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public void logReturn(string[] tickerSymbols)
{
for(int i = 0; i<tickerSymbols.GetLength(); i++){
var histEq1 = History(tickerSymbols[i], TimeSpan.FromDays(252), Resolution.Daily);
double[] doubleArray = histEq1.ToDoubleArray();
}
Hi,
I am trying to extract the historical data and calculate the daily log returns for a 1 year period. I tried to use the History function to extract the historical prices and then tried to store the prices in a double Array to be able to calculate the log returns for each ticker. When doing it this way, I am getting an error saying
'IEnumarable' does not contain a definition for 'ToDoubleArray'
Is there any easy way to calculate the daily log returns for 1y historical data?
Jan Sedlak
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