create_dd_probability_chart¶
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qf_lib.plotting.helpers.create_dd_probability_chart.create_dd_probability_chart(prices_tms: qf_lib.containers.series.qf_series.QFSeries, bear_market_definition: float = 0.2) → Tuple[qf_lib.plotting.charts.chart.Chart, qf_lib.plotting.charts.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