fix for #652 get_max_drawdown_underwater 🔧

quantopian · Mar 13, 2021 · 9c57cc5 · 9c57cc5
1 parent 4b901f6
commit 9c57cc5
Showing 1 changed file with 1 addition and 1 deletion.
diff --git 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