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Commit 38fd9e7

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Ildhesten
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get_top_drawdowns now checks if underwater is all 0, that is there is no drawdowns left, this prevents a possible out of bounds error in get_max_drawdown_underwater getting the peak value.
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pyfolio/timeseries.py

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@@ -963,7 +963,7 @@ def get_top_drawdowns(returns, top=10):
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underwater = underwater.loc[:peak]
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drawdowns.append((peak, valley, recovery))
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if (len(returns) == 0) or (len(underwater) == 0):
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if (len(returns) == 0) or (len(underwater) == 0) or np.min(underwater) == 0:
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break
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return drawdowns

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