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ZigZag

Python library for identifying the peaks and valleys of a time series.

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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 <https://github.com/jbn/ZigZag/blob/master/zigzag_demo.ipynb>_.

Contributing

This is an admittedly small project. Still, if you have any contributions, please fork this project on github <https://github.com/jbn/ZigZag> and send me a pull request. You can email me, John B Nelson <http://blog.johnbnelson.com/>, at jbn@pathdependent.com <mailto:jbn@pathdependent.com>_ with any questions.

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