Calculates the simple arithmetic returns of a price series
(prices, rf=0.0)
| 66 | |
| 67 | |
| 68 | def to_returns(prices, rf=0.0): |
| 69 | """Calculates the simple arithmetic returns of a price series""" |
| 70 | return _prepare_returns(prices, rf) |
| 71 | |
| 72 | |
| 73 | def to_prices(returns, base=1e5): |
nothing calls this directly
no test coverage detected