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alpha-mind
Commit 4ffafbb4 authored by Dr.李's avatar Dr.李
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fixed unused variable issue

parent 9928de58
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Showing with 2 additions and 2 deletions
alphamind/tests/portfolio/test_linearbuild.py
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......@@ -21,7 +21,7 @@ class TestLinearBuild(unittest.TestCase):
bm = self.bm / self.bm.sum()
eplson = 1e-6
status, value, w = linear_build(self.er, 0., 0.01, self.risk_exp, bm)
status, _, w = linear_build(self.er, 0., 0.01, self.risk_exp, bm)
self.assertEqual(status, 'optimal')
self.assertAlmostEqual(np.sum(w), 1.)
self.assertTrue(np.all(w <= 0.01 + eplson))
......@@ -35,7 +35,7 @@ class TestLinearBuild(unittest.TestCase):
bm = self.bm / self.bm.sum()
eplson = 1e-6
status, value, w = linear_build(self.er,
status, _, w = linear_build(self.er,
0.,
0.01,
self.risk_exp,
......
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