stats.py 文件源码

def cum_returns_final(returns, starting_value=0):
    """
    Compute total returns from simple returns.

    Parameters
    ----------
    returns : pd.Series or np.ndarray
        Returns of the strategy as a percentage, noncumulative.
         - Time series with decimal returns.
         - Example:
            2015-07-16    -0.012143
            2015-07-17    0.045350
            2015-07-20    0.030957
            2015-07-21    0.004902.
    starting_value : float, optional
       The starting returns.

    Returns
    -------
    float

    """

    if len(returns) == 0:
        return np.nan

    return cum_returns(np.asanyarray(returns),
                       starting_value=starting_value)[-1]