From cfc0fa1438f3538da5cc014ed9f66c184f472faf Mon Sep 17 00:00:00 2001
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Date: Thu, 22 Sep 2022 15:29:14 +0800
Subject: [PATCH] =?UTF-8?q?=E6=96=B0=E5=A2=9Eexcess=5Fwin=5Frate=E5=AE=9E?=
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---
 .github/workflows/release.yml | 34 ++++++++++++++++++++++++++++++++++
 rqrisk/risk.py                |  4 ++++
 setup.cfg                     |  2 +-
 test.py                       | 20 ++++++++++++++++++++
 4 files changed, 59 insertions(+), 1 deletion(-)
 create mode 100644 .github/workflows/release.yml

diff --git a/.github/workflows/release.yml b/.github/workflows/release.yml
new file mode 100644
index 0000000..f7b6a8f
--- /dev/null
+++ b/.github/workflows/release.yml
@@ -0,0 +1,34 @@
+name: Publish Python 🐍 distributions 📦 to PyPI and TestPyPI
+
+on:
+  release:
+    types:
+      - published #  upload build tar when publish
+
+jobs:
+  build-n-publish:
+    name: Build and publish Python 🐍 distributions 📦 to PyPI and TestPyPI
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@master
+      - name: Set up Python 3.7
+        uses: actions/setup-python@v1
+        with:
+          python-version: 3.7
+      - name: Install pypa/build
+        run: >-
+          python -m
+          pip install
+          build
+          --user
+      - name: Build a source tarball
+        run: >-
+          python -m
+          build
+          --sdist
+          --outdir dist/
+      - name: Publish distribution 📦 to PyPI
+        if: startsWith(github.ref, 'refs/tags/')
+        uses: pypa/gh-action-pypi-publish@master
+        with:
+          password: ${{ secrets.PYPI_API_TOKEN }}
diff --git a/rqrisk/risk.py b/rqrisk/risk.py
index 72b769e..8a6ef5b 100644
--- a/rqrisk/risk.py
+++ b/rqrisk/risk.py
@@ -201,6 +201,10 @@ def param_var(self, alpha):
 
     @indicator_property(min_period_count=1)
     def win_rate(self):
+        return len(self._portfolio[self._portfolio > 0]) / self.period_count
+
+    @indicator_property(min_period_count=1)
+    def excess_win_rate(self):
         return len(self._portfolio[self._portfolio > self._benchmark]) / self.period_count
 
     def all(self):
diff --git a/setup.cfg b/setup.cfg
index d0c7cbb..9b66261 100644
--- a/setup.cfg
+++ b/setup.cfg
@@ -5,7 +5,7 @@
 
 [metadata]
 name = rqrisk
-version = 1.0.2
+version = 1.0.3
 
 [versioneer]
 VCS = git
diff --git a/test.py b/test.py
index eaca7ee..a5be4bd 100644
--- a/test.py
+++ b/test.py
@@ -242,3 +242,23 @@ def test_natural_daily():
     assert_almost_equal(r.information_ratio, 97.92626812366308)
     assert_almost_equal(r.sharpe, -0.23942084288518412)
 
+
+def test_win_rate():
+    """ 测试胜率 """
+    def _assert(returns, benchmark, desired_win_rate):
+        assert_almost_equal(_r(returns, benchmark, 0).win_rate, desired_win_rate)
+
+    _assert(volatile_returns, volatile_benchmark, 0.6666666666666666)
+    _assert(positive_returns, volatile_benchmark, 1)
+    _assert(negative_returns, volatile_benchmark, 0)
+
+
+def test_excess_win_rate():
+    """ 测试超额胜率 """
+    def _assert(returns, benchmark, desired_win_rate):
+        assert_almost_equal(_r(returns, benchmark, 0).excess_win_rate, desired_win_rate)
+
+    _assert(volatile_returns, volatile_benchmark, 0.4444444444444444)
+    _assert(positive_returns, zero_benchmark, 1)
+    _assert(negative_returns, zero_benchmark, 0)
+