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Dr.李
alpha-mind
Commits
7878cf1e
Commit
7878cf1e
authored
May 26, 2017
by
Dr.李
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added fixed tests
parent
decdb3b1
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test_factoranalysis.py
alphamind/tests/analysis/test_factoranalysis.py
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alphamind/tests/analysis/test_factoranalysis.py
View file @
7878cf1e
...
...
@@ -54,7 +54,7 @@ class TestFactorAnalysis(unittest.TestCase):
self
.
assertEqual
(
analysis_table
[
'er'
]
.
sum
()
/
analysis_table
[
'er'
][
-
1
],
2.0
)
np
.
testing
.
assert_array_almost_equal
(
weight
@
self
.
risk_factor
,
benchmark
@
self
.
risk_factor
)
self
.
assertTrue
(
(
weight
@
self
.
d1returns
)[
0
]
>
(
benchmark
@
self
.
d1returns
)[
0
]
)
self
.
assertTrue
(
weight
@
factor_series
.
values
>
benchmark
@
factor_series
.
values
)
if
__name__
==
'__main__'
:
...
...
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