PricesDataFrame#

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

Bases: QFDataFrame

DataFrame containing prices (for example prices of the SPY).

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