背景

现在 backtrader/tests/strategies/test_09_dual_thrust_strategy.py 这个策略测试基本上通过了，仅仅是 annual_return 的值和预期值有轻微的差异，分析一下这个指标和 master 的指标有什么不同，并尝试修复

不允许修改测试策略的输入和输出，期望值是不允许修改的。

Dual Thrust 策略回测结果: bar_num: 665115 buy_count: 77 sell_count: 46 sharpe_ratio: -0.7022735129057656 annual_return: -0.010682086442427876 max_drawdown: 0.123564682368617 total_trades: 123 final_value: 45704.0

Traceback (most recent call last): File “/Users/yunjinqi/Documents/量化交易框架/backtrader/tests/strategies/test_09_dual_thrust_strategy.py”, line 277, in test_dual_thrust_strategy() File “/Users/yunjinqi/Documents/量化交易框架/backtrader/tests/strategies/test_09_dual_thrust_strategy.py”, line 266, in test_dual_thrust_strategy assert annual_return == -0.010692176446733459, f”Expected annual_return=-0.010692176446733459, got {annual_return}” ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ AssertionError: Expected annual_return=-0.010692176446733459, got -0.010682086442427876