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cmax

Returns the cumulative maximum of the values of a List or Timeseries

Syntax​

cmax(list)
cmax(timeseries)
cmax(timeseries, calendar)

If you supply a Timeseries and a Calendar - the output will be cumulative maximum of the values aligned to the output calendar

Example​

input = TimeSeries("DAILY")
input.add("2020-10-30", 10)
input.add("2020-10-31", 10)
input.add("2020-11-01", 11)
input.add("2020-11-02", 12)
input.add("2020-11-03", 12.9)
input.add("2020-11-04", 11.5)
input.add("2020-11-05", 11.9)
v = cmax(input)
print v.values

v = cmax(input, MonthlyCalendar())
print v.values

testarray = [-1,6,0,-2]
print cmax(testarray)
[
2020-10-30  10.0
2020-10-31  10.0
2020-11-01  11.0
2020-11-02  12.0
2020-11-03  12.900000
2020-11-04  12.900000
2020-11-05  12.900000
]
[
2020-10-01  10
2020-11-01  12.900000
]
[
-1.0
6.0
6.0
6.0
]