Abhishek Kulkarni
Abhishek Kulkarni

Reputation: 676

Cumprod giving -inf in Python

I am trying to compute cumulative product of the following data set.

 Date   Random data
    1/2/2006    2.372388507
    1/3/2006    2.792095479
    1/4/2006    4.153345633
    1/5/2006    1.209302413
    1/6/2006    3.308908843
    1/9/2006    5.609288688
    1/10/2006   5.148763856
    1/11/2006   4.963421605
    1/12/2006   4.031740124
    1/13/2006   5.475643588
    1/16/2006   5.310478512
    1/17/2006   5.231183268
    1/18/2006   7.33295124
    1/19/2006   7.086467341
    1/20/2006   6.953441702
    1/23/2006   6.881551417
    1/24/2006   6.720592121
    1/25/2006   4.375483647
    1/26/2006   2.824165469
    1/27/2006   2.830542833
    1/30/2006   3.735049499
    1/31/2006   3.147491688
    2/1/2006    1.414748374
    2/2/2006    -0.051161849
    2/3/2006    -0.180186506
    2/6/2006    1.660894524
    2/7/2006    2.709409323
    2/8/2006    1.972035231
    2/9/2006    -0.782625682
    2/10/2006   -1.901299484
    2/13/2006   -2.141229007
    2/14/2006   -2.639233019
    2/15/2006   -4.95219641
    2/16/2006   -6.568204721
    2/17/2006   -5.671892621
    2/20/2006   -5.989308797
    2/21/2006   -5.519832515
    2/22/2006   -4.123507939
    2/23/2006   -4.840716254
    2/24/2006   -3.393895281
    2/27/2006   -1.579450628
    2/28/2006   -5.715894843
    3/1/2006    -4.818584424
    3/2/2006    -5.306398625
    3/3/2006    -3.773552658
    3/6/2006    -1.782726837
    3/7/2006    -2.421770003
    3/8/2006    -2.032466154
    3/9/2006    -3.24379646
    3/10/2006   0.267982805
    3/13/2006   0.014589559
    3/14/2006   1.343058431
    3/15/2006   1.539251495
    3/16/2006   -0.350651804
    3/17/2006   -0.215041321
    3/20/2006   0.578951429
    3/21/2006   -0.576824159
    3/22/2006   1.881264415
    3/23/2006   2.714386498
    3/24/2006   4.111298817
    3/27/2006   5.020309083
    3/28/2006   4.532650354
    3/29/2006   7.245341261
    3/30/2006   8.111802803
    3/31/2006   4.558323469
    4/3/2006    6.252751308
    4/4/2006    8.314806951
    4/5/2006    5.777692349
    4/6/2006    6.725161553
    4/7/2006    4.794367906
    4/10/2006   5.743532122
    4/11/2006   7.290548166
    4/12/2006   5.903857018
    4/13/2006   4.77936565
    4/14/2006   5.674446806
    4/17/2006   5.88485792
    4/18/2006   6.078651917
    4/19/2006   4.917405394
    4/20/2006   4.868584712
    4/21/2006   3.526253732
    4/24/2006   5.124797759
    4/25/2006   3.884862865
    4/26/2006   4.369885748
    4/27/2006   1.234703037
    4/28/2006   -1.67674986
    5/1/2006    -2.711339347
    5/2/2006    -2.574835748
    5/3/2006    -3.532974512
    5/4/2006    -4.361912086
    5/5/2006    -9.136912315
    5/8/2006    -8.945826752
    5/9/2006    -7.804639384
    5/10/2006   -10.05905437
    5/11/2006   -9.254733416
    5/12/2006   -8.382467816
    5/15/2006   -7.718500019
    5/16/2006   -10.04179082
    5/17/2006   -10.90960283
    5/18/2006   -7.538484374
    5/19/2006   -6.915045472
    5/22/2006   -8.49018374
    5/23/2006   -10.84341146
    5/24/2006   -4.739280009
    5/25/2006   -8.906757979
    5/26/2006   -10.61262457
    5/29/2006   -9.636827323
    5/30/2006   -8.353511534
    5/31/2006   -10.1389515
    6/1/2006    -10.0339179
