zigzag-dt

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

Install with pip:

pip install zigzag-dt

For fastest understanding, view the IPython notebook demo tutorial.

API Aliases

To avoid name collisions with other zigzag packages, all main functions are also exposed with a zz_ prefix:

from zigzag_dt import zz_pivots, zz_line, zz_max_drawdown

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.