我正在尝试计算以下数据集的累积乘积。
Date Random data
1/2/2006 2.372388507
1/3/2006 2.792095479
1/4/2006 4.153345633
1/5/2006 1.209302413
1/6/2006 3.308908843
1/9/2006 5.609288688
1/10/2006 5.148763856
1/11/2006 4.963421605
1/12/2006 4.031740124
1/13/2006 5.475643588
1/16/2006 5.310478512
1/17/2006 5.231183268
1/18/2006 7.33295124
1/19/2006 7.086467341
1/20/2006 6.953441702
1/23/2006 6.881551417
1/24/2006 6.720592121
1/25/2006 4.375483647
1/26/2006 2.824165469
1/27/2006 2.830542833
1/30/2006 3.735049499
1/31/2006 3.147491688
2/1/2006 1.414748374
2/2/2006 -0.051161849
2/3/2006 -0.180186506
2/6/2006 1.660894524
2/7/2006 2.709409323
2/8/2006 1.972035231
2/9/2006 -0.782625682
2/10/2006 -1.901299484
2/13/2006 -2.141229007
2/14/2006 -2.639233019
2/15/2006 -4.95219641
2/16/2006 -6.568204721
2/17/2006 -5.671892621
2/20/2006 -5.989308797
2/21/2006 -5.519832515
2/22/2006 -4.123507939
2/23/2006 -4.840716254
2/24/2006 -3.393895281
2/27/2006 -1.579450628
2/28/2006 -5.715894843
3/1/2006 -4.818584424
3/2/2006 -5.306398625
3/3/2006 -3.773552658
3/6/2006 -1.782726837
3/7/2006 -2.421770003
3/8/2006 -2.032466154
3/9/2006 -3.24379646
3/10/2006 0.267982805
3/13/2006 0.014589559
3/14/2006 1.343058431
3/15/2006 1.539251495
3/16/2006 -0.350651804
3/17/2006 -0.215041321
3/20/2006 0.578951429
3/21/2006 -0.576824159
3/22/2006 1.881264415
3/23/2006 2.714386498
3/24/2006 4.111298817
3/27/2006 5.020309083
3/28/2006 4.532650354
3/29/2006 7.245341261
3/30/2006 8.111802803
3/31/2006 4.558323469
4/3/2006 6.252751308
4/4/2006 8.314806951
4/5/2006 5.777692349
4/6/2006 6.725161553
4/7/2006 4.794367906
4/10/2006 5.743532122
4/11/2006 7.290548166
4/12/2006 5.903857018
4/13/2006 4.77936565
4/14/2006 5.674446806
4/17/2006 5.88485792
4/18/2006 6.078651917
4/19/2006 4.917405394
4/20/2006 4.868584712
4/21/2006 3.526253732
4/24/2006 5.124797759
4/25/2006 3.884862865
4/26/2006 4.369885748
4/27/2006 1.234703037
4/28/2006 -1.67674986
5/1/2006 -2.711339347
5/2/2006 -2.574835748
5/3/2006 -3.532974512
5/4/2006 -4.361912086
5/5/2006 -9.136912315
5/8/2006 -8.945826752
5/9/2006 -7.804639384
5/10/2006 -10.05905437
5/11/2006 -9.254733416
5/12/2006 -8.382467816
5/15/2006 -7.718500019
5/16/2006 -10.04179082
5/17/2006 -10.90960283
5/18/2006 -7.538484374
5/19/2006 -6.915045472
5/22/2006 -8.49018374
5/23/2006 -10.84341146
5/24/2006 -4.739280009
5/25/2006 -8.906757979
5/26/2006 -10.61262457
5/29/2006 -9.636827323
5/30/2006 -8.353511534
5/31/2006 -10.1389515
6/1/2006 -10.0339179
6/2/2006 -10.84551313
6/5/2006 -8.628081538
6/6/2006 -6.657905529
6/7/2006 -6.395791873
6/8/2006 -7.676135515
6/9/2006 -7.225332776
6/12/2006 -5.721847599
6/13/2006 -9.168934478
6/14/2006 -8.522434172
6/15/2006 -9.344608517
6/16/2006 -9.492790802
6/19/2006 -6.27304367
6/20/2006 -7.748707965
6/21/2006 -5.216536389
6/22/2006 -5.866333313
6/23/2006 -3.421767661
6/26/2006 -0.817150639
6/27/2006 1.566919066
6/28/2006 2.1756715
6/29/2006 2.003892417
6/30/2006 0.145706902
7/3/2006 4.825841191
7/4/2006 2.984194983
7/5/2006 2.733606852
7/6/2006 3.990344988
7/7/2006 4.464159978
7/10/2006 2.181922905
7/11/2006 4.207532649
7/12/2006 5.893857763
7/13/2006 6.696591003
7/14/2006 8.02397588
7/17/2006 7.18005379
7/18/2006 7.110823813
7/19/2006 4.604122492
7/20/2006 4.383075987