    6/2/2006    -10.84551313
    6/5/2006    -8.628081538
    6/6/2006    -6.657905529
    6/7/2006    -6.395791873
    6/8/2006    -7.676135515
    6/9/2006    -7.225332776
    6/12/2006   -5.721847599
    6/13/2006   -9.168934478
    6/14/2006   -8.522434172
    6/15/2006   -9.344608517
    6/16/2006   -9.492790802
    6/19/2006   -6.27304367
    6/20/2006   -7.748707965
    6/21/2006   -5.216536389
    6/22/2006   -5.866333313
    6/23/2006   -3.421767661
    6/26/2006   -0.817150639
    6/27/2006   1.566919066
    6/28/2006   2.1756715
    6/29/2006   2.003892417
    6/30/2006   0.145706902
    7/3/2006    4.825841191
    7/4/2006    2.984194983
    7/5/2006    2.733606852
    7/6/2006    3.990344988
    7/7/2006    4.464159978
    7/10/2006   2.181922905
    7/11/2006   4.207532649
    7/12/2006   5.893857763
    7/13/2006   6.696591003
    7/14/2006   8.02397588
    7/17/2006   7.18005379
    7/18/2006   7.110823813
    7/19/2006   4.604122492
    7/20/2006   4.383075987
    7/21/2006   4.734463235
    7/24/2006   5.60625391
    7/25/2006   7.453657745
    7/26/2006   6.7147771
    7/27/2006   5.255477178
    7/28/2006   6.638942489
    7/31/2006   5.514850947
    8/1/2006    6.666282084
    8/2/2006    6.037577365
    8/3/2006    6.434382521
    8/4/2006    5.80948075
    8/7/2006    5.667054317
    8/8/2006    5.175715003
    8/9/2006    4.94937506
    8/10/2006   3.558925269
    8/11/2006   4.031802401
    8/14/2006   3.272287286
    8/15/2006   4.289470879
    8/16/2006   3.538103725
    8/17/2006   2.762386707
    8/18/2006   2.114880041
    8/21/2006   5.068950919
    8/22/2006   2.483874694
    8/23/2006   1.730699516
    8/24/2006   -0.675212673
    8/25/2006   0.187110629
    8/28/2006   0.344282156
    8/29/2006   0.01723009
    8/30/2006   -0.327127005
    8/31/2006   0.016483468
    9/1/2006    -0.973496098
    9/4/2006    -1.218588549
    9/5/2006    -0.20940671
    9/6/2006    0.25023559
    9/7/2006    -2.986442703
    9/8/2006    -2.073033591
    9/11/2006   1.390003709
    9/12/2006   2.940760338
    9/13/2006   2.403386183
    9/14/2006   2.349487863
    9/15/2006   1.899995646
    9/18/2006   3.50536463
    9/19/2006   2.83392064
    9/20/2006   2.571588424
    9/21/2006   3.118297653
    9/22/2006   -0.377687298
    9/25/2006   -2.391993686
    9/26/2006   0.712594429
    9/27/2006   1.457682028
    9/28/2006   1.474114727
    9/29/2006   0.446453108
    10/2/2006   3.007973689
    10/3/2006   -2.43263121
    10/4/2006   0.86295345
    10/5/2006   4.664733649
    10/6/2006   4.558573046
    10/9/2006   4.680665577
    10/10/2006  4.575158956
    10/11/2006  6.425144162
    10/12/2006  8.372432637
    10/13/2006  8.182474544
    10/16/2006  8.968786366
    10/17/2006  9.463661551
    10/18/2006  8.512907068
    10/19/2006  5.873743873
    10/20/2006  3.369445264
    10/23/2006  1.030307363
    10/24/2006  5.528218034
    10/25/2006  4.772900213
    10/26/2006  4.780839053
    10/27/2006  4.908377081
    10/30/2006  1.949064709
    10/31/2006  1.237048868
    11/1/2006   -0.784592691
    11/2/2006   2.737788889
    11/3/2006   0.575772221
    11/6/2006   0.756429404
    11/7/2006   3.470072539
    11/8/2006   3.162250037
    11/9/2006   3.530282875
    11/10/2006  3.101909259
