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:
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: