empyrical 模块的学习与分析 note_2

period.py 这个文件里面主要设置了年化计算的时候的时间，比如，一年约252个交易日，一年12个月，一个月21个交易日等问题。

APPROX_BDAYS_PER_MONTH = 21

APPROX_BDAYS_PER_YEAR = 252

MONTHS_PER_YEAR = 12

WEEKS_PER_YEAR = 52

DAILY = 'daily'

WEEKLY = 'weekly'

MONTHLY = 'monthly'

YEARLY = 'yearly'

ANNUALIZATION_FACTORS = {

DAILY: APPROX_BDAYS_PER_YEAR,

WEEKLY: WEEKS_PER_YEAR,

MONTHLY: MONTHS_PER_YEAR,

YEARLY: 1

}