test: fixed test and added initialization test for bounds

Author: DNTNTRSRNM

tests/conftest.py

@@ -277,15 +277,28 @@ def init_efficient_frontier_three_assets(init_efficient_frontier_values2):
 # Efficient Frontier Multi-Period
 @pytest.fixture(scope="module")
 def init_efficient_frontier_reb():
-    ls = ["SPY.US", "GLD.US"]
     return ok.EfficientFrontierReb(
-        assets=ls,
+        assets=["SPY.US", "GLD.US"],
         ccy="USD",
         first_date="2019-01",
         last_date="2020-02",
+        rebalancing_period="year",    
+        bounds=((0, 1), (0, 1)),
+        inflation=True,
         n_points=2,
-        verbose=False,
         full_frontier=False,
+    )
+
+
+@pytest.fixture(scope="module")
+def bounds_frontier_params():
+    return dict(
+        assets=["SPY.US", "GLD.US", "PGJ.US", "RGBITR.INDX", "MCFTR.INDX"],
+        ccy="USD",
+        first_date="2019-01",
+        last_date="2020-02",
+        rebalancing_period="year",    
+        bounds=((0, 0.2), (0.2, 0.4), (0.4, 0.6), (0, 1), (0, 1)),
         inflation=True,
     )
 
@@ -316,6 +329,11 @@ def nonconvex_frontier_params():
     )
 
 
+@pytest.fixture(scope="module")
+def init_bounds_frontier(bounds_frontier_params):
+    return ok.EfficientFrontierReb(**bounds_frontier_params)
+
+
 @pytest.fixture(scope="module")
 def init_convex_frontier(convex_frontier_params):
     return ok.EfficientFrontierReb(**convex_frontier_params)

tests/test_frontier_reb.py

@@ -20,18 +20,25 @@ def test_init_efficient_frontier_reb():
 def test_repr(init_efficient_frontier_reb):
     value = pd.Series(
         dict(
-            symbols="[SPY.US, GLD.US]",
+            symbols=["SPY.US", "GLD.US"],
             currency="USD",
             first_date="2019-01",
             last_date="2020-02",
             period_length="1 years, 2 months",
             rebalancing_period="year",
-            inflation="USD.INFL",
+            bounds=((0, 1), (0, 1)),
+            inflation="USD.INFL"
         )
     )
     assert repr(init_efficient_frontier_reb) == repr(value)
 
 
+@mark.rebalance
+@mark.frontier
+def test_bounds_frontier(init_bounds_frontier):
+    assert init_bounds_frontier.bounds == ((0, 0.2), (0.2, 0.4), (0.4, 0.6), (0, 1), (0, 1))
+
+
 @mark.rebalance
 @mark.frontier
 def test_gmv_annual_weights(init_efficient_frontier_reb):
@@ -75,6 +82,7 @@ def test_convex_right_frontier(init_convex_frontier):
 
     assert result == expected_result
 
+
 @mark.rebalance
 @mark.frontier
 def test_nonconvex_right_frontier(init_nonconvex_frontier):
@@ -89,6 +97,7 @@ def test_nonconvex_right_frontier(init_nonconvex_frontier):
 
     assert result == expected_result
 
+
 @mark.rebalance
 @mark.frontier
 def test_maximize_risk_with_convex_right_frontier(init_convex_frontier):
@@ -100,6 +109,7 @@ def test_maximize_risk_with_convex_right_frontier(init_convex_frontier):
 
     assert result_risk == expected_risk
 
+
 @mark.rebalance
 @mark.frontier
 def test_maximize_risk_with_nonconvex_right_frontier(init_nonconvex_frontier):
@@ -109,4 +119,4 @@ def test_maximize_risk_with_nonconvex_right_frontier(init_nonconvex_frontier):
     result_risk = result['Risk']
     expected_risk = approx(0.28761107914313766, abs=1e-2)
 
-    assert result_risk == expected_risk
+    assert result_risk == expected_risk