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1 parent cfdf82a commit ecc8308Copy full SHA for ecc8308
pyfolio/timeseries.py
@@ -963,7 +963,9 @@ def get_top_drawdowns(returns, top=10):
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underwater = underwater.loc[:peak]
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drawdowns.append((peak, valley, recovery))
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- if (len(returns) == 0) or (len(underwater) == 0) or (np.min(underwater) == 0):
+ if ((len(returns) == 0)
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+ or (len(underwater) == 0)
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+ or (np.min(underwater) == 0)):
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break
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return drawdowns
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