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quantra-go-algo/Daily_returns.py Secret

Created January 31, 2024 18:41
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Daily_returns.py
# Calculate daily returns based on signals
aapl_data['Daily_Return'] = aapl_data['Close'].pct_change()
aapl_data['Strategy_Return'] = aapl_data['Signal'].shift(1) * aapl_data['Daily_Return']
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