def returns(df, tickers, periods): for ticker in tickers: df[ticker+':Log-Close'] = np.log(df[ticker+':Close']) for period in periods: df[ticker+':Return_Period='+str(period)] = df[ticker+':Close'].pct_change(periods=period) df[ticker+':Log-Diff_Period='+str(period)] = df[ticker+':Log-Close'].diff(periods=1) pass