log_return#

API documentation for pandas_ta.performance.log_return Python function.

log_return(close, length=None, cumulative=None, offset=None, **kwargs)[source]#

Log Return

Calculates the logarithmic return of a Series. See also: help(df.ta.log_return) for additional **kwargs a valid ‘df’.

Sources:

https://stackoverflow.com/questions/31287552/logarithmic-returns-in-pandas-dataframe

Calculation:

Default Inputs:: length=1, cumulative=False

LOGRET = log( close.diff(periods=length) ) CUMLOGRET = LOGRET.cumsum() if cumulative

Args:

close (pd.Series): Series of ‘close’s length (int): It’s period. Default: 20 cumulative (bool): If True, returns the cumulative returns. Default: False offset (int): How many periods to offset the result. Default: 0

Kwargs:

fillna (value, optional): pd.DataFrame.fillna(value) fill_method (value, optional): Type of fill method

Returns:

pd.Series: New feature generated.