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alpha-mind
Commit 4363faf1 authored by Dr.李's avatar Dr.李
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fixed unused valuable

parent ce25643d
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alphamind/tests/portfolio/test_meanvariancebuild.py
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...@@ -29,7 +29,7 @@ class TestMeanVarianceBuild(unittest.TestCase): ...@@ -29,7 +29,7 @@ class TestMeanVarianceBuild(unittest.TestCase):
[1., 0., 1.]]).T [1., 0., 1.]]).T
risk_target = (np.array([bm.sum(), 0.3]), np.array([bm.sum(), 0.7])) risk_target = (np.array([bm.sum(), 0.3]), np.array([bm.sum(), 0.7]))
status, value, x = mean_variance_builder(er, cov, bm, lbound, ubound, risk_exposure, risk_target) status, _, x = mean_variance_builder(er, cov, bm, lbound, ubound, risk_exposure, risk_target)
self.assertTrue(status == 'optimal') self.assertTrue(status == 'optimal')
self.assertAlmostEqual(x.sum(), bm.sum()) self.assertAlmostEqual(x.sum(), bm.sum())
......
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