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Package for finding peaks and valleys of time series.

Project description

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ZigZag

ZigZag provides functions for identifying the peaks and valleys of a time series. Additionally, it provides a function for computing the maximum drawdown.

For fastest understanding, view the IPython notebook demo tutorial.

Contributing

This is an admittedly small project. Still, if you have any contributions, please fork this project on github and send me a pull request. You can email me, John B Nelson, at jbn@pathdependent.com with any questions.

Project details


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Files for ZigZag, version 0.2.2
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