From 494a329a37781378be733a2da5d2ad7deffe2a7e Mon Sep 17 00:00:00 2001
From: zengbin93 <zeng_bin8888@163.com>
Date: Sun, 4 Feb 2024 20:12:22 +0800
Subject: [PATCH] 0.9.42 update
---
test/test_utils.py | 4 ++--
1 file changed, 2 insertions(+), 2 deletions(-)
diff --git a/test/test_utils.py b/test/test_utils.py
index 880048378..488f735f1 100644
--- 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():