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pytrendseries
Detect trends and drawdowns in time series
What it is
A Python library for detecting trends in time series and measuring drawdowns. It calculates drawdown, drawdown within a fixed look-back window, maximum drawdown and time spent under water. Python developers and quant researchers analysing strategy equity curves or asset prices are the target users. It describes the history of a series, so it is an analysis aid rather than a forecasting tool.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Data analysis, Strategy research |
| Markets | Multi-market |
| Stack | Python |
| Learning curve | Easy to start |
| Practical value | Medium practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | Last commit 24 days ago |
GitHub stars, last 30 days
Daily snapshots since 2026-09-28 (up to 30 days): −1 over the period, now 167. Gaps mean no snapshot was taken that day.
Detect trend in time series, drawdown, drawdown within a constant look-back window , maximum drawdown, time underwater.
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