test_risk_period.py 文件源码

def test_partial_month(self):

        start = datetime.datetime(
            year=1991,
            month=1,
            day=1,
            hour=0,
            minute=0,
            tzinfo=pytz.utc)

        # 1992 and 1996 were leap years
        total_days = 365 * 5 + 2
        end = start + datetime.timedelta(days=total_days)
        sim_params90s = SimulationParameters(
            period_start=start,
            period_end=end,
            env=self.env,
        )

        returns = factory.create_returns_from_range(sim_params90s)
        returns = returns[:-10]  # truncate the returns series to end mid-month
        metrics = risk.RiskReport(returns, sim_params90s, env=self.env)
        total_months = 60
        self.check_metrics(metrics, total_months, start)