libb.rtns

rtns(x)

Compute simple returns between consecutive values.

Parameters:

x – Array of prices.

Returns:

Array of returns (one fewer element than input).

Example:

>>> pp = rtns([1., 1.1, 1.3, 1.1, 1.3])
>>> [f'{x:0.2f}' for x in pp]
['0.10', '0.18', '-0.15', '0.18']