ecos

Author: fkiraly

tests/test_efficient_frontier.py

@@ -1047,6 +1047,10 @@ def test_efficient_risk_market_neutral_L2_reg():
     )
 
 
+@pytest.mark.skipif(
+    not _check_soft_dependencies(["ecos"], severity="none"),
+    reason="skip test if ecos is not installed in environment",
+)
 def test_efficient_risk_market_neutral_warning():
     ef = setup_efficient_frontier(solver=cp.ECOS)
     with pytest.warns(RuntimeWarning) as w:
@@ -1093,6 +1097,10 @@ def test_efficient_frontier_error():
         EfficientFrontier(ef.expected_returns, 0.01)
 
 
+@pytest.mark.skipif(
+    not _check_soft_dependencies(["ecos"], severity="none"),
+    reason="skip test if ecos is not installed in environment",
+)
 def test_efficient_return_many_values():
     ef = setup_efficient_frontier(solver=cp.ECOS)
     for target_return in np.arange(0.25, 0.28, 0.01):
@@ -1222,6 +1230,10 @@ def test_efficient_return_market_neutral_unbounded():
     assert long_only_sharpe < sharpe
 
 
+@pytest.mark.skipif(
+    not _check_soft_dependencies(["ecos"], severity="none"),
+    reason="skip test if ecos is not installed in environment",
+)
 def test_efficient_return_market_neutral_warning():
     # This fails
     ef = setup_efficient_frontier(solver=cp.ECOS)

tests/test_efficient_semivariance.py

@@ -1,6 +1,7 @@
 import numpy as np
 import pytest
 from cvxpy.error import SolverError
+from skbase.utils.dependencies import _check_soft_dependencies
 
 from pypfopt import (
     EfficientFrontier,
@@ -176,6 +177,10 @@ def test_min_semivariance_extra_constraints():
     assert w["GOOG"] >= 0.025 and w["AAPL"] <= 0.035
 
 
+@pytest.mark.skipif(
+    not _check_soft_dependencies(["ecos"], severity="none"),
+    reason="skip test if ecos is not installed in environment",
+)
 def test_min_semivariance_different_solver():
     es = setup_efficient_semivariance(solver="ECOS")
     w = es.min_semivariance()
@@ -347,6 +352,10 @@ def test_max_quadratic_utility_with_shorts():
     )
 
 
+@pytest.mark.skipif(
+    not _check_soft_dependencies(["ecos"], severity="none"),
+    reason="skip test if ecos is not installed in environment",
+)
 def test_max_quadratic_utility_market_neutral():
     es = setup_efficient_semivariance(solver="ECOS", weight_bounds=(-1, 1))
     es.max_quadratic_utility(market_neutral=True)