5></a> <span class=n>plot_close</span><span class=o>=</span><span class=kc>True</span><span class=p>,</span>
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</span><span id=__span-31-6><a id=__codelineno-31-6 name=__codelineno-31-6 href=#__codelineno-31-6></a> <span class=n>plot_markers</span><span class=o>=</span><span class=kc>True</span><span class=p>,</span>
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|
</span><span id=__span-31-7><a id=__codelineno-31-7 name=__codelineno-31-7 href=#__codelineno-31-7></a> <span class=n>plot_zones</span><span class=o>=</span><span class=kc>True</span><span class=p>,</span>
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</span><span id=__span-31-8><a id=__codelineno-31-8 name=__codelineno-31-8 href=#__codelineno-31-8></a> <span class=n>ohlc_type</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
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</span><span id=__span-31-9><a id=__codelineno-31-9 name=__codelineno-31-9 href=#__codelineno-31-9></a> <span class=n>ohlc_trace_kwargs</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
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</span><span id=__span-31-10><a id=__codelineno-31-10 name=__codelineno-31-10 href=#__codelineno-31-10></a> <span class=n>close_trace_kwargs</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
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</span><span id=__span-31-11><a id=__codelineno-31-11 name=__codelineno-31-11 href=#__codelineno-31-11></a> <span class=n>peak_trace_kwargs</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
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</span><span id=__span-31-12><a id=__codelineno-31-12 name=__codelineno-31-12 href=#__codelineno-31-12></a> <span class=n>valley_trace_kwargs</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
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</span><span id=__span-31-13><a id=__codelineno-31-13 name=__codelineno-31-13 href=#__codelineno-31-13></a> <span class=n>recovery_trace_kwargs</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
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</span><span id=__span-31-14><a id=__codelineno-31-14 name=__codelineno-31-14 href=#__codelineno-31-14></a> <span class=n>active_trace_kwargs</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
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</span><span id=__span-31-15><a id=__codelineno-31-15 name=__codelineno-31-15 href=#__codelineno-31-15></a> <span class=n>decline_shape_kwargs</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
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</span><span id=__span-31-16><a id=__codelineno-31-16 name=__codelineno-31-16 href=#__codelineno-31-16></a> <span class=n>recovery_shape_kwargs</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
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</span><span id=__span-31-17><a id=__codelineno-31-17 name=__codelineno-31-17 href=#__codelineno-31-17></a> <span class=n>active_shape_kwargs</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
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</span><span id=__span-31-18><a id=__codelineno-31-18 name=__codelineno-31-18 href=#__codelineno-31-18></a> <span class=n>add_trace_kwargs</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
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|
</span><span id=__span-31-19><a id=__codelineno-31-19 name=__codelineno-31-19 href=#__codelineno-31-19></a> <span class=n>xref</span><span class=o>=</span><span class=s1>'x'</span><span class=p>,</span>
|
|
</span><span id=__span-31-20><a id=__codelineno-31-20 name=__codelineno-31-20 href=#__codelineno-31-20></a> <span class=n>yref</span><span class=o>=</span><span class=s1>'y'</span><span class=p>,</span>
