code: def _test_treasury_returns(self):
      returns = factory.create_returns_from_range(self.sim_params)
      metrics = risk.RiskReport(
          returns,
          self.sim_params,
          trading_calendar=self.trading_calendar,
          treasury_curves=self.env.treasury_curves,
          benchmark_returns=self.env.benchmark_returns,
      )
      self.assertEqual(
          [
              round(x.treasury_period_return, 4)
              for x in metrics.month_periods
          ],
          [
              0.0037,
              0.0034,
              0.0039,
              0.0038,
              0.0040,
              0.0037,
              0.0043,
              0.0043,
              0.0038,
              0.0044,
              0.0043,
              0.004,
          ],
      )
  
      self.assertEqual(
          [
              round(x.treasury_period_return, 4)
              for x in metrics.three_month_periods
          ],
          [
              0.0114,
              0.0116,
              0.0122,
              0.0125,
              0.0129,
              0.0127,
              0.0123,
              0.0128,
              0.0125,
              0.0127,
          ],
      )
      self.assertEqual(
          [
              round(x.treasury_period_return, 4)
              for x in metrics.six_month_periods
          ],
          [0.0260, 0.0257, 0.0258, 0.0252, 0.0259, 0.0256, 0.0257],
      )
  
      self.assertEqual(
          [
              round(x.treasury_period_return, 4)
              for x in metrics.year_periods
          ],
          [0.0500],
      )
  
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 15 for calling the TestRisk obj's underlying member method code with example usage: obj._test_treasury_returns() without return types