Error out on drawdown_split #12
Description
Running the Backtest in your readme.md (without any modification), I ran into this problem
def drawdown_split(x):
nonlocal dd_group
if dd[x] == 0: <-------------error out on this line
dd_group += 1
return dd_group
The truth value of a Series is ambiguos. Use a.empty, a.bool(), a.item()...
Any suggestion.