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test: fixed tests for Portfolio.test_frontier_reb
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tests/test_frontier_reb.py

Lines changed: 10 additions & 6 deletions
Original file line numberDiff line numberDiff line change
@@ -124,7 +124,7 @@ def test_maximize_risk_with_convex_right_frontier():
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ls_m = ["SPY.US", "GLD.US", "PGJ.US", "RGBITR.INDX", "MCFTR.INDX"]
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curr_rub = "RUB"
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127-
x = EfficientFrontierReb(
127+
x = ok.EfficientFrontierReb(
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assets=ls_m,
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first_date="2005-01",
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last_date="2020-11",
@@ -136,9 +136,11 @@ def test_maximize_risk_with_convex_right_frontier():
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result = x._maximize_risk(0.17520700138002665)
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139-
expected_result = (0, 0, 1, 0, 0)
139+
result_risk = result['Risk']
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141+
expected_risk = 0.30419612104254684
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141-
assert result == expected_result
143+
assert result_risk == expected_risk
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@mark.rebalance
@@ -148,7 +150,7 @@ def test_maximize_risk_with_nonconvex_right_frontier():
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ls_m = ["SPY.US", "GLD.US", "VB.US", "RGBITR.INDX", "MCFTR.INDX"]
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curr_rub = "RUB"
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151-
x = EfficientFrontierReb(
153+
x = ok.EfficientFrontierReb(
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assets=ls_m,
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first_date="2004-12",
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last_date="2020-12",
@@ -160,6 +162,8 @@ def test_maximize_risk_with_nonconvex_right_frontier():
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result = x._maximize_risk(0.15691138904751512)
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163-
expected_result = (0, 0, 0, 0, 1)
165+
result_risk = result['Risk']
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167+
expected_risk = 0.28761107914313766
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165-
assert result == expected_result
169+
assert result_risk == expected_risk

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