7/21/2006 4.734463235
7/24/2006 5.60625391
7/25/2006 7.453657745
7/26/2006 6.7147771
7/27/2006 5.255477178
7/28/2006 6.638942489
7/31/2006 5.514850947
8/1/2006 6.666282084
8/2/2006 6.037577365
8/3/2006 6.434382521
8/4/2006 5.80948075
8/7/2006 5.667054317
8/8/2006 5.175715003
8/9/2006 4.94937506
8/10/2006 3.558925269
8/11/2006 4.031802401
8/14/2006 3.272287286
8/15/2006 4.289470879
8/16/2006 3.538103725
8/17/2006 2.762386707
8/18/2006 2.114880041
8/21/2006 5.068950919
8/22/2006 2.483874694
8/23/2006 1.730699516
8/24/2006 -0.675212673
8/25/2006 0.187110629
8/28/2006 0.344282156
8/29/2006 0.01723009
8/30/2006 -0.327127005
8/31/2006 0.016483468
9/1/2006 -0.973496098
9/4/2006 -1.218588549
9/5/2006 -0.20940671
9/6/2006 0.25023559
9/7/2006 -2.986442703
9/8/2006 -2.073033591
9/11/2006 1.390003709
9/12/2006 2.940760338
9/13/2006 2.403386183
9/14/2006 2.349487863
9/15/2006 1.899995646
9/18/2006 3.50536463
9/19/2006 2.83392064
9/20/2006 2.571588424
9/21/2006 3.118297653
9/22/2006 -0.377687298
9/25/2006 -2.391993686
9/26/2006 0.712594429
9/27/2006 1.457682028
9/28/2006 1.474114727
9/29/2006 0.446453108
10/2/2006 3.007973689
10/3/2006 -2.43263121
10/4/2006 0.86295345
10/5/2006 4.664733649
10/6/2006 4.558573046
10/9/2006 4.680665577
10/10/2006 4.575158956
10/11/2006 6.425144162
10/12/2006 8.372432637
10/13/2006 8.182474544
10/16/2006 8.968786366
10/17/2006 9.463661551
10/18/2006 8.512907068
10/19/2006 5.873743873
10/20/2006 3.369445264
10/23/2006 1.030307363
10/24/2006 5.528218034
10/25/2006 4.772900213
10/26/2006 4.780839053
10/27/2006 4.908377081
10/30/2006 1.949064709
10/31/2006 1.237048868
11/1/2006 -0.784592691
11/2/2006 2.737788889
11/3/2006 0.575772221
11/6/2006 0.756429404
11/7/2006 3.470072539
11/8/2006 3.162250037
11/9/2006 3.530282875
11/10/2006 3.101909259
11/13/2006 3.850635629
11/14/2006 5.765932269
11/15/2006 6.872396495
11/16/2006 7.65256188
11/17/2006 7.665129818
11/20/2006 7.688611466
11/21/2006 10.98556762
11/22/2006 10.3474519
11/23/2006 8.307676877
11/24/2006 6.809710616
11/27/2006 3.833060531
11/28/2006 2.194899225
11/29/2006 2.753858429
11/30/2006 7.843689893
12/1/2006 7.960285607
12/4/2006 8.693168009
12/5/2006 6.942631629
12/6/2006 7.571515106
12/7/2006 9.703434772
12/8/2006 9.330900226
12/11/2006 10.07080936
12/12/2006 8.823865383
12/13/2006 9.142372346
12/14/2006 11.4249828
12/15/2006 13.4976679
12/18/2006 16.02891813
12/19/2006 13.57689804
12/20/2006 13.08135113
12/21/2006 11.35585478
12/22/2006 11.56407075
12/25/2006 12.55729202
12/26/2006 12.74006864
12/27/2006 12.80879851
12/28/2006 12.78104782
12/29/2006 10.84853655
1/1/2007 12.34247778
1/2/2007 12.4083186
1/3/2007 12.05157619
1/4/2007 13.31470937
1/5/2007 13.08023063
1/8/2007 11.8083914
1/9/2007 12.14102299
1/10/2007 12.78561441
1/11/2007 10.5599935
1/12/2007 9.670640578
1/15/2007 7.5265463
1/16/2007 5.785317873
1/17/2007 6.421764885
1/18/2007 6.13308998
1/19/2007 4.502378909
1/22/2007 5.18285115
1/23/2007 6.651267567
1/24/2007 9.669499091
1/25/2007 9.873389316
1/26/2007 8.512393515
1/29/2007 8.17935067
1/30/2007 7.565247724
1/31/2007 10.26027855
2/1/2007 12.21138996
2/2/2007 11.0873071
2/5/2007 15.28502878
2/6/2007 13.68842955
2/7/2007 13.27807961
2/8/2007 12.83276901
