LogReturnsSeries¶
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class
qf_lib.containers.series.log_returns_series.
LogReturnsSeries
(data: object = None, index: object = None, dtype: object = None, name: object = None, copy: object = False, fastpath: object = False)[source]¶ Bases:
qf_lib.containers.series.returns_series.ReturnsSeries
Series of log-returns.
Methods
Converts timeseries to the timeseries of logarithmic returns.
Converts timeseries to the timeseries of simple returns.
Calculates the total cumulative return for the series.
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to_log_returns
() → qf_lib.containers.series.log_returns_series.LogReturnsSeries[source]¶ Converts timeseries to the timeseries of logarithmic returns. First date of prices in the returns timeseries won’t be present.
- Returns
timeseries of log returns
- Return type
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