pyform.analysis package

Submodules

pyform.analysis.returns module

pyform.analysis.returns.table_calendar_return(return_series: pyform.returnseries.ReturnSeries, use_month_abbr: bool = True) → pandas.core.frame.DataFrame

Create calendar like monthly return table

Parameters

  • return_series – A return series. Should be of minimum monthly frequency

  • use_month_abbr – Whether to use 3 letter month abbreviations instead of numerical month. Defaults to True.

Returns

DataFrame with columns: Year, Jan, Feb, …, Dec, Total

Return type

pd.DataFrame

Module contents