    11/13/2006  3.850635629
    11/14/2006  5.765932269
    11/15/2006  6.872396495
    11/16/2006  7.65256188
    11/17/2006  7.665129818
    11/20/2006  7.688611466
    11/21/2006  10.98556762
    11/22/2006  10.3474519
    11/23/2006  8.307676877
    11/24/2006  6.809710616
    11/27/2006  3.833060531
    11/28/2006  2.194899225
    11/29/2006  2.753858429
    11/30/2006  7.843689893
    12/1/2006   7.960285607
    12/4/2006   8.693168009
    12/5/2006   6.942631629
    12/6/2006   7.571515106
    12/7/2006   9.703434772
    12/8/2006   9.330900226
    12/11/2006  10.07080936
    12/12/2006  8.823865383
    12/13/2006  9.142372346
    12/14/2006  11.4249828
    12/15/2006  13.4976679
    12/18/2006  16.02891813
    12/19/2006  13.57689804
    12/20/2006  13.08135113
    12/21/2006  11.35585478
    12/22/2006  11.56407075
    12/25/2006  12.55729202
    12/26/2006  12.74006864
    12/27/2006  12.80879851
    12/28/2006  12.78104782
    12/29/2006  10.84853655
    1/1/2007    12.34247778
    1/2/2007    12.4083186
    1/3/2007    12.05157619
    1/4/2007    13.31470937
    1/5/2007    13.08023063
    1/8/2007    11.8083914
    1/9/2007    12.14102299
    1/10/2007   12.78561441
    1/11/2007   10.5599935
    1/12/2007   9.670640578
    1/15/2007   7.5265463
    1/16/2007   5.785317873
    1/17/2007   6.421764885
    1/18/2007   6.13308998
    1/19/2007   4.502378909
    1/22/2007   5.18285115
    1/23/2007   6.651267567
    1/24/2007   9.669499091
    1/25/2007   9.873389316
    1/26/2007   8.512393515
    1/29/2007   8.17935067
    1/30/2007   7.565247724
    1/31/2007   10.26027855
    2/1/2007    12.21138996
    2/2/2007    11.0873071
    2/5/2007    15.28502878
    2/6/2007    13.68842955
    2/7/2007    13.27807961
    2/8/2007    12.83276901
    2/9/2007    13.80840316
    2/12/2007   10.40760837
    2/13/2007   8.706916548
    2/14/2007   7.062821439
    2/15/2007   6.720750572
    2/16/2007   5.181412914
    2/19/2007   6.377711852
    2/20/2007   6.777151257
    2/21/2007   7.213968623
    2/22/2007   5.717975255
    2/23/2007   7.535619266
    2/26/2007   6.226846924
    2/27/2007   6.420469572
    2/28/2007   7.825909152
    3/1/2007    9.322928614
    3/2/2007    10.09251084
    3/5/2007    10.01940332
    3/6/2007    8.500303192
    3/7/2007    8.276245994
    3/8/2007    8.618637579
    3/9/2007    9.130646064
    3/12/2007   5.00975105
    3/13/2007   3.332393527
    3/14/2007   1.483827461
    3/15/2007   3.638824916
    3/16/2007   3.461569024
    3/19/2007   2.163572694
    3/20/2007   2.369195247
    3/21/2007   -3.015080521
    3/22/2007   -2.584981113
    3/23/2007   1.616297026
    3/26/2007   3.424344952
    3/27/2007   3.512629879
    3/28/2007   1.565564369
    3/29/2007   3.155875359
    3/30/2007   4.13585074
    4/2/2007    2.121894843
    4/3/2007    2.85329683
    4/4/2007    2.790940846
    4/5/2007    2.709380118
    4/6/2007    -0.537294118
    4/9/2007    1.409591457
    4/10/2007   -0.844805873
    4/11/2007   -3.199042638
    4/12/2007   -5.222678135
    4/13/2007   -5.360018022
    4/16/2007   -4.086590776
    4/17/2007   -6.846401327
    4/18/2007   -8.129698699
    4/19/2007   -9.43907148
    4/20/2007   -9.54782865
    4/23/2007   -10.0618768
    4/24/2007   -7.849914365
