def featMomentum(dData, lLookback=20, b_human=False ):
    '''
    @summary: N day cumulative return (based on 1) indicator
    @param dData: Dictionary of data to use
    @param lLookback: Number of days to look in the past
    @param b_human: if true return dataframe to plot
    @return: DataFrame array containing values
    '''
    if b_human:
        for sym in dData['close']:
            x=1000/dData['close'][sym][0]
            dData['close'][sym]=dData['close'][sym]*x
        return dData['close']
    dfPrice = dData['close'].copy()
    
    #Calculate Returns
    tsu.returnize0(dfPrice.values)
    
    #Calculate rolling sum
    dfRet = pand.rolling_sum(dfPrice, lLookback)
    
    
    return dfRet
dataset/ETHPy150Open QuantSoftware/QuantSoftwareToolkit/QSTK/qstkfeat/features.py/featMomentum/original