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Quantstats.reports.metrics would be nice to have last date stats for Drawdown #318

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TraderMikeS opened this issue Nov 30, 2023 · 2 comments · May be fixed by #322
Open

Quantstats.reports.metrics would be nice to have last date stats for Drawdown #318

TraderMikeS opened this issue Nov 30, 2023 · 2 comments · May be fixed by #322

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@TraderMikeS
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The quantstats.reports.metrics report is quite complete. But I find myself always wanting, in addition, the current or endpoint (last day) statistics for Drawdown. Right now I have to guestimate by looking at the chart.
@git-shogg git-shogg linked a pull request Dec 8, 2023 that will close this issue
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@git-shogg
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Hi @TraderMikeS, this is a great suggestion and I believe would provide a bunch of value for other end users who may also be guesstimating these dates. I have submitted a pull request that will enable this functionality and output results similar to that shown below (when using the quantstats.reports.metrics). If you urgently need this feel free to use the pull request submitted otherwise we can wait for this to be merged into the main branch.

image

@grzesir
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grzesir commented Jul 30, 2024

Check out https://github.com/Lumiwealth/quantstats_lumi, which is being updated regularly. We are a fork of this library that is being maintained by Lumiwealth

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Update quantstats.reports.metrics to include key dates of maximum drawdown. git-shogg/quantstats
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@grzesir @git-shogg @TraderMikeS