get_aggregate_returns
- qf_lib.common.utils.returns.get_aggregate_returns.get_aggregate_returns(series: QFSeries, convert_to: Frequency, multi_index: bool = False, keep_nans: bool = False) SimpleReturnsSeries [source]
Aggregates returns by week, month, or year. Note: The cumulative returns function replaces all Nans with 0.000.
- Parameters:
- Returns:
Aggregated returns.
- Return type: