def mean_historical_return(prices, frequency=<NUM_LIT>):
if not isinstance(prices, pd.DataFrame):<EOL><INDENT>warnings.warn("<STR_LIT>", RuntimeWarning)<EOL>prices = pd.DataFrame(prices)<EOL><DEDENT>daily_returns = daily_price_returns(prices)<EOL>return daily_returns.mean() * frequency<EOL>
Calculate annualised mean (daily) historical return from input (daily) asset prices.

:param prices: adjusted closing prices of the asset, each row is a date
               and each column is a ticker/id.
:type prices: pd.DataFrame
:param frequency: number of time periods in a year, defaults to 252 (the number
                  of trading days in a year)
:type frequency: int, optional
:return: annualised mean (daily) return for each asset
:rtype: pd.Series