2/9/2007 13.80840316
2/12/2007 10.40760837
2/13/2007 8.706916548
2/14/2007 7.062821439
2/15/2007 6.720750572
2/16/2007 5.181412914
2/19/2007 6.377711852
2/20/2007 6.777151257
2/21/2007 7.213968623
2/22/2007 5.717975255
2/23/2007 7.535619266
2/26/2007 6.226846924
2/27/2007 6.420469572
2/28/2007 7.825909152
3/1/2007 9.322928614
3/2/2007 10.09251084
3/5/2007 10.01940332
3/6/2007 8.500303192
3/7/2007 8.276245994
3/8/2007 8.618637579
3/9/2007 9.130646064
3/12/2007 5.00975105
3/13/2007 3.332393527
3/14/2007 1.483827461
3/15/2007 3.638824916
3/16/2007 3.461569024
3/19/2007 2.163572694
3/20/2007 2.369195247
3/21/2007 -3.015080521
3/22/2007 -2.584981113
3/23/2007 1.616297026
3/26/2007 3.424344952
3/27/2007 3.512629879
3/28/2007 1.565564369
3/29/2007 3.155875359
3/30/2007 4.13585074
4/2/2007 2.121894843
4/3/2007 2.85329683
4/4/2007 2.790940846
4/5/2007 2.709380118
4/6/2007 -0.537294118
4/9/2007 1.409591457
4/10/2007 -0.844805873
4/11/2007 -3.199042638
4/12/2007 -5.222678135
4/13/2007 -5.360018022
4/16/2007 -4.086590776
4/17/2007 -6.846401327
4/18/2007 -8.129698699
4/19/2007 -9.43907148
4/20/2007 -9.54782865
4/23/2007 -10.0618768
4/24/2007 -7.849914365
4/25/2007 -8.470629566
4/26/2007 -8.241284473
4/27/2007 -5.784288072
4/30/2007 -6.333447193
5/1/2007 -8.855330907
5/2/2007 -8.631907451
5/3/2007 -9.548866116
5/4/2007 -10.13722709
5/7/2007 -11.32424337
5/8/2007 -13.57236374
5/9/2007 -11.50262124
5/10/2007 -10.80211768
5/11/2007 -10.26422821
5/14/2007 -8.986010695
5/15/2007 -10.63105462
5/16/2007 -12.91613223
5/17/2007 -10.43330955
5/18/2007 -10.07261057
5/21/2007 -12.94116388
5/22/2007 -11.97531943
5/23/2007 -12.58290308
5/24/2007 -12.94199083
5/25/2007 -14.38311469
5/28/2007 -13.28631254
5/29/2007 -12.89413624
5/30/2007 -16.04739138
5/31/2007 -13.83259156
6/1/2007 -14.26299611
6/4/2007 -14.99654576
6/5/2007 -13.24079702
6/6/2007 -12.01283208
6/7/2007 -12.58499189
6/8/2007 -10.50548575
6/11/2007 -13.46398497
6/12/2007 -10.95636348
6/13/2007 -10.58475154
6/14/2007 -8.485156989
6/15/2007 -5.485141673
6/18/2007 -4.746107027
6/19/2007 0.009767635
6/20/2007 -0.673658716
6/21/2007 -1.451419275
6/22/2007 1.972232158
6/25/2007 -0.391243872
6/26/2007 1.451989507
6/27/2007 -1.766451879
6/28/2007 0.161875559
6/29/2007 -3.825996412
7/2/2007 -0.809421674
7/3/2007 -2.246492588
7/4/2007 0.432136714
7/5/2007 0.283847174
7/6/2007 -1.3650488
7/9/2007 -0.811143411
7/10/2007 -1.465879459
7/11/2007 -1.121273878
7/12/2007 -1.860874059
7/13/2007 -3.035369125
7/16/2007 1.281001022
7/17/2007 1.690991572
7/18/2007 1.945639351
7/19/2007 1.069216233
7/20/2007 3.87371198
7/23/2007 3.296879921
7/24/2007 2.591854823
7/25/2007 -3.389010393
7/26/2007 2.137825455
7/27/2007 2.283479857
7/30/2007 5.838696664
7/31/2007 6.113554468
8/1/2007 7.967210681
8/2/2007 -0.726487682
8/3/2007 -0.232469303
8/6/2007 -2.517441263
8/7/2007 -8.435316702
8/8/2007 -4.850705516
8/9/2007 -6.961937954
8/10/2007 -10.44411748
8/13/2007 -15.68807076
8/14/2007 -13.18786164
8/15/2007 -9.272095703
8/16/2007 -4.725484174
8/17/2007 -8.134541843
8/20/2007 -8.873292727
8/21/2007 -10.55565794
8/22/2007 -9.78740166
8/23/2007 -8.392234748
8/24/2007 -11.26803991
8/27/2007 -6.059253076
8/28/2007 -4.431249471
8/29/2007 -3.683881225
8/30/2007 0.740388956
