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Dr.李
alpha-mind
Commits
9bb25a1b
Commit
9bb25a1b
authored
Feb 06, 2018
by
Dr.李
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fixed test
parent
3a75d3cf
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test_constraints.py
alphamind/tests/portfolio/test_constraints.py
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alphamind/tests/portfolio/test_constraints.py
View file @
9bb25a1b
...
@@ -137,7 +137,7 @@ class TestConstraints(unittest.TestCase):
...
@@ -137,7 +137,7 @@ class TestConstraints(unittest.TestCase):
backbone
=
backbone
)
backbone
=
backbone
)
l_bounds
,
u_bounds
=
constraints
.
risk_targets
()
l_bounds
,
u_bounds
=
constraints
.
risk_targets
()
risk_exp
=
constraints
.
risk_exp
()
risk_exp
=
constraints
.
risk_exp
for
i
,
name
in
enumerate
(
names
):
for
i
,
name
in
enumerate
(
names
):
center
=
risk_exp
[:,
i
]
@
backbone
center
=
risk_exp
[:,
i
]
@
backbone
...
...
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