get_aggregate_returns¶
-
qf_lib.common.utils.returns.get_aggregate_returns.
get_aggregate_returns
(series: qf_lib.containers.series.qf_series.QFSeries, convert_to: qf_lib.common.enums.frequency.Frequency, multi_index: bool = False, keep_nans: bool = False) → qf_lib.containers.series.simple_returns_series.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