avg_drawdown_duration¶
-
qf_lib.common.utils.returns.avg_drawdown_duration.
avg_drawdown_duration
(prices_tms: qf_lib.containers.series.qf_series.QFSeries) → float[source]¶ Finds the average duration of a drawdown for the given timeseries of prices.
- Parameters
prices_tms (QFSeries) – timeseries of prices
- Returns
average duration of a drawdown for the given timeseries of prices expressed in days
- Return type
float