_cumulative_returns(self, period=None, demeaned=False,                                 group_adjust=False):         """画按因子值加权组合每日累积收益图          参数:         periods: 调仓周期         demeaned:         详见 calc_factor_returns 中 demeaned 参数         - True: 对因子值加权组合每日收益的权重去均值 (每日权重 = 每日权重 - 每日权重的均值),                 使组合转换为cash-neutral多空组合         - False: 不对权重去均值         group_adjust:         详见 calc_factor_returns 中 group_adjust 参数         - True: 对权重分行业去均值 (每日权重 = 每日权重 - 每日各行业权重的均值),                 使组合转换为 industry-neutral 多空组合         - False: 不对权重分行业去均值         """         if period is None:             period = self._periods         if not isinstance(period, Iterable):             period = (period,)         period = tuple(period)         factor_returns = self.calc_factor_returns(demeaned=demeaned,                                                   group_adjust=group_adjust)         for p in period:             if p in self._periods:                 pl.plot_cumulative_returns(                     factor_return