python_numpy_计算对数收益率和还原问题

x=5000
y=6000
ret=np.log(float(6000)/float(5000))
print ret
new_y=6000/float(np.exp(ret))
print new_y

import pandas as pd
import numpy as np
#计算收益率
x=range(0,1000,1)
y=range(1,1001,1)
data=map(lambda (a,b):float(a)/float(b), zip(x,y))
ret=np.log(data)
#还原价格序列
last_close=y[-1]
new_x=[]
for i in range(len(ret)):
    j=len(ret)-i-1
    if i==0:
        new_close=last_close
        new_x.append(new_close)
    if i>0:
        new_close=np.exp(ret[-(i)])*y[-i]
        new_x.append(new_close)
new_x.reverse()