INNER CODE UNIT · Python

returns_to_prices

dmarienko/QuantTradingResearch · models/helpers.py:31

def returns_to_prices(rets):
    return (rets + 1).cumprod() - 1


def norm(x):
    return x / x.iloc[0]


class Model:
    """
    Abstract class for any tracking models
    """
    def __init__(self, description=None):
        self.description = description
    
    def fit(self, x, y, **kwargs):
        return self
    

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