modified tests

alphamind/portfolio/__init__.py

+# -*- coding: utf-8 -*-
+"""
+Created on 2017-4-26
+
+@author: cheng.li
+"""
\ No newline at end of file

alphamind/portfolio/rankbuilder.py

+# -*- coding: utf-8 -*-
+"""
+Created on 2017-4-26
+
+@author: cheng.li
+"""
+
+import numpy as np
+
+
+def rank_build(er: np.ndarray, use_rank: int, groups: np.ndarray=None):
+
+    if groups is not None:
+        pass
+    else:
+        ordering = np.argsort(er)
+
+
+if __name__ == '__main__':
+    x = np.random.randn(3000)

alphamind/tests/test_standardize.py

@@ -25,7 +25,7 @@ class TestStandardize(unittest.TestCase):
         
     def test_standardize_with_group(self):
         x = np.random.randn(3000, 10)
-        groups = np.random.randint(30, size=3000)
+        groups = np.random.randint(10, 30, size=3000)
 
         calc_zscore = standardize(x, groups)
         exp_zscore = pd.DataFrame(x).groupby(groups).transform(lambda s: (s - s.mean(axis=0)) / s.std(axis=0))

alphamind/tests/test_winsorize.py

@@ -37,7 +37,7 @@ class TestWinsorize(unittest.TestCase):
     def test_winsorize_normal_with_group(self):
         num_stds = 2
         x = np.random.randn(3000, 10)
-        groups = np.random.randint(30, size=3000)
+        groups = np.random.randint(10, 30, size=3000)
 
         cal_winsorized = winsorize_normal(x, num_stds, groups)