Converts returns series to price data
(returns, base=1e5)
| 71 | |
| 72 | |
| 73 | def to_prices(returns, base=1e5): |
| 74 | """Converts returns series to price data""" |
| 75 | returns = returns.copy().fillna(0).replace([_np.inf, -_np.inf], float("NaN")) |
| 76 | |
| 77 | return base + base * _stats.compsum(returns) |
| 78 | |
| 79 | |
| 80 | def log_returns(returns, rf=0.0, nperiods=None): |
no outgoing calls
no test coverage detected