list_longest_drawdowns

qf_lib.common.utils.returns.list_longest_drawdowns.list_longest_drawdowns(prices_tms: QFSeries, count: int) List[Tuple[datetime, datetime]][source]

Analyses the specified series and finds the top count longest drawdowns.

Returns:

A list of 2-item tuples. The first tuple item contains the start date and the second the end date of the drawdown period.

Return type:

Tuple[datetime, datetime]