Список проголосовавших за комментарий "ortega, вот код который я и использовал <p># Calculate daily returns<br/> df['Daily Returns'] = df['price'].pct_change()</p><p># Shift the daily returns by one to apply them to the next day<br/> df['Shifted Daily Returns'] = df['Daily Returns'].shift(1)</p><p># Strategy returns based on the signal and the shifted daily returns<br/> # When Signal is 1 (buy)<br/> # When Signal is -1 (sell)<br/> # Neutral days have no impact (returns are 0).<br/> df['Strategy Returns'] = np.where(df['Signal'] == 1, df['Shifted Daily Returns'],<br/> np.where(df['Signal'] == -1, -df['Shifted Daily Returns'], 0))</p><p># Calculate cumulative returns by compounding the strategy returns<br/> df['Cumulative Returns'] = (1 + df['Strategy Returns']).cumprod()