    4/25/2007   -8.470629566
    4/26/2007   -8.241284473
    4/27/2007   -5.784288072
    4/30/2007   -6.333447193
    5/1/2007    -8.855330907
    5/2/2007    -8.631907451
    5/3/2007    -9.548866116
    5/4/2007    -10.13722709
    5/7/2007    -11.32424337
    5/8/2007    -13.57236374
    5/9/2007    -11.50262124
    5/10/2007   -10.80211768
    5/11/2007   -10.26422821
    5/14/2007   -8.986010695
    5/15/2007   -10.63105462
    5/16/2007   -12.91613223
    5/17/2007   -10.43330955
    5/18/2007   -10.07261057
    5/21/2007   -12.94116388
    5/22/2007   -11.97531943
    5/23/2007   -12.58290308
    5/24/2007   -12.94199083
    5/25/2007   -14.38311469
    5/28/2007   -13.28631254
    5/29/2007   -12.89413624
    5/30/2007   -16.04739138
    5/31/2007   -13.83259156
    6/1/2007    -14.26299611
    6/4/2007    -14.99654576
    6/5/2007    -13.24079702
    6/6/2007    -12.01283208
    6/7/2007    -12.58499189
    6/8/2007    -10.50548575
    6/11/2007   -13.46398497
    6/12/2007   -10.95636348
    6/13/2007   -10.58475154
    6/14/2007   -8.485156989
    6/15/2007   -5.485141673
    6/18/2007   -4.746107027
    6/19/2007   0.009767635
    6/20/2007   -0.673658716
    6/21/2007   -1.451419275
    6/22/2007   1.972232158
    6/25/2007   -0.391243872
    6/26/2007   1.451989507
    6/27/2007   -1.766451879
    6/28/2007   0.161875559
    6/29/2007   -3.825996412
    7/2/2007    -0.809421674
    7/3/2007    -2.246492588
    7/4/2007    0.432136714
    7/5/2007    0.283847174
    7/6/2007    -1.3650488
    7/9/2007    -0.811143411
    7/10/2007   -1.465879459
    7/11/2007   -1.121273878
    7/12/2007   -1.860874059
    7/13/2007   -3.035369125
    7/16/2007   1.281001022
    7/17/2007   1.690991572
    7/18/2007   1.945639351
    7/19/2007   1.069216233
    7/20/2007   3.87371198
    7/23/2007   3.296879921
    7/24/2007   2.591854823
    7/25/2007   -3.389010393
    7/26/2007   2.137825455
    7/27/2007   2.283479857
    7/30/2007   5.838696664
    7/31/2007   6.113554468
    8/1/2007    7.967210681
    8/2/2007    -0.726487682
    8/3/2007    -0.232469303
    8/6/2007    -2.517441263
    8/7/2007    -8.435316702
    8/8/2007    -4.850705516
    8/9/2007    -6.961937954
    8/10/2007   -10.44411748
    8/13/2007   -15.68807076
    8/14/2007   -13.18786164
    8/15/2007   -9.272095703
    8/16/2007   -4.725484174
    8/17/2007   -8.134541843
    8/20/2007   -8.873292727
    8/21/2007   -10.55565794
    8/22/2007   -9.78740166
    8/23/2007   -8.392234748
    8/24/2007   -11.26803991
    8/27/2007   -6.059253076
    8/28/2007   -4.431249471
    8/29/2007   -3.683881225
    8/30/2007   0.740388956
    8/31/2007   0.837060926
    9/3/2007    3.715197568
    9/4/2007    2.014739847
    9/5/2007    4.587444167
    9/6/2007    3.221048769
    9/7/2007    1.226037567
    9/10/2007   1.034531855
    9/11/2007   1.479676939
    9/12/2007   0.556376215
    9/13/2007   -1.530067312
    9/14/2007   -2.18203607
    9/17/2007   -5.475770938
    9/18/2007   -6.824996518
    9/19/2007   -2.973998241
    9/20/2007   3.708296857
    9/21/2007   -3.183077897
    9/24/2007   -6.546095221
    9/25/2007   -11.00709425
    9/26/2007   -10.95480863
    9/27/2007   -6.680893811
    9/28/2007   -3.787250701
    10/1/2007   -14.69643306
