def average_monthly(funds):
"""
@summary Computes average monthly returns centered around 0
@param funds: A time series containing daily fund values
@return an array of average monthly returns
"""
rets = daily(funds)
ret_i = 0
years = qsdateutil.getYears(funds)
averages = []
for year in years:
months = qsdateutil.getMonths(funds, year)
for month in months:
avg = 0
count = 0
days = qsdateutil.getDays(funds, year, month)
for day in days:
avg += rets[ret_i]
ret_i += 1
count += 1
averages.append(float(avg) / count)
return (averages)
def average_monthly(funds):
"""
@summary Computes average monthly returns centered around 0
@param funds: A time series containing daily fund values
@return an array of average monthly returns
"""
rets = daily(funds)
ret_i = 0
years = qsdateutil.getYears(funds)
averages = []
for year in years:
months = qsdateutil.getMonths(funds, year)
for month in months:
avg = 0
count = 0
days = qsdateutil.getDays(funds, year, month)
for day in days:
avg += rets[ret_i]
ret_i += 1
count += 1
averages.append(float(avg) / count)
return(averages)