Example #1
0
 def test_industry_neut1(self):
     df = random_alpha(n=20)
     neut1_df = api.industry_neut(df, 'level2')
     neut2_df = api.industry_neut(neut1_df, 'level1')
     self.assertTrue(frames_equal(neut1_df, neut2_df))
Example #2
0
 def test_barra_corr_neut(self):
     df = random_alpha(n=20)
     neut_df1 = api.barra_corr_neut(df, 'short', 'industry')
     neut_df2 = api.barra_corr_neut(neut_df1, 'short', 'industry')
     self.assertTrue(frames_equal(neut_df1, neut_df2))