diff --git a/deepdow/losses.py b/deepdow/losses.py index bef3e15..413ccf3 100644 --- a/deepdow/losses.py +++ b/deepdow/losses.py @@ -36,38 +36,38 @@ def covariance(x, y): def log2simple(x): - """Turn simple returns into log returns. + """Turn log returns into simple returns. r_simple = exp(r_log) - 1. Parameters ---------- x : torch.Tensor - Tensor of any shape where each entry represents a simple return. + Tensor of any shape where each entry represents a logarithmic return. Returns ------- torch.Tensor - Logarithmic returns. + Simple returns. """ return torch.exp(x) - 1 def simple2log(x): - """Turn log returns into simple returns. + """Turn simple returns into log returns. r_log = ln(r_simple + 1). Parameters ---------- x : torch.Tensor - Tensor of any shape where each entry represents a logarithmic return. + Tensor of any shape where each entry represents a simple return. Returns ------- torch.Tensor - Simple returns. + Logarithmic returns. """ return torch.log(x + 1)