    10/2/2007   -12.37222197
    10/3/2007   -5.619971442
    10/4/2007   -5.695837937
    10/5/2007   -3.872021061
    10/8/2007   -5.852564553
    10/9/2007   -6.48262714
    10/10/2007  -2.398114024
    10/11/2007  -3.103357068
    10/12/2007  -5.878634994
    10/15/2007  -9.082817992
    10/16/2007  -6.07416967
    10/17/2007  -3.661138214
    10/18/2007  -1.840354785
    10/19/2007  -1.716032675
    10/22/2007  -9.940732878
    10/23/2007  -6.779819032
    10/24/2007  -9.55117772
    10/25/2007  -6.301075251
    10/26/2007  -4.727985653
    10/29/2007  -3.424320292
    10/30/2007  -7.488285236
    10/31/2007  -11.8982972
    11/1/2007   -15.03925521
    11/2/2007   -15.26744844
    11/5/2007   -14.74166075
    11/6/2007   -17.44941576
    11/7/2007   -17.61279378
    11/8/2007   -18.86796214
    11/9/2007   -16.67827827
    11/12/2007  -12.24014836
    11/13/2007  -2.85835521
    11/14/2007  -4.131716897
    11/15/2007  -0.203410622
    11/16/2007  8.569314879
    11/19/2007  5.520498128
    11/20/2007  4.437427097
    11/21/2007  2.798799233
    11/22/2007  5.190459646
    11/23/2007  2.201222838
    11/26/2007  7.707810591
    11/27/2007  5.20689008
    11/28/2007  7.610897036
    11/29/2007  6.703331237
    11/30/2007  13.92928613
    12/3/2007   18.05895477
    12/4/2007   17.24261674
    12/5/2007   14.18520991
    12/6/2007   17.69996813
    12/7/2007   21.95404938
    12/10/2007  18.57414126
    12/11/2007  18.83884342
    12/12/2007  22.41801362
    12/13/2007  23.54638194
    12/14/2007  25.76433638
    12/17/2007  16.69320167
    12/18/2007  10.81895687
    12/19/2007  10.9753503
    12/20/2007  11.33091315
    12/21/2007  12.53094339
    12/24/2007  14.45641754
    12/25/2007  13.19699079
    12/26/2007  13.87942316
    12/27/2007  11.46173706
    12/28/2007  7.770676488
    12/31/2007  8.700784022
    1/1/2008    14.19019359
    1/2/2008    11.50921642
    1/3/2008    9.467085019
    1/4/2008    8.492617897
    1/7/2008    5.371302597
    1/8/2008    6.499502146
    1/9/2008    3.022727189
    1/10/2008   5.927807015
    1/11/2008   5.001251384
    1/14/2008   0.091578188
    1/15/2008   6.806397951
    1/16/2008   2.248016175
    1/17/2008   5.749742329
    1/18/2008   1.095388248
    1/21/2008   -0.368023403
    1/22/2008   8.237992918
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    7/11/2008   -2.11874535
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    7/15/2008   -9.785882826
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    7/22/2008   -16.05642567
    7/23/2008   -10.40258214
    7/24/2008   -7.895783574
    7/25/2008   -6.064576168
    7/28/2008   -7.555469117
    7/29/2008   -7.550365786
    7/30/2008   -4.41096581
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    8/6/2008    7.894333599
    8/7/2008    6.952958366
    8/8/2008    6.803337004
    8/11/2008   12.5598522
    8/12/2008   17.02711995
    8/13/2008   11.21457308
    8/14/2008   9.870340669
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    8/28/2008   2.662183974
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    9/1/2008    3.049897094
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    9/4/2008    3.118192613
    9/5/2008    0.208336992
    9/8/2008    -7.955346446
