Skip to content

bugfix for quantopian/pyfolio#678 #20

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom
Open
wants to merge 1 commit into
base: main
Choose a base branch
from
Open

bugfix for quantopian/pyfolio#678 #20

wants to merge 1 commit into from

Conversation

severus-sn4pe
Copy link

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

stefan-jansen
stefan-jansen reviewed Jan 12, 2023
View reviewed changes
Copy link
Owner

@stefan-jansen stefan-jansen left a comment •
edited
Loading

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

SInce pd.isna and pd.isnull are the same, the second condition on l451 is probably not needed?

Would be great if you could provide sample data so we can test.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Reviewers

@stefan-jansen stefan-jansen stefan-jansen left review comments

At least 1 approving review is required to merge this pull request.

Assignees
No one assigned
Labels
None yet
Projects
None yet
Milestone
No milestone
Development

Successfully merging this pull request may close these issues.

'NaTType' object has no attribute 'ordinal'
2 participants
@severus-sn4pe @stefan-jansen