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</span><span id=__span-31-21><a id=__codelineno-31-21 name=__codelineno-31-21 href=#__codelineno-31-21></a> <span class=n>fig</span><span class=o>=</span><span class=kc>None</span><span class=p>,</span>
|
|
</span><span id=__span-31-22><a id=__codelineno-31-22 name=__codelineno-31-22 href=#__codelineno-31-22></a> <span class=o>**</span><span class=n>layout_kwargs</span>
|
|
</span><span id=__span-31-23><a id=__codelineno-31-23 name=__codelineno-31-23 href=#__codelineno-31-23></a><span class=p>)</span>
|
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</span></code></pre></div> <p>Plot drawdowns.</p> <p><strong>Args</strong></p> <dl> <dt><strong><code>column</code></strong> : <code>str</code></dt> <dd>Name of the column to plot.</dd> <dt><strong><code>top_n</code></strong> : <code>int</code></dt> <dd>Filter top N drawdown records by maximum drawdown.</dd> <dt><strong><code>plot_ohlc</code></strong> : <code>bool</code></dt> <dd>Whether to plot OHLC.</dd> <dt><strong><code>plot_close</code></strong> : <code>bool</code></dt> <dd>Whether to plot close.</dd> <dt><strong><code>plot_markers</code></strong> : <code>bool</code></dt> <dd>Whether to plot markers.</dd> <dt><strong><code>plot_zones</code></strong> : <code>bool</code></dt> <dd>Whether to plot zones.</dd> <dt><strong><code>ohlc_type</code></strong></dt> <dd> <p>Either 'OHLC', 'Candlestick' or Plotly trace.</p> <p>Pass None to use the default.</p> </dd> <dt><strong><code>ohlc_trace_kwargs</code></strong> : <code>dict</code></dt> <dd>Keyword arguments passed to <code>ohlc_type</code>.</dd> <dt><strong><code>close_trace_kwargs</code></strong> : <code>dict</code></dt> <dd>Keyword arguments passed to <code>plotly.graph_objects.Scatter</code> for <a href=../price_records/index.html#vectorbtpro.generic.price_records.PriceRecords.close title=vectorbtpro.generic.drawdowns.Drawdowns.close>Drawdowns.close</a>.</dd> <dt><strong><code>peak_trace_kwargs</code></strong> : <code>dict</code></dt> <dd>Keyword arguments passed to <code>plotly.graph_objects.Scatter</code> for peak values.</dd> <dt><strong><code>valley_trace_kwargs</code></strong> : <code>dict</code></dt> <dd>Keyword arguments passed to <code>plotly.graph_objects.Scatter</code> for valley values.</dd> <dt><strong><code>recovery_trace_kwargs</code></strong> : <code>dict</code></dt> <dd>Keyword arguments passed to <code>plotly.graph_objects.Scatter</code> for recovery values.</dd> <dt><strong><code>active_trace_kwargs</code></strong> : <code>dict</code></dt> <dd>Keyword arguments passed to <code>plotly.graph_objects.Scatter</code> for active recovery values.</dd> <dt><strong><code>decline_shape_kwargs</code></strong> : <code>dict</code></dt> <dd>Keyword arguments passed to <code>plotly.graph_objects.Figure.add_shape</code> for decline zones.</dd> <dt><strong><code>recovery_shape_kwargs</code></strong> : <code>dict</code></dt> <dd>Keyword arguments passed to <code>plotly.graph_objects.Figure.add_shape</code> for recovery zones.</dd> <dt><strong><code>active_shape_kwargs</code></strong> : <code>dict</code></dt> <dd>Keyword arguments passed to <code>plotly.graph_objects.Figure.add_shape</code> for active recovery zones.</dd> <dt><strong><code>add_trace_kwargs</code></strong> : <code>dict</code></dt> <dd>Keyword arguments passed to <code>add_trace</code>.</dd> <dt><strong><code>xref</code></strong> : <code>str</code></dt> <dd>X coordinate axis.</dd> <dt><strong><code>yref</code></strong> : <code>str</code></dt> <dd>Y coordinate axis.</dd> <dt><strong><code>fig</code></strong> : <code>Figure</code> or <code>FigureWidget</code></dt> <dd>Figure to add traces to.</dd> <dt><strong><code>**layout_kwargs</code></strong></dt> <dd>Keyword arguments for layout.</dd> </dl> <p><strong>Usage</strong></p> <div class="language-pycon highlight"><pre><span></span><code><span id=__span-32-1><a id=__codelineno-32-1 name=__codelineno-32-1 href=#__codelineno-32-1></a><span class=gp>>>> </span><span class=n>index</span> <span class=o>=</span> <span class=n>pd</span><span class=o>.</span><span class=n>date_range</span><span class=p>(</span><span class=s2>"2020"</span><span class=p>,</span> <span class=n>periods</span><span class=o>=</span><span class=mi>8</span><span class=p>)</span>
