weekly_performance

czsc.weekly_performance(weekly_returns)[source]

采用单利计算周收益数据的各项指标

Parameters:: weekly_returns – 周收益率数据，样例： [0.01, 0.02, -0.01, 0.03, 0.02, -0.02, 0.01, -0.01, 0.02, 0.01]
Returns:: dict

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