backtrader.observers.drawdown module

DrawDown Observer Module - Drawdown tracking observer.

This module provides the DrawDown observer for tracking current and maximum drawdown levels during backtesting.

Classes:

DrawDown: Observer that tracks drawdown and max drawdown levels.

Example

>>> cerebro = bt.Cerebro()
>>> cerebro.addobserver(bt.observers.DrawDown)

class backtrader.observers.drawdown.DrawDown

Bases: Observer

This observer keeps track of the current drawdown level (plotted) and the maxdrawdown (not plotted) levels

Params:

• fund (default: None)

  If None, the actual mode of the broker (fundmode - True/False) will be autodetected to decide if the returns are based on the total net asset value or on the fund value. See set_fundmode in the broker documentation

  Set it to True or False for a specific behavior

plotinfo = <backtrader.metabase.plotinfo_obj object>

plotlines = <backtrader.metabase.plotlines_obj object>

__init__(*args, **kwargs)

Wrapped __init__ that properly handles observer initialization

next()

Update drawdown values for the current period.

Gets current and maximum drawdown from the analyzer.

frompackages = ()

packages = ()

class backtrader.observers.drawdown.DrawDownLength

Bases: Observer

This observer keeps track of the current drawdown length (plotted) and the drawdown max length (not plotted)

Params: None

plotinfo = <backtrader.metabase.plotinfo_obj object>

plotlines = <backtrader.metabase.plotlines_obj object>

__init__(*args, **kwargs)

Wrapped __init__ that properly handles observer initialization

next()

Update drawdown length values.

Gets current and maximum drawdown length from the analyzer.

frompackages = ()

packages = ()

class backtrader.observers.drawdown.DrawDownOld

Bases: Observer

This observer keeps track of the current drawdown level (plotted) and the maxdrawdown (not plotted) levels

Params: None

plotinfo = <backtrader.metabase.plotinfo_obj object>

plotlines = <backtrader.metabase.plotlines_obj object>

__init__(*args, **kwargs)

Wrapped __init__ that properly handles observer initialization

next()

Calculate and update drawdown values.

Computes drawdown from peak value and updates maximum.

frompackages = ()

packages = ()