list_longest_drawdowns

qf_lib.common.utils.returns.list_longest_drawdowns.list_longest_drawdowns(prices_tms: qf_lib.containers.series.qf_series.QFSeries, count: int) → List[Tuple[datetime.datetime, datetime.datetime]]

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]