擅长:python、mysql、java
<p>你不能简单地用cumsum把它们加起来</p>
<p>例如,如果你有数组[1.1,1.1],你应该有2.21,而不是2.2</p>
<pre><code>import numpy as np
# daily return:
df['daily_return'] = df['close'].pct_change()
# calculate cumluative return
df['cumluative_return'] = np.exp(np.log1p(df['daily_return']).cumsum())
</code></pre>