This project forked from jbn/zigzag
Python library for identifying the peaks and valleys of a time series.
License: BSD 3-Clause "New" or "Revised" License
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.
This is an admittedly small project. Still, if you have any contributions, please fork this project on github and send me a pull request.
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