I have a dataframe such as the following:
What's the best way to calculate a cumulative return to fill the Nan Values? The logic of each cell is shown.
Following is the intended result:
import pandas as pd
df = pd.DataFrame({"DATE":[2018,2019,2020,2021,2022,2023,2024],"RATIO":[0.03,0.04,0.05,0.06,0.07,0.08,0.09],"PROFIT":[10,20,np.nan,np.nan,np.nan,np.nan,np.nan]})
df.loc[df['DATE']==2020, ['PROFIT']] = 20000*(1+0.04)
df.loc[df['DATE']==2021, ['PROFIT']] = 20000*(1+0.04)*(1+0.050)
df.loc[df['DATE']==2022, ['PROFIT']] = 20000*(1+0.04)*(1+0.050)*(1+0.060)
df.loc[df['DATE']==2023, ['PROFIT']] = 20000*(1+0.04)*(1+0.050)*(1+0.060)*(1+0.070)
df.loc[df['DATE']==2024, ['PROFIT']] = 20000*(1+0.04)*(1+0.050)*(1+0.060)*(1+0.070)*(1+0.080)
df
You are looking for cumprod
df['PROFIT']=df['PROFIT'].fillna(df.RATIO.shift().add(1).iloc[2:].cumprod()*20000)
df
Out[30]:
DATE RATIO PROFIT
0 2018 0.03 10.00000
1 2019 0.04 20.00000
2 2020 0.05 20800.00000
3 2021 0.06 21840.00000
4 2022 0.07 23150.40000
5 2023 0.08 24770.92800
6 2024 0.09 26752.60224
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