|
|
</span><span id=__span-32-2><a id=__codelineno-32-2 name=__codelineno-32-2 href=#__codelineno-32-2></a><span class=gp>>>> </span><span class=n>price</span> <span class=o>=</span> <span class=n>pd</span><span class=o>.</span><span class=n>Series</span><span class=p>([</span><span class=mi>1</span><span class=p>,</span> <span class=mi>2</span><span class=p>,</span> <span class=mi>1</span><span class=p>,</span> <span class=mi>2</span><span class=p>,</span> <span class=mi>3</span><span class=p>,</span> <span class=mi>2</span><span class=p>,</span> <span class=mi>1</span><span class=p>,</span> <span class=mi>2</span><span class=p>],</span> <span class=n>index</span><span class=o>=</span><span class=n>index</span><span class=p>)</span>
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|
</span><span id=__span-32-3><a id=__codelineno-32-3 name=__codelineno-32-3 href=#__codelineno-32-3></a><span class=gp>>>> </span><span class=n>vbt</span><span class=o>.</span><span class=n>Drawdowns</span><span class=o>.</span><span class=n>from_price</span><span class=p>(</span><span class=n>price</span><span class=p>,</span> <span class=n>wrapper_kwargs</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span><span class=n>freq</span><span class=o>=</span><span class=s1>'1 day'</span><span class=p>))</span><span class=o>.</span><span class=n>plot</span><span class=p>()</span><span class=o>.</span><span class=n>show</span><span class=p>()</span>
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</span></code></pre></div> <p><img alt class=iimg loading=lazy src=../../../assets/images/api/drawdowns_plot.light.svg#only-light> <img alt class=iimg loading=lazy src=../../../assets/images/api/drawdowns_plot.dark.svg#only-dark></p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.plots_defaults>plots_defaults <span class=dobjtype>property</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py#L1124-L1134 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.plots_defaults title="Permanent link">¶</a></h3> <p>Defaults for <a href=../plots_builder/index.html#vectorbtpro.generic.plots_builder.PlotsBuilderMixin.plots title=vectorbtpro.generic.drawdowns.Drawdowns.plots>PlotsBuilderMixin.plots()</a>.</p> <p>Merges <a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.plots_defaults title=vectorbtpro.generic.ranges.Ranges.plots_defaults>Ranges.plots_defaults</a> and <code>plots</code> from <a href=../../_settings/index.html#vectorbtpro._settings.drawdowns title=vectorbtpro._settings.drawdowns>drawdowns</a>.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.ranges>ranges <span class=dobjtype>property</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.ranges title="Permanent link">¶</a></h3> <p><a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns.get_ranges title=vectorbtpro.generic.drawdowns.Drawdowns.get_ranges>Drawdowns.get_ranges()</a> with default arguments.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.recovery_duration>recovery_duration <span class=dobjtype>property</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.recovery_duration title="Permanent link">¶</a></h3> <p><a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns.get_recovery_duration title=vectorbtpro.generic.drawdowns.Drawdowns.get_recovery_duration>Drawdowns.get_recovery_duration()</a> with default arguments.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.recovery_duration_ratio>recovery_duration_ratio <span class=dobjtype>property</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.recovery_duration_ratio title="Permanent link">¶</a></h3> <p><a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns.get_recovery_duration_ratio title=vectorbtpro.generic.drawdowns.Drawdowns.get_recovery_duration_ratio>Drawdowns.get_recovery_duration_ratio()</a> with default arguments.