quantopy.ReturnSeries.from_price

classmethod ReturnSeries.from_price(price)

Generate a new ReturnSeries with simple returns from given prices.

Parameters

pricearray-like or Iterable

Contains price stored in Series.

Returns

ReturnSeries

A new ReturnSeries object with simple returns for the given price series.

See also

ReturnDataFrame.from_price

Analogous function for ReturnDataFrame.

Examples

>>> qp.ReturnSeries.from_price([10, 15, 20])
1    0.500000
2    0.333333
dtype: float64

>>> qp.ReturnSeries.from_price(np.array([10, 15, 20]))
1    0.500000
2    0.333333
dtype: float64

>>> qp.ReturnSeries.from_price(pd.Series([10, 15, 20]))
1    0.500000
2    0.333333
dtype: float64

quantopy.ReturnSeries.cumulated quantopy.ReturnSeries.gmean