RuntimeWarning：exp 中遇到溢出（记录到相对）

Question

I have this dataframe which is called cum_strategy_asset_log_returns :

data = {'Date':  ['Jan', 'Feb', 'Mar'],
        'Log_price': ['0.1', '0.2', '0.3'],
        }

cum_strategy_asset_log_returns= pd.DataFrame (data, columns = ['Date','Log_price'])

print (cum_strategy_asset_log_returns)

What I want to do now is change these log returns into relative returns. This can be done with the following line:

cum_strategy_asset_relative_returns = np.exp(cum_strategy_asset_log_returns) - 1

But I get the following error: RuntimeWarning: overflow encountered in exp

I am coding on a windows so I can't use float128. I have also looked at other stackoverflow questions but I just can't seem to figure it out... Hopefully you can help me!

Answer 1

I'm assuming that the data for 'Log_Price' should be float s and not str s. Given that you could do something like:

import numpy as np
import pandas as pd


data = {
    'Date':  ['Jan', 'Feb', 'Mar'],
    'Log_price': list(map(float, ['0.1', '0.2', '0.3'])),
}

df = pd.DataFrame.from_dict(data)
df['Relative_returns'] = np.exp(df['Log_price']) - 1
print(df)

output:

  Date  Log_price  Relative_returns
0  Jan        0.1          0.105171
1  Feb        0.2          0.221403
2  Mar        0.3          0.349859