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.recovery_ranges>recovery_ranges <span class=dobjtype>property</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.recovery_ranges title="Permanent link">¶</a></h3> <p><a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns.get_recovery_ranges title=vectorbtpro.generic.drawdowns.Drawdowns.get_recovery_ranges>Drawdowns.get_recovery_ranges()</a> with default arguments.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.recovery_return>recovery_return <span class=dobjtype>property</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.recovery_return title="Permanent link">¶</a></h3> <p><a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns.get_recovery_return title=vectorbtpro.generic.drawdowns.Drawdowns.get_recovery_return>Drawdowns.get_recovery_return()</a> with default arguments.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.start_val>start_val <span class=dobjtype>property</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.start_val title="Permanent link">¶</a></h3> <p>Mapped array of the field <code>start_val</code>.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.stats_defaults>stats_defaults <span class=dobjtype>property</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py#L626-L636 target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.stats_defaults title="Permanent link">¶</a></h3> <p>Defaults for <a href=../stats_builder/index.html#vectorbtpro.generic.stats_builder.StatsBuilderMixin.stats title=vectorbtpro.generic.drawdowns.Drawdowns.stats>StatsBuilderMixin.stats()</a>.</p> <p>Merges <a href=../ranges/index.html#vectorbtpro.generic.ranges.Ranges.stats_defaults title=vectorbtpro.generic.ranges.Ranges.stats_defaults>Ranges.stats_defaults</a> and <code>stats</code> from <a href=../../_settings/index.html#vectorbtpro._settings.drawdowns title=vectorbtpro._settings.drawdowns>drawdowns</a>.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.status_active>status_active <span class=dobjtype>property</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.status_active title="Permanent link">¶</a></h3> <p>Records filtered by <code>status == 0</code>.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.status_recovered>status_recovered <span class=dobjtype>property</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.status_recovered title="Permanent link">¶</a></h3> <p>Records filtered by <code>status == 1</code>.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.subplots>subplots <span class=dobjtype>class variable</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.subplots title="Permanent link">¶</a></h3> <p>Subplots supported by <a href=index.html#vectorbtpro.generic.drawdowns.Drawdowns title=vectorbtpro.generic.drawdowns.Drawdowns>Drawdowns</a>.</p> <div class="language-python highlight"><pre><span></span><code><span id=__span-33-1><a id=__codelineno-33-1 name=__codelineno-33-1 href=#__codelineno-33-1></a><span class=n>HybridConfig</span><span class=p>(</span>
|
|
</span><span id=__span-33-2><a id=__codelineno-33-2 name=__codelineno-33-2 href=#__codelineno-33-2></a> <span class=n>plot</span><span class=o>=</span><span class=nb>dict</span><span class=p>(</span>
|
|
</span><span id=__span-33-3><a id=__codelineno-33-3 name=__codelineno-33-3 href=#__codelineno-33-3></a> <span class=n>title</span><span class=o>=</span><span class=s1>'Drawdowns'</span><span class=p>,</span>
|
|
</span><span id=__span-33-4><a id=__codelineno-33-4 name=__codelineno-33-4 href=#__codelineno-33-4></a> <span class=n>check_is_not_grouped</span><span class=o>=</span><span class=kc>True</span><span class=p>,</span>
|
|
