create_dd_probability_chart
- qf_lib.plotting.helpers.create_dd_probability_chart.create_dd_probability_chart(prices_tms: QFSeries, bear_market_definition: float = 0.2) Tuple[Chart, Chart][source]
Creates drawdowns probability chart.
- Parameters:
prices_tms (QFSeries) – timeseries of prices
bear_market_definition (float) – definition of bear market threshold
- Returns:
Returns two charts - one showing the probability of drawdowns going beyond a certain level and one showing the marginal increase of probability of drawdowns going beyond the given level.
- Return type: