code: def testMultipleInstrumentsInterleaved(self):
      barFeed = yahoofeed.Feed()
      barFeed.addBarsFromCSV(
          "spy",
          common.get_data_file_path("spy-2010-yahoofinance.csv"),
          marketsession.NYSE.getTimezone(),
      )
      barFeed.addBarsFromCSV(
          "nikkei",
          common.get_data_file_path("nikkei-2010-yahoofinance.csv"),
          marketsession.TSE.getTimezone(),
      )
  
      strat = strategy_test.TestStrategy(barFeed, 1000)
      stratAnalyzer = returns.Returns()
      strat.attachAnalyzer(stratAnalyzer)
  
      strat.marketOrder("spy", 1)
      strat.run()
      # The cumulative return should be the same if we load nikkei or not.
      self.assertEqual(
          round(stratAnalyzer.getCumulativeReturns()[-1], 5), 0.01338
      )
  
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 8 for calling the AnalyzerTestCase obj's underlying member method code with example usage: obj.testMultipleInstrumentsInterleaved() without return types