0.9.42 update

waditu · Feb 4, 2024 · 494a329 · 494a329
1 parent 895d556
commit 494a329
Showing 1 changed file with 2 additions and 2 deletions.
diff --git a/test/test_utils.py b/test/test_utils.py
@@ -113,11 +113,11 @@ def test_daily_performance():
     daily_returns = np.array([0.01, 0.02, -0.01, 0.03, 0.02, -0.02, 0.01, -0.01, 0.02, 0.01])
     result = daily_performance(daily_returns)
     assert result == {'年化': 2.016, '夏普': 5, '最大回撤': 0.02, '卡玛': 10, '日胜率': 0.7, '年化波动率': 0.2439,
-                       '非零覆盖': 1.0, '盈亏平衡点': 0.7, '新高间隔': 4, '新高占比': 0.6}
+                       '非零覆盖': 1.0, '盈亏平衡点': 0.7, '新高间隔': 5, '新高占比': 0.6}
 
     result = daily_performance([0.01, 0.02, -0.01, 0.03, 0.02, -0.02, 0.01, -0.01, 0.02, 0.01])
     assert result == {'年化': 2.016, '夏普': 5, '最大回撤': 0.02, '卡玛': 10, '日胜率': 0.7, '年化波动率': 0.2439,
-                      '非零覆盖': 1.0, '盈亏平衡点': 0.7, '新高间隔': 4, '新高占比': 0.6}
+                      '非零覆盖': 1.0, '盈亏平衡点': 0.7, '新高间隔': 5, '新高占比': 0.6}
 
 
 def test_find_most_similarity():