def test_tc_cps(rebal_weights, panel, manual_tc_cps): cols = ['EEM', 'EFA', 'IEF', 'IWV', 'IYR', 'SHY'] vw_tcosts = cp.tc_cps(weight_df = rebal_weights, share_panel = panel, cps = 10., ) testing.assert_frame_equal(manual_tc_cps[cols], vw_tcosts)
def test_net_cps(rebal_weights, panel, manual_tc_cps, manual_index): index = test_pfp(panel, manual_index) index = index['Close'] vw_tcosts = cp.tc_cps(weight_df = rebal_weights, share_panel = panel, cps = 10., ) net_tcs = cp.net_tcs(tc_df = vw_tcosts, price_index = index ) testing.assert_series_equal(manual_tc_cps['adj_index'], net_tcs )