Ejemplo n.º 1
0
def test_repr(data):
    mod = LinearFactorModelGMM(data.portfolios, data.factors)
    assert "LinearFactorModelGMM" in mod.__repr__()
    assert str(data.portfolios.shape[1]) + " test portfolios" in mod.__repr__()
    assert str(data.factors.shape[1]) + " factors" in mod.__repr__()
    mod = LinearFactorModel(data.portfolios, data.factors, risk_free=True)
    assert "LinearFactorModel" in mod.__repr__()
    assert "Estimated risk-free" in mod.__repr__()
    assert "True" in mod.__repr__()
    mod = TradedFactorModel(data.portfolios, data.factors)
    assert "TradedFactorModel" in mod.__repr__()
    assert str(hex(id(mod))) in mod.__repr__()
Ejemplo n.º 2
0
def test_repr(data):
    mod = LinearFactorModelGMM(data.portfolios, data.factors)
    assert 'LinearFactorModelGMM' in mod.__repr__()
    assert str(data.portfolios.shape[1]) + ' test portfolios' in mod.__repr__()
    assert str(data.factors.shape[1]) + ' factors' in mod.__repr__()
    mod = LinearFactorModel(data.portfolios, data.factors, risk_free=True)
    assert 'LinearFactorModel' in mod.__repr__()
    assert 'Estimated risk-free' in mod.__repr__()
    assert 'True' in mod.__repr__()
    mod = TradedFactorModel(data.portfolios, data.factors)
    assert 'TradedFactorModel' in mod.__repr__()
    assert str(hex(id(mod))) in mod.__repr__()