add debug (#570)

* fix plotting and warning

---------

Co-authored-by: 88d52bdba0366127fffca9dfa93895 <[email protected]>

Author: 88d52bdba0366127fffca9dfa93895

pypfopt/cla.py

@@ -163,7 +163,7 @@ def _compute_lambda(self, covarF_inv, covarFB, meanF, wB, i, bi):
         if c == 0:  # pragma: no cover
             return None, None
         # 2) bi
-        if type(bi) == list:
+        if isinstance(bi, list):
             bi = self._compute_bi(c, bi)
         # 3) Lambda
         if wB is None:

pypfopt/plotting.py

@@ -101,7 +101,7 @@ def plot_dendrogram(hrp, ax=None, show_tickers=True, **kwargs):
 
     if hrp.clusters is None:
         warnings.warn(
-            "hrp param has not been optimized.  Attempting optimization.",
+            "hrp param has not been optimized. Attempting optimization.",
             RuntimeWarning,
         )
         hrp.optimize()

tests/test_efficient_frontier.py

@@ -1019,7 +1019,7 @@ def test_efficient_risk_market_neutral_L2_reg():
 
 
 def test_efficient_risk_market_neutral_warning():
-    ef = setup_efficient_frontier()
+    ef = setup_efficient_frontier(solver=cp.ECOS)
     with pytest.warns(RuntimeWarning) as w:
         ef.efficient_risk(0.19, market_neutral=True)
         assert len(w) == 1
@@ -1183,7 +1183,7 @@ def test_efficient_return_market_neutral_unbounded():
 
 def test_efficient_return_market_neutral_warning():
     # This fails
-    ef = setup_efficient_frontier()
+    ef = setup_efficient_frontier(solver=cp.ECOS)
     with pytest.warns(RuntimeWarning) as w:
         ef.efficient_return(0.25, market_neutral=True)
         assert len(w) == 1

tests/test_plotting.py

@@ -72,10 +72,10 @@ def test_dendrogram_plot():
     hrp = HRPOpt(returns)
     with pytest.warns(RuntimeWarning) as w:
         ax = plotting.plot_dendrogram(hrp, show_tickers=False, showfig=False)
-        assert len(w) == 1
+        assert len(w) <= 2  # the second is FutureWarning if exists
         assert (
             str(w[0].message)
-            == "hrp param has not been optimized.  Attempting optimization."
+            == "hrp param has not been optimized. Attempting optimization."
         )
         assert len(ax.findobj()) > 60
         assert type(ax.findobj()[0]) == matplotlib.collections.LineCollection