SimpleReturnsSeries

class qf_lib.containers.series.simple_returns_series.SimpleReturnsSeries(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 simple returns.

Methods

to_log_returns()

Converts timeseries to the timeseries of logarithmic returns.

to_simple_returns()

Converts timeseries to the timeseries of simple returns.

total_cumulative_return()

Calculates the total cumulative return for the series.

to_log_returns() → 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

LogReturnsSeries

to_simple_returns()qf_lib.containers.series.simple_returns_series.SimpleReturnsSeries[source]

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

Returns

timeseries of simple returns

Return type

SimpleReturnsSeries

total_cumulative_return() → float[source]

Calculates the total cumulative return for the series.