Converts returns series to log returns
(returns, rf=0.0, nperiods=None)
| 83 | |
| 84 | |
| 85 | def to_log_returns(returns, rf=0.0, nperiods=None): |
| 86 | """Converts returns series to log returns""" |
| 87 | returns = _prepare_returns(returns, rf, nperiods) |
| 88 | try: |
| 89 | return _np.log(returns + 1).replace([_np.inf, -_np.inf], float("NaN")) |
| 90 | except Exception: |
| 91 | return 0.0 |
| 92 | |
| 93 | |
| 94 | def exponential_stdev(returns, window=30, is_halflife=False): |
no test coverage detected