code: def testDateTimeDiffs(self):
      # sharpe.days_traded
      self.assertEqual(
          sharpe.days_traded(
              datetime.datetime(2001, 1, 1),
              datetime.datetime(2001, 1, 2),
          ),
          2,
      )
      self.assertEqual(
          sharpe.days_traded(
              datetime.datetime(2001, 1, 1),
              datetime.datetime(2001, 1, 2, 12),
          ),
          2,
      )
      self.assertEqual(
          sharpe.days_traded(
              datetime.datetime(2001, 1, 1),
              datetime.datetime(2001, 1, 1, 12),
          ),
          1,
      )
      self.assertEqual(
          sharpe.days_traded(
              datetime.datetime(2001, 1, 1),
              datetime.datetime(2001, 1, 1, 6),
          ),
          1,
      )
      self.assertEqual(
          sharpe.days_traded(
              datetime.datetime(2001, 1, 1),
              datetime.datetime(2001, 1, 2, 6),
          ),
          2,
      )
  
file_path: pyalgotrade/testcases/sharpe_analyzer_test.py
imports: import datetime
  from .None import common
  from .None import strategy_test
  from pyalgotrade.barfeed import yahoofeed
  from pyalgotrade.barfeed import ninjatraderfeed
  from pyalgotrade.barfeed import csvfeed
  from pyalgotrade.stratanalyzer import sharpe
  from pyalgotrade.broker import backtesting
  from pyalgotrade import broker
  from pyalgotrade import marketsession
label_desc: Use image node_id 1 for calling the SharpeRatioTestCase obj's underlying member method code with example usage: obj.testDateTimeDiffs() without return types