Function calculate_log_returns

loggers/analysis.py:24–25

(series, step=50)

    return [s for s in string_list if s in main_string]

def calculate_log_returns(series, step=50):
    return np.log(series / series.shift(step)).dropna().reset_index(drop=True)

def optimized_rolling_diff(series, window_size):
    return series.rolling(window=window_size).apply(lambda x: x.iloc[-1] - x.iloc[0], raw=False).shift(-(window_size - 1))