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9 lines
342 B
Python
9 lines
342 B
Python
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import pandas as pd
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from data_loader.types import ForwardReturnSeries
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def create_forward_returns(series: pd.Series, period: int) -> ForwardReturnSeries:
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assert period > 0
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indexer = pd.api.indexers.FixedForwardWindowIndexer(window_size=period)
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forward_returns = series.rolling(window=indexer).sum()
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return forward_returns
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