</span><span id=__span-33-5><a id=__codelineno-33-5 name=__codelineno-33-5 href=#__codelineno-33-5></a> <span class=n>plot_func</span><span class=o>=</span><span class=s1>'plot'</span><span class=p>,</span>
|
|
</span><span id=__span-33-6><a id=__codelineno-33-6 name=__codelineno-33-6 href=#__codelineno-33-6></a> <span class=n>tags</span><span class=o>=</span><span class=s1>'drawdowns'</span>
|
|
</span><span id=__span-33-7><a id=__codelineno-33-7 name=__codelineno-33-7 href=#__codelineno-33-7></a> <span class=p>)</span>
|
|
</span><span id=__span-33-8><a id=__codelineno-33-8 name=__codelineno-33-8 href=#__codelineno-33-8></a><span class=p>)</span>
|
|
</span></code></pre></div> <p>Returns <code>Drawdowns._subplots</code>, which gets (hybrid-) copied upon creation of each instance. Thus, changing this config won't affect the class.</p> <p>To change subplots, you can either change the config in-place, override this property, or overwrite the instance variable <code>Drawdowns._subplots</code>.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.valley_idx>valley_idx <span class=dobjtype>property</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.valley_idx title="Permanent link">¶</a></h3> <p>Mapped array of the field <code>valley_idx</code>.</p> <hr> <h3 id=vectorbtpro.generic.drawdowns.Drawdowns.valley_val>valley_val <span class=dobjtype>property</span><a class=githublink href=https://github.com/drew2323/vbtpro/blob/main/vectorbtpro/generic/drawdowns.py target=_blank title="Jump to source"><span class=twemoji><svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M12 2A10 10 0 0 0 2 12c0 4.42 2.87 8.17 6.84 9.5.5.08.66-.23.66-.5v-1.69c-2.77.6-3.36-1.34-3.36-1.34-.46-1.16-1.11-1.47-1.11-1.47-.91-.62.07-.6.07-.6 1 .07 1.53 1.03 1.53 1.03.87 1.52 2.34 1.07 2.91.83.09-.65.35-1.09.63-1.34-2.22-.25-4.55-1.11-4.55-4.92 0-1.11.38-2 1.03-2.71-.1-.25-.45-1.29.1-2.64 0 0 .84-.27 2.75 1.02.79-.22 1.65-.33 2.5-.33.85 0 1.71.11 2.5.33 1.91-1.29 2.75-1.02 2.75-1.02.55 1.35.2 2.39.1 2.64.65.71 1.03 1.6 1.03 2.71 0 3.82-2.34 4.66-4.57 4.91.36.31.69.92.69 1.85V21c0 .27.16.59.67.5C19.14 20.16 22 16.42 22 12A10 10 0 0 0 12 2Z"/></svg></span></a><a class=headerlink href=#vectorbtpro.generic.drawdowns.Drawdowns.valley_val title="Permanent link">¶</a></h3> <p>Mapped array of the field <code>valley_val</code>.</p> </article> </div> <script>var target=document.getElementById(location.hash.slice(1));target&&target.name&&(target.checked=target.name.startsWith("__tabbed_"))</script> </div> <button type=button class="md-top md-icon" data-md-component=top hidden> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M13 20h-2V8l-5.5 5.5-1.42-1.42L12 4.16l7.92 7.92-1.42 1.42L13 8v12Z"/></svg> Back to top </button> </main> <footer class=md-footer> <nav class="md-footer__inner md-grid" aria-label=Footer> <a href=../decorators/index.html class="md-footer__link md-footer__link--prev" aria-label="Previous: decorators"> <div class="md-footer__button md-icon"> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M20 11v2H8l5.5 5.5-1.42 1.42L4.16 12l7.92-7.92L13.5 5.5 8 11h12Z"/></svg> </div> <div class=md-footer__title> <span class=md-footer__direction> Previous </span> <div class=md-ellipsis> decorators </div> </div> </a> <a href=../enums/index.html class="md-footer__link md-footer__link--next" aria-label="Next: enums"> <div class=md-footer__title> <span class=md-footer__direction> Next </span> <div class=md-ellipsis> enums </div> </div> <div class="md-footer__button md-icon"> <svg xmlns=http://www.w3.org/2000/svg viewbox="0 0 24 24"><path d="M4 11v2h12l-5.5 5.5 1.42 1.42L19.84 12l-7.92-7.92L10.5 5.5 16 11H4Z"/></svg> </div> </a> </nav> <div class="md-footer-meta md-typeset"> <div class="md-footer-meta__inner md-grid"> <div class=md-copyright> <div class=md-copyright__highlight> Copyright © 2021-2024 Oleg Polakow. 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