max_drawdown returns pd.Series, not float

[quantopian]

max_drawdown returns pd.Series, not float

[twiecki]

Yup, that's a bug.

[eigenfoo]

Just kidding, I used a pd.DataFrame instead of a pd.Series. This is actually in the docs, I'll close this down.

[twiecki]

It should be a scalar, not a DataFrame or Series.

[eigenfoo]

No in other words, px and rets in my code snippet above were DataFrames, but should have been Series.