Python pfp_from_weight_file Examples

Example #1

File: test_construct_portfolio.py Project: OspreyX/wealth-viz

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
    )

Example #2

File: test_construct_portfolio.py Project: alwaysfish/visualize-wealth

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
    )

Example #3

File: test_construct_portfolio.py Project: arnabsinha83/asset-allocation

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

Example #4

File: test_construct_portfolio.py Project: OspreyX/wealth-viz

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