getStockPrices_log_twint.py

def getStockPrices(ticker, start, end):
    """
    Gets the historical daily prices between two dates. Applies the logarithmic function
    to return a dataframe of log returns each day.
    """
    # Setting the stock
    stock = yf.Ticker(ticker)

    # Getting historical prices
    stock_df = stock.history(start=end, end=start, interval="1d")[['Close']]
        
    # Getting the daily log returns
    stock_df = stock_df.apply(np.log).diff().dropna()
    
    # Some reformatting
    stock_df = stock_df.reset_index().rename(
        columns={
            "Date": "date",
            "Close": "log returns"
        }
    )
    
    return stock_df