libb.logrtns

logrtns(x)

Compute log returns between consecutive values.

Parameters:

x – Array of prices.

Returns:

Array of log returns (one fewer element than input).

Example:

>>> pp = logrtns([1., 1.1, 1.3, 1.1, 1.3])
>>> [f'{x:0.2f}' for x in pp]
['0.10', '0.17', '-0.17', '0.17']