def get_stats()

in 5-appinfra/modules/hpc-monte-carlo-infra/mc_run.py [0:0]


    def get_stats(self):
        close = self.data
        self.first = close[0]
        self.last = close[-1]
        self.trading_days = len(close)
        self.cagr = (self.last / self.first) ** (365.0 / self.calendar_days) - 1.0
        self.volatility = self.data.pct_change().std()
        return (self.first, self.last, self.trading_days, self.cagr, self.volatility)