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]