@@ -124,7 +124,7 @@ def test_maximize_risk_with_convex_right_frontier():
124124 ls_m = ["SPY.US" , "GLD.US" , "PGJ.US" , "RGBITR.INDX" , "MCFTR.INDX" ]
125125 curr_rub = "RUB"
126126
127- x = EfficientFrontierReb (
127+ x = ok . EfficientFrontierReb (
128128 assets = ls_m ,
129129 first_date = "2005-01" ,
130130 last_date = "2020-11" ,
@@ -136,9 +136,11 @@ def test_maximize_risk_with_convex_right_frontier():
136136
137137 result = x ._maximize_risk (0.17520700138002665 )
138138
139- expected_result = (0 , 0 , 1 , 0 , 0 )
139+ result_risk = result ['Risk' ]
140+
141+ expected_risk = 0.30419612104254684
140142
141- assert result == expected_result
143+ assert result_risk == expected_risk
142144
143145
144146@mark .rebalance
@@ -148,7 +150,7 @@ def test_maximize_risk_with_nonconvex_right_frontier():
148150 ls_m = ["SPY.US" , "GLD.US" , "VB.US" , "RGBITR.INDX" , "MCFTR.INDX" ]
149151 curr_rub = "RUB"
150152
151- x = EfficientFrontierReb (
153+ x = ok . EfficientFrontierReb (
152154 assets = ls_m ,
153155 first_date = "2004-12" ,
154156 last_date = "2020-12" ,
@@ -160,6 +162,8 @@ def test_maximize_risk_with_nonconvex_right_frontier():
160162
161163 result = x ._maximize_risk (0.15691138904751512 )
162164
163- expected_result = (0 , 0 , 0 , 0 , 1 )
165+ result_risk = result ['Risk' ]
166+
167+ expected_risk = 0.28761107914313766
164168
165- assert result == expected_result
169+ assert result_risk == expected_risk
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