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<div class="viewcode-block" id="generate_lg_return"><a class="viewcode-back" href="../../preprocessing.html#Foresight.preprocessing.generate_lg_return">[docs]</a><span class="k">def</span> <span class="nf">generate_lg_return</span><span class="p">(</span><span class="n">df_full</span><span class="p">,</span> <span class="n">lag</span><span class="o">=</span><span class="mi">1</span><span class="p">):</span>
    <span class="sd">&quot;&quot;&quot;Creates the log return series for each column in the 