8/31/2007 0.837060926
9/3/2007 3.715197568
9/4/2007 2.014739847
9/5/2007 4.587444167
9/6/2007 3.221048769
9/7/2007 1.226037567
9/10/2007 1.034531855
9/11/2007 1.479676939
9/12/2007 0.556376215
9/13/2007 -1.530067312
9/14/2007 -2.18203607
9/17/2007 -5.475770938
9/18/2007 -6.824996518
9/19/2007 -2.973998241
9/20/2007 3.708296857
9/21/2007 -3.183077897
9/24/2007 -6.546095221
9/25/2007 -11.00709425
9/26/2007 -10.95480863
9/27/2007 -6.680893811
9/28/2007 -3.787250701
10/1/2007 -14.69643306
10/2/2007 -12.37222197
10/3/2007 -5.619971442
10/4/2007 -5.695837937
10/5/2007 -3.872021061
10/8/2007 -5.852564553
10/9/2007 -6.48262714
10/10/2007 -2.398114024
10/11/2007 -3.103357068
10/12/2007 -5.878634994
10/15/2007 -9.082817992
10/16/2007 -6.07416967
10/17/2007 -3.661138214
10/18/2007 -1.840354785
10/19/2007 -1.716032675
10/22/2007 -9.940732878
10/23/2007 -6.779819032
10/24/2007 -9.55117772
10/25/2007 -6.301075251
10/26/2007 -4.727985653
10/29/2007 -3.424320292
10/30/2007 -7.488285236
10/31/2007 -11.8982972
11/1/2007 -15.03925521
11/2/2007 -15.26744844
11/5/2007 -14.74166075
11/6/2007 -17.44941576
11/7/2007 -17.61279378
11/8/2007 -18.86796214
11/9/2007 -16.67827827
11/12/2007 -12.24014836
11/13/2007 -2.85835521
11/14/2007 -4.131716897
11/15/2007 -0.203410622
11/16/2007 8.569314879
11/19/2007 5.520498128
11/20/2007 4.437427097
11/21/2007 2.798799233
11/22/2007 5.190459646
11/23/2007 2.201222838
11/26/2007 7.707810591
11/27/2007 5.20689008
11/28/2007 7.610897036
11/29/2007 6.703331237
11/30/2007 13.92928613
12/3/2007 18.05895477
12/4/2007 17.24261674
12/5/2007 14.18520991
12/6/2007 17.69996813
12/7/2007 21.95404938
12/10/2007 18.57414126
12/11/2007 18.83884342
12/12/2007 22.41801362
12/13/2007 23.54638194
12/14/2007 25.76433638
12/17/2007 16.69320167
12/18/2007 10.81895687
12/19/2007 10.9753503
12/20/2007 11.33091315
12/21/2007 12.53094339
12/24/2007 14.45641754
12/25/2007 13.19699079
12/26/2007 13.87942316
12/27/2007 11.46173706
12/28/2007 7.770676488
12/31/2007 8.700784022
1/1/2008 14.19019359
1/2/2008 11.50921642
1/3/2008 9.467085019
1/4/2008 8.492617897
1/7/2008 5.371302597
1/8/2008 6.499502146
1/9/2008 3.022727189
1/10/2008 5.927807015
1/11/2008 5.001251384
1/14/2008 0.091578188
1/15/2008 6.806397951
1/16/2008 2.248016175
1/17/2008 5.749742329
1/18/2008 1.095388248
1/21/2008 -0.368023403
1/22/2008 8.237992918
1/23/2008 -0.780766435
1/24/2008 -0.233793677
1/25/2008 -5.104415967
1/28/2008 -5.638624718
1/29/2008 -2.511924819
1/30/2008 -2.133339717
1/31/2008 -3.014162532
2/1/2008 4.847211419
2/4/2008 1.90534583
2/5/2008 -0.089019867
2/6/2008 -3.930920283
2/7/2008 -7.596390602
2/8/2008 -5.358477963
2/11/2008 -3.588291865
2/12/2008 -1.031121178
2/13/2008 4.176705555
2/14/2008 4.100989501
2/15/2008 3.685820292
2/18/2008 3.918671965
2/19/2008 4.302039738
2/20/2008 8.143021699
2/21/2008 7.475478645
2/22/2008 2.322549449
2/25/2008 5.058904324
2/26/2008 0.911568809
2/27/2008 -1.720405845
2/28/2008 -4.566637975
2/29/2008 -7.874776755
3/3/2008 -7.949385894
3/4/2008 -7.987067299
3/5/2008 -12.40581822
3/6/2008 -9.860569783
3/7/2008 -12.72461433
3/10/2008 -11.14026753
3/11/2008 -6.222506019
3/12/2008 -2.083816629
3/13/2008 -1.722946088
3/14/2008 -5.537069436
3/17/2008 -6.716071481
