量化双均线策略：（三）统计策略结果

统计指标包括：总收益，年化收益，夏普比率，平均每日涨幅，最大回撤。

基于上篇Strategy类run_simulation后将res_df存储到本地的一个csv文件中，然后读取csv后计算这些统计指标，具体实现如下。

    def annual_return(df):
        change = df['capital_market_value'].iloc[-1]/df['capital_market_value'].iloc[0]-1
        annual = pow(change+1, 250/len(df)) - 1
        print('总收益为%f，年化收益为%f\n' % (change, annual))

    def sharp_ratio(df):
        from math import sqrt
        rf = 0.0284
        change = df['capital_market_value'].iloc[-1] / df['capital_market_value'].iloc[0]
        annual = pow(change, 250 / len(df)) - 1
        volatility = df['profolio_daily_return'].std() * sqrt(250)
        sharp = (annual - rf)/volatility
        print('sharp ratio is %f\n'%sharp)

    def average_change(df):
        ave = df['profolio_daily_return'].mean()
        print(