code: def _test_algorithm_volatility(self):
      # Volatility is calculated by a empyrical function so testing
      # of period volatility will be limited to determine if the value is
      # numerical. This tests for its existence and format.
      np.testing.assert_equal(
          all(
              isinstance(x.algorithm_volatility, float)
              for x in self.metrics.month_periods
          ),
          True,
      )
      np.testing.assert_equal(
          all(
              isinstance(x.algorithm_volatility, float)
              for x in self.metrics.three_month_periods
          ),
          True,
      )
      np.testing.assert_equal(
          all(
              isinstance(x.algorithm_volatility, float)
              for x in self.metrics.six_month_periods
          ),
          True,
      )
      np.testing.assert_equal(
          all(
              isinstance(x.algorithm_volatility, float)
              for x in self.metrics.year_periods
          ),
          True,
      )
  
imports: import datetime
  import calendar
  import pandas
  import numpy
  import catalyst.finance.risk
  from catalyst.utils import factory
  from catalyst.finance.trading import SimulationParameters
  from catalyst.testing.fixtures import WithTradingEnvironment, CatalystTestCase
  from catalyst.finance.risk.period import RiskMetricsPeriod
label_desc: Use image node_id 8 for calling the TestRisk obj's underlying member method code with example usage: obj._test_algorithm_volatility() without return types