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* add first iteration of content for Terminal Pro * Update index.md * Update dashboards.md * Update folders.md * Update grouping.md * Update report.md * Update templates.md * Update quick-start.md * Update index.md * Update index.md * Update home.md * Update news.md * Update index.md * Update index.md * Update index.md * Update data-provider.md * Update chat-with-widget.md * Update data-manipulation.md * Update forecasting.md * fix: images self closing tags * fix: only pro visitors can see pro * inter font * improve SEO content and restructuring * add new package for toggle on tutorials * move folder around * improve main page of each prod * small updates and improvements * fix logo above * small improvement in headtitle for portfolio funcs * fix typos from OpenAI's GPT-4 * fix _category_ json * remove generic SEO words * add script that generates SEO for documentation * add missing file * remove sdk warning message * fix links for andrew --------- Co-authored-by: jose-donato <zmcdonato@gmail.com> Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com> Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
2.2 KiB
Vendored
2.2 KiB
Vendored
title, description, keywords
| title | description | keywords | ||||||
|---|---|---|---|---|---|---|---|---|
| maxdd | Documentation page providing details about the maximum drawdown calculation in historical series and how to display the drawdown curve. Contains examples, parameters, returns, and source code links. |
|
import HeadTitle from '@site/src/components/General/HeadTitle.tsx';
import Tabs from '@theme/Tabs'; import TabItem from '@theme/TabItem';
Calculate the drawdown (MDD) of historical series. Note that the calculation is done
Source Code: [link]
openbb.portfolio.maxdd(portfolio_engine: portfolio_engine.PortfolioEngine, is_returns: bool = False)
Parameters
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| data | pd.Series | Series of input values | None | True |
| is_returns | bool | Flag to indicate inputs are returns | False | True |
Returns
| Type | Description |
|---|---|
| pd.Series | Holdings series |
Examples
from openbb_terminal.sdk import openbb
p = openbb.portfolio.load("openbb_terminal/miscellaneous/portfolio_examples/holdings/example.csv")
output = openbb.portfolio.maxdd(p)
Display maximum drawdown curve
Source Code: [link]
openbb.portfolio.maxdd_chart(portfolio_engine: portfolio_engine.PortfolioEngine, export: str = "", external_axes: Optional[List[matplotlib.axes._axes.Axes]] = None)
Parameters
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| portfolio | PortfolioEngine | PortfolioEngine object | None | True |
| export | str | Format to export data | True | |
| external_axes | plt.Axes | Optional axes to display plot on | None | True |
Returns
This function does not return anything