code: def up_down_capture(returns, factor_returns, **kwargs):
      
      return (up_capture(returns, factor_returns, **kwargs) /
              down_capture(returns, factor_returns, **kwargs))
docs: Computes the ratio of up_capture to down_capture.
  
      Parameters
      ----------
      returns : pd.Series or np.ndarray
          Returns of the strategy, noncumulative.
          - See full explanation in :func:`~empyrical.stats.cum_returns`.
      factor_returns : pd.Series or np.ndarray
          Noncumulative returns of the factor to which beta is
          computed. Usually a benchmark such as the market.
          - This is in the same style as returns.
      period : str, optional
          Defines the periodicity of the 'returns' data for purposes of
          annualizing. Value ignored if `annualization` parameter is specified.
          Defaults are::
  
              'monthly':12
              'weekly': 52
              'daily': 252
  
      Returns
      -------
      up_down_capture : float
          the updown capture ratio