action portfoliooptimizer_post_portfolio_analysis_drawdowns {
  label: "Drawdowns"
  description: "Compute the drawdown function - also called the underwater equity curve -, as well as the worst 10 drawdowns of one or several portfolio(s).\n\nReferences\n* [Wikipedia, Drawdown](https://en.wikipedia.org/wiki/Drawdown_(economics))        \n"
  provider: portfoliooptimizer
  method: POST
  path: "/portfolio/analysis/drawdowns"
  encoding: json
  input: {
    type: "object"
    required: ["portfolios"]
    properties: {
      portfolios: {
        type: "array"
        items: {
          type: "object"
          required: ["portfolioValues"]
          properties: {
            portfolioValues: {
              type: "array"
              description: "portfolioValues[t] is the value of the portfolio at the time t"
              items: {
                type: "number"
              }
            }
          }
        }
      }
    }
  }
  output: {
    type: "object"
    required: ["portfolios"]
    properties: {
      portfolios: {
        type: "array"
        items: {
          type: "object"
          required: ["portfolioDrawdowns", "portfolioWorstDrawdowns"]
          properties: {
            portfolioDrawdowns: {
              type: "array"
              description: "portfolioDrawdowns[t] is the value of the drawdown function at the time t"
              items: {
                type: "number"
              }
            }
            portfolioWorstDrawdowns: {
              type: "array"
              items: {
                type: "object"
                required: ["drawdownDepth", "drawdownStart", "drawdownBottom", "drawdownEnd"]
                properties: {
                  drawdownBottom: {
                    type: "integer"
                  }
                  drawdownDepth: {
                    type: "number"
                  }
                  drawdownEnd: {
                    type: "integer"
                  }
                  drawdownStart: {
                    type: "integer"
                  }
                }
              }
            }
          }
        }
      }
    }
  }
}