python - Calculating cumulative returns -


i have calculated daily returns market data , trying add each of returns in accumulation column (cum_rets). here's sample of data:

    timestamp   dash_cap    litecoin_cap    dogecoin_cap    nxt_cap total_mc    dal_rets 0   2014-02-14  702537  410011811   80883283    61942277    553539908   nan 1   2014-02-15  1054625 413848776   73684156    59127182    547714739   -1.052349 2   2014-02-17  1882753 407014106   70512004    59753481    539162344   -1.561469 3   2014-02-18  3766068 398556278   69890414    60219880    532432640   -1.248178 4   2014-02-19  3038521 404855950   71588924    59870181    539353576   1.299871

i don't understand why, when use code:

merged['cum_rets'] = 0 merged['cum_rets'] = merged['cum_rets'].shift(1) + merged.dal_rets merged

it returns 

    timestamp   dash_cap    litecoin_cap    dogecoin_cap    nxt_cap total_mc    dal_rets    cum_rets 0   2014-02-14  702537  410011811   80883283    61942277    553539908   nan nan 1   2014-02-15  1054625 413848776   73684156    59127182    547714739   -1.052349   -1.052349 2   2014-02-17  1882753 407014106   70512004    59753481    539162344   -1.561469   -1.561469 3   2014-02-18  3766068 398556278   69890414    60219880    532432640   -1.248178   -1.248178

merged['cum_rets'].shift(1) should retrieve previous value cum_rets , add current value of dal_ret incrementally sumating values in dal_rets. know use .cumprod() i'd learn why method doesn't work

merged['cum_rets'].shift(1) should retrieve previous value cum_rets , add current value of dal_ret

is correct. however, conclusion

thus incrementally sumating values in dal_rets

is not.

the expression

 = b + c

treats a, b, , c distinct arrays in sense first adds b , c, assigns results a. doesn't matter if a , b refer same thing.

incidentally, want here cumsum, not cumprod.


Comments

Post a Comment

Popular posts from this blog

sublimetext3 - what keyboard shortcut is to comment/uncomment for this script tag in sublime -

Image
i have script tag in code, keyboard shortcut comment/uncomment script tag in sublime. after selecting script open , close tag. <script src="http://code.jquery.com/jquery-latest.min.js" type="text/javascript"> </script> i pressing ctrl + shift + / , getting this /*<script src="http://code.jquery.com/jquery-latest.min.js" type="text/javascript"> </script>*/ also pressed ctrl + / , got this // <script src="http://code.jquery.com/jquery-latest.min.js" type="text/javascript"> // </script> instead of <!-- <script src="http://code.jquery.com/jquery-latest.min.js" type="text/javascript"> </script> --> script open , close tag in 2 lines not in 1 line , not have spaces too. for mac,high light lines want comment. hold 'command , / ' commented. for windows: high line or select lines ,then hold ctrl + / if not work: ...
Read more

post - imageshack API cURL -

i credentials correct. when send image through form this:(action="http://api.imageshack.com/v2/images/"). working fine when tried send $ch = curl_init($url); failed. code: enter code here <form action="" method="post" enctype="multipart/form-data"> select image upload: <input type="file" name="file" id="file" multiple> <input type="text" name="auth_token" id="auth_token" value="xxxxxxxxxxxxxxxx"> <input type="text" name="api_key" id="api_key" value="xxxxxxxxxxxxxxx"> <input type="submit" value="upload image" > </form> $url = ' http://api.imageshack.com/v2/images/ '; $temp = $_files["file"]['tmp_name']; echo $temp."<br>" ; $ch = curl_init($url); curl_setopt($ch, curlopt_post, true); curl...
Read more

dataset - MPAndroidchart returning no chart Data available -

i having problems mpandroidchart. adding temperature , humidity data chart, displays "no chart data available". here can see bug is? super grateful! //create data //set size of data int size = list.size(); if (size > 24){ size = 24;} //create lists form temp , hum arraylist<entry> temps = new arraylist<entry>(); arraylist<entry> hums = new arraylist<entry>(); //fill list temp values (int = 0; < size; i++){ entry value = new entry(math.round(list.get(list.size()-size + i).temp), (size-i)); temps.add(value); } //fill list hum values (int = 0; < size; i++){ entry value = new entry(math.round(list.get(list.size()-size + i).hum), (size-i)); hums.add(value); } ...
Read more