docstr: algorithm_returns needs to be a list of daily_return objects
  sorted in date ascending order
  
  account needs to be a list of account objects sorted in date
  ascending order
code: def __init__(
      self,
      algorithm_returns,
      sim_params,
      trading_calendar,
      treasury_curves,
      benchmark_returns,
      algorithm_leverages=None,
  ):
      """
      algorithm_returns needs to be a list of daily_return objects
      sorted in date ascending order
  
      account needs to be a list of account objects sorted in date
      ascending order
      """
  
      self.algorithm_returns = algorithm_returns
      self.sim_params = sim_params
      self.trading_calendar = trading_calendar
      self.treasury_curves = treasury_curves
      self.benchmark_returns = benchmark_returns
      self.algorithm_leverages = algorithm_leverages
  
      if len(self.algorithm_returns) == 0:
          start_session = self.sim_params.start_session
          end_session = self.sim_params.end_session
      else:
          start_session = self.algorithm_returns.index[0]
          end_session = self.algorithm_returns.index[-1]
  
      self.month_periods = self.periods_in_range(
          1, start_session, end_session
      )
      self.three_month_periods = self.periods_in_range(
          3, start_session, end_session
      )
      self.six_month_periods = self.periods_in_range(
          6, start_session, end_session
      )
      self.year_periods = self.periods_in_range(
          12, start_session, end_session
      )
  
file_path: catalyst/catalyst/finance/risk/report.py
imports: import logbook
  import datetime
  from dateutil.relativedelta import relativedelta
  from .period import RiskMetricsPeriod
  from catalyst.constants import LOG_LEVEL
label_desc: Use image node_id 1 to create a new RiskReport object from inherited base classes: object with example: obj = RiskReport(algorithm_returns, sim_params, trading_calendar, treasury_curves, benchmark_returns, algorithm_leverages)