def test_mngmt_fee(panel, tc_file, manual_mngmt_fee): index = cp.pfp_from_weight_file(panel) vw_mfee = cp.mngmt_fee(price_series = index['Close'], bps_cost = 100., frequency = 'daily' ) testing.assert_series_equal(manual_mngmt_fee['daily_index'], vw_mfee )
def test_mngmt_fee(panel, tc_file, manual_mngmt_fee): index = cp.pfp_from_weight_file(panel) vw_mfee = cp.mngmt_fee(price_series = index['Close'], bps_cost = 100., frequency = 'daily' ) testing.assert_series_equal(manual_mngmt_fee['daily_index'], vw_mfee )
def test_pfp(panel, manual_index): #import ipdb; ipdb.set_trace() lib_calc = cp.pfp_from_weight_file(panel) # hack because names weren't matching up mn_series = manual_index['Close'] lb_series = lib_calc['Close'] mn_series.index.name = lb_series.index.name testing.assert_series_equal(mn_series, lb_series ) return lib_calc
def test_pfp(panel, manual_index): lib_calc = cp.pfp_from_weight_file(panel) testing.assert_series_equal(manual_index['Close'], lib_calc['Close'] ) return lib_calc