public virtual TimeSeries GetReturnSeries()
{
var ts = new TimeSeries(this.name, this.description + " (return)", -1);
if (Count <= 1)
return ts;
double p0 = this[0];
for (var i = 0; i < Count; i++)
{
var p1 = this[i];
ts.Add(GetDateTime(i), p0 != 0 ? p1/p0 : 0);
p0 = p1;
}
return ts;
}