def test_up_progress_solution(self):
"""
Tests that UP prints progress bar.
"""
# Initialize UP.
up2 = UP(2)
# Allocates asset prices to UP.
up2.allocate(self.data, verbose=True)
def test_up_wrong_method(self):
"""
Tests ValueError if the method is not 'hist_performance', 'uniform', or 'top-k'.
"""
# Initialize UP.
up5 = UP(5, weighted='random', k=2)
with self.assertRaises(ValueError):
# Running allocate will raise ValueError.
up5.allocate(self.data)
def test_up_top_k_solution(self):
"""
Tests UP with top-k experts capital allocation.
"""
# Initialize UP.
up4 = UP(5, weighted='top-k', k=2)
# Allocates asset prices to UP.
up4.allocate(self.data)
# Create np.array of all_weights.
all_weights = np.array(up4.all_weights)
# Check if all weights sum to 1.
for i in range(all_weights.shape[0]):
weights = all_weights[i]
assert (weights >= 0).all()
assert len(weights) == self.data.shape[1]
np.testing.assert_almost_equal(np.sum(weights), 1)
def test_up_solution(self):
"""
Test the calculation of UP weights.
"""
# Initialize UP.
up1 = UP(2)
# Allocates asset prices to UP.
up1.allocate(self.data)
# Create np.array of all_weights.
all_weights = np.array(up1.all_weights)
# Check if all weights sum to 1.
for i in range(all_weights.shape[0]):
weights = all_weights[i]
assert (weights >= 0).all()
assert len(weights) == self.data.shape[1]
np.testing.assert_almost_equal(np.sum(weights), 1)
def test_up_recalculate2_error(self):
"""
Tests ValueError if k is not greater than or equal to 1.
"""
# Initialize UP.
up9 = UP(3, weighted='top-k', k=2)
# Allocates asset prices to UP.
up9.allocate(self.data)
with self.assertRaises(ValueError):
# Recalculate will raise ValueError.
up9.recalculate_k(0)
def test_up_recalculate1_error(self):
"""
Tests ValueError if k is not an integer for recalculate.
"""
# Initialize UP.
up8 = UP(3, weighted='top-k', k=2)
