SimpleReturnsDataFrame

class qf_lib.containers.dataframe.simple_returns_dataframe.SimpleReturnsDataFrame(data=None, index: Axes | None = None, columns: Axes | None = None, dtype: Dtype | None = None, copy: bool | None = None)[source]

Bases: QFDataFrame

DataFrame containing simple returns.

Methods:

to_simple_returns()

Converts dataframe to the dataframe of simple returns.

to_simple_returns() SimpleReturnsDataFrame[source]

Converts dataframe to the dataframe of simple returns. First date of prices in the returns timeseries won’t be present.

Returns:

dataframe of simple returns

Return type:

SimpleReturnsDataFrame