metrics 以下功能请使用empyrical包中相关的函数。¶ usage: 1from empyrical import aggregate_returns aggregate_returns¶ external link alpha¶ external link alpha_aligned¶ external link alpha_beta¶ external link alpha_beta_aligned¶ external link annual_return¶ external link annual_volatility¶ external link beta¶ external link beta_aligned¶ external link beta_fragility_heuristic¶ external link beta_fragility_heuristic_aligned¶ external link cagr¶ external link calmar_ratio¶ external link capture¶ external link compute_exposures¶ external link conditional_value_at_risk¶ external link cum_returns¶ external link cum_returns_final¶ external link down_alpha_beta¶ external link down_capture¶ external link downside_risk¶ external link excess_sharpe¶ external link gpd_risk_estimates¶ external link gpd_risk_estimates_aligned¶ external link max_drawdown¶ external link omega_ratio¶ external link perf_attrib¶ external link periods¶ external link roll_alpha¶ external link roll_alpha_aligned¶ external link roll_alpha_beta¶ external link roll_alpha_beta_aligned¶ external link roll_annual_volatility¶ external link roll_beta¶ external link roll_beta_aligned¶ external link roll_down_capture¶ external link roll_max_drawdown¶ external link roll_sharpe_ratio¶ external link roll_sortino_ratio¶ external link roll_up_capture¶ external link roll_up_down_capture¶ external link sharpe_ratio¶ external link simple_returns¶ external link sortino_ratio¶ external link stability_of_timeseries¶ external link stats¶ external link tail_ratio¶ external link up_alpha_beta¶ external link up_capture¶ external link up_down_capture¶ external link utils¶ external link value_at_risk¶ external link