From fc90cb40aecde0bfd6408c4e4130a2785f77ad45 Mon Sep 17 00:00:00 2001
From: Ryan Foster <foster.ryan.r@gmail.com>
Date: Fri, 12 Mar 2021 18:32:50 -0800
Subject: [PATCH] fix for #652 get_max_drawdown_underwater :wrench:
---
pyfolio/timeseries.py | 2 +-
1 file changed, 1 insertion(+), 1 deletion(-)
diff --git a/pyfolio/timeseries.py b/pyfolio/timeseries.py
index 2b34d3b79..1a6c98626 100644
--- a/pyfolio/timeseries.py
+++ b/pyfolio/timeseries.py
@@ -890,7 +890,7 @@ def get_max_drawdown_underwater(underwater):
The maximum drawdown's recovery.
"""
- valley = underwater.idxmin() # end of the period
+ valley = underwater.index[underwater.values.argmin()] # end of the period
# Find first 0
peak = underwater[:valley][underwater[:valley] == 0].index[-1]
# Find last 0