Remove cumulative returns functionalities #2103
Merged
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Description
This PR removes the
cret
functionalities. Cumulative returns as implemented are assuming bullet investment at portfolio inception, what's not consistent with the period investment allowed by loading transactions. The total amount invested under periodic investments is constantly changing and cumulative product of 1+return will not capture that.Example:
Current calculation:
cret = (1+5%)*(1+2%) - 1= 7.1%
cash ret from cret = 7.1% * 2000$ = 142$
Real cumulative return:
Cumulative cash return / cumulative investment = 90/2000 = 4.5%
Checklist:
Others
pre-commit install
.pytest tests/...
.