code: def testCumulativeReturn(self):
      initialCash = 33.06
      barFeed = yahoofeed.Feed()
      barFeed.addBarsFromCSV(
          AnalyzerTestCase.TestInstrument,
          common.get_data_file_path("orcl-2001-yahoofinance.csv"),
      )
      strat = position_test.TestStrategy(
          barFeed, AnalyzerTestCase.TestInstrument, initialCash
      )
  
      strat.addPosEntry(
          datetime.datetime(2001, 1, 12),
          strat.enterLong,
          AnalyzerTestCase.TestInstrument,
          1,
      )  # 33.06
      strat.addPosExitMarket(datetime.datetime(2001, 11, 27))  # 14.32
  
      stratAnalyzer = returns.Returns(maxLen=10)
      strat.attachAnalyzer(stratAnalyzer)
      strat.run()
      self.assertTrue(
          round(strat.getBroker().getCash(), 2)
          == round(initialCash + (14.32 - 33.06), 2)
      )
      self.assertTrue(
          round(
              33.06 * (1 + stratAnalyzer.getCumulativeReturns()[-1]), 2
          )
          == 14.32
      )
      self.assertEqual(len(stratAnalyzer.getCumulativeReturns()), 10)
      self.assertEqual(len(stratAnalyzer.getReturns()), 10)
  
imports: import datetime
  from .None import common
  from .None import strategy_test
  from .None import position_test
  from testcases import test_strategy
  from pyalgotrade.barfeed import yahoofeed
  from pyalgotrade.barfeed import csvfeed
  from pyalgotrade.stratanalyzer import returns
  from pyalgotrade import broker
  from pyalgotrade import marketsession
label_desc: Use image node_id 6 for calling the AnalyzerTestCase obj's underlying member method code with example usage: obj.testCumulativeReturn() without return types