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Dr.李
alpha-mind
Commits
161ad80c
Commit
161ad80c
authored
Aug 13, 2017
by
Dr.李
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fixed tests bug
parent
896a96c9
Changes
2
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2 changed files
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2 additions
and
2 deletions
+2
-2
test_riskanalysis.py
alphamind/tests/analysis/test_riskanalysis.py
+1
-1
test_constraints.py
alphamind/tests/portfolio/test_constraints.py
+1
-1
No files found.
alphamind/tests/analysis/test_riskanalysis.py
View file @
161ad80c
...
@@ -14,7 +14,7 @@ from alphamind.analysis.riskanalysis import risk_analysis
...
@@ -14,7 +14,7 @@ from alphamind.analysis.riskanalysis import risk_analysis
class
TestRiskAnalysis
(
unittest
.
TestCase
):
class
TestRiskAnalysis
(
unittest
.
TestCase
):
@
staticmethod
@
staticmethod
def
test_risk_analysis
(
self
):
def
test_risk_analysis
():
n_samples
=
36000
n_samples
=
36000
n_dates
=
20
n_dates
=
20
n_risk_factors
=
35
n_risk_factors
=
35
...
...
alphamind/tests/portfolio/test_constraints.py
View file @
161ad80c
...
@@ -13,7 +13,7 @@ from alphamind.portfolio.constraints import Constraints
...
@@ -13,7 +13,7 @@ from alphamind.portfolio.constraints import Constraints
class
TestConstraints
(
unittest
.
TestCase
):
class
TestConstraints
(
unittest
.
TestCase
):
@
staticmethod
@
staticmethod
def
test_constraints
(
self
):
def
test_constraints
():
cons
=
Constraints
()
cons
=
Constraints
()
test_exp
=
np
.
array
([[
1.
,
2.
],
test_exp
=
np
.
array
([[
1.
,
2.
],
...
...
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