Log Returns

Problem

Given a price series, return the log returns r[t] = ln(prices[t] / prices[t-1]) for t = 1, ..., n-1.

Prices are assumed positive. A series with fewer than two prices yields an empty list.

Hint

Import math and divide consecutive prices before taking the log.

case 1

in: [[100,110,121]]

expected: [0.09531017980432493,0.09531017980432493]

case 2

in: [[1,2.718281828459045]]

expected: [1]

case 3

in: [[5,5]]

expected: [0]

case 4

in: [[2]]

expected: []

Starter codePython

import math
def log_returns(prices):
    # Your code here
    pass

4 test cases · run your code against them in the editor