DeedleUtil
Bases: Object
Utility extension methods for Deedle series/frames
cumulative_max(input: Any) -> Any
Calculates the cumulative max of the series. This is equal to the python pandas method: df.cummax().
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
input
|
Any
|
|
required |
cumulative_product(input: Any) -> Any
Calculates the cumulative product of the series. This is equal to the python pandas method: df.cumprod()
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
input
|
Any
|
Input series |
required |
Returns:
| Type | Description |
|---|---|
Any
|
Cumulative product. |
cumulative_returns(input: Any) -> Any
Calculates the cumulative returns series of the given input equity curve
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
input
|
Any
|
Equity curve series |
required |
Returns:
| Type | Description |
|---|---|
Any
|
Cumulative returns over time. |
cumulative_sum(input: Any) -> Any
Calculates the cumulative sum for the given series
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
input
|
Any
|
Series to calculate cumulative sum for |
required |
Returns:
| Type | Description |
|---|---|
Any
|
Cumulative sum in series form. |
percent_change(input: Any) -> Any
Calculates the percentage change from the previous value to the current
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
input
|
Any
|
Series to calculate percentage change for |
required |
Returns:
| Type | Description |
|---|---|
Any
|
Percentage change in series form. |
total_returns(input: Any) -> float
Calculates the total returns over a period of time for the given input
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
input
|
Any
|
Equity curve series |
required |
Returns:
| Type | Description |
|---|---|
float
|
Total returns over time. |