3/18/2008 -6.693944594
3/19/2008 5.819147828
3/20/2008 9.65059264
3/21/2008 14.9915837
3/24/2008 14.39795771
3/25/2008 12.093442
3/26/2008 9.296061707
3/27/2008 12.99072309
3/28/2008 9.836902201
3/31/2008 9.921155178
4/1/2008 7.310883267
4/2/2008 14.15477406
4/3/2008 15.48242329
4/4/2008 7.464041165
4/7/2008 11.33508368
4/8/2008 15.59010551
4/9/2008 12.58380558
4/10/2008 14.61160039
4/11/2008 12.68080501
4/14/2008 11.06353488
4/15/2008 7.092636692
4/16/2008 7.592291792
4/17/2008 3.699266022
4/18/2008 5.928888483
4/21/2008 9.133551847
4/22/2008 6.211128385
4/23/2008 5.59943155
4/24/2008 11.19533502
4/25/2008 8.286268131
4/28/2008 10.85713699
4/29/2008 10.96304626
4/30/2008 9.392330251
5/1/2008 0.459398303
5/2/2008 6.634717801
5/5/2008 7.475896399
5/6/2008 6.934371007
5/7/2008 5.570514268
5/8/2008 6.270557437
5/9/2008 7.889956448
5/12/2008 1.34341901
5/13/2008 -1.824946933
5/14/2008 -1.801607848
5/15/2008 -2.846939297
5/16/2008 -2.62131888
5/19/2008 -2.663214031
5/20/2008 -3.774870813
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5/22/2008 -5.480107155
5/23/2008 -6.670996157
5/26/2008 -4.64561419
5/27/2008 -4.145292498
5/28/2008 0.355057164
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6/2/2008 -6.098950421
6/3/2008 -7.13882023
6/4/2008 -5.604616952
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6/6/2008 5.087697562
6/9/2008 6.579771782
6/10/2008 0.060955293
6/11/2008 2.445348204
6/12/2008 0.317989372
6/13/2008 3.251865221
6/16/2008 6.862732095
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9/1/2008 3.049897094
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10/3/2008 -6.026656168
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10/13/2008 -3.406342217
10/14/2008 8.128268033
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10/16/2008 3.021563746
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10/21/2008 3.0230433
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10/23/2008 18.09790623
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10/27/2008 14.20662326
10/28/2008 21.01635274
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11/3/2008 -4.608843616
11/4/2008 -20.06787313
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11/17/2008 -0.484754776
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11/20/2008 1.878346526
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12/5/2008 1.02570118
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12/11/2008 -2.779615506
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12/17/2008 -17.74161255
12/18/2008 -25.91607496
12/19/2008 -23.78881822
12/22/2008 -21.24675823
12/23/2008 -11.96460548
12/24/2008 -15.00820918
12/25/2008 -18.71378165
12/26/2008 -15.66724025
12/29/2008 -9.785209077
12/30/2008 -8.555974407
12/31/2008 -8.218782102
import pandas as pd
df=read_csv("Randomdata.csv")
df2=df.add(1).cumprod()
我也尝试了另一种方法。
df3=1+df.cumprod()
两者都产生-inf值。专门针对此数据集。 请提出前进的方向。
答案 0 :(得分:1)
您似乎正在尝试计算累计收益。如果是这样,则这些数字不在返回空间中,需要先除以100
import pandas as pd
df = pd.read_csv("Randomdata.csv")
df2 = df.div(100).add(1).cumprod().sub(1).mul(100)
我进行了以下更改,删除了减法。
df2 = df.div(100).add(1).cumprod().mul(100)
df2['returns_from_price_recovered'] = 100 * df2.pct_change()