# *****************************************************************************
#
# Copyright (c) 2020, the pyEX authors.
#
# This file is part of the pyEX library, distributed under the terms of
# the Apache License 2.0. The full license can be found in the LICENSE file.
#
def returns(client, symbol, timeframe="6m"):
"""Calculate returns using daily close price
Args:
client (pyEX.Client); Client
symbol (string); Ticker
timeframe (string); timeframe to use, for pyEX.chart
Returns:
DataFrame: result
"""
c = client.chartDF(symbol, timeframe)["close"]
return (c / c.shift(1)).fillna(1)
def dailyReturns(client, symbol, timeframe="6m"):
"""Calculate returns of buying at open and selling at close daily
Args:
client (pyEX.Client); Client
symbol (string); Ticker
timeframe (string); timeframe to use, for pyEX.chart
Returns:
DataFrame: result
"""
c = client.chartDF(symbol, timeframe)[["open", "close"]]
return (c["close"] - c["open"]) / c["open"]