    9/9/2008    3.034657287
    9/10/2008   0.212924163
    9/11/2008   -5.039089706
    9/12/2008   -4.206315664
    9/15/2008   -12.47329445
    9/16/2008   -23.87744975
    9/17/2008   -26.40484165
    9/18/2008   -25.38241597
    9/19/2008   -23.36121528
    9/22/2008   -21.42741971
    9/23/2008   -17.99846112
    9/24/2008   -28.57986509
    9/25/2008   -29.16609299
    9/26/2008   -27.08038434
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    10/1/2008   -11.34463183
    10/2/2008   -12.48376615
    10/3/2008   -6.026656168
    10/6/2008   -6.990288682
    10/7/2008   -8.932722825
    10/8/2008   -9.613027881
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    10/10/2008  -9.585152864
    10/13/2008  -3.406342217
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    10/15/2008  -0.84337937
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    10/17/2008  -3.052518135
    10/20/2008  -2.400985986
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    10/22/2008  10.5804596
    10/23/2008  18.09790623
    10/24/2008  12.13621658
    10/27/2008  14.20662326
    10/28/2008  21.01635274
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    10/30/2008  -4.561706872
    10/31/2008  -18.90903769
    11/3/2008   -4.608843616
    11/4/2008   -20.06787313
    11/5/2008   -18.5941511
    11/6/2008   -21.3287201
    11/7/2008   -18.90428072
    11/10/2008  -17.15139132
    11/11/2008  -11.95485141
    11/12/2008  -10.52108832
    11/13/2008  -3.751031577
    11/14/2008  -7.025476067
    11/17/2008  -0.484754776
    11/18/2008  -7.565724121
    11/19/2008  -3.494100907
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    11/25/2008  -6.594895809
    11/26/2008  -13.80582831
    11/27/2008  -1.718399396
    11/28/2008  -2.690040888
    12/1/2008   0.045615029
    12/2/2008   -8.037898361
    12/3/2008   -6.694808104
    12/4/2008   -1.105754753
    12/5/2008   1.02570118
    12/8/2008   -4.239560375
    12/9/2008   -5.393379841
    12/10/2008  -2.751561124
    12/11/2008  -2.779615506
    12/12/2008  -3.187906517
    12/15/2008  -1.152777608
    12/16/2008  -8.701242176
    12/17/2008  -17.74161255
    12/18/2008  -25.91607496
    12/19/2008  -23.78881822
    12/22/2008  -21.24675823
    12/23/2008  -11.96460548
    12/24/2008  -15.00820918
    12/25/2008  -18.71378165
    12/26/2008  -15.66724025
    12/29/2008  -9.785209077
    12/30/2008  -8.555974407
    12/31/2008  -8.218782102

import pandas as pd
df=read_csv("Randomdata.csv")
df2=df.add(1).cumprod()

I tried another method too.

df3=1+df.cumprod()

Both are yielding -inf values. It's happening for this data set specifically. Please suggest the way forward.

Upvotes: 1

Views: 351

Answers (1)

piRSquared
piRSquared

Reputation: 294258

It looks like you are trying to calculate cumulative returns. If so, those numbers are not in returns space and need to be divided by 100 first

import pandas as pd

df = pd.read_csv("Randomdata.csv")
df2 = df.div(100).add(1).cumprod().sub(1).mul(100)

Comment from OP

I made the following change, removed subtraction.

df2 = df.div(100).add(1).cumprod().mul(100)
df2['returns_from_price_recovered'] = 100 * df2.pct_change()

Upvotes: 1

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