FastQuant.TimeSeries.GetReturnSeries C# (CSharp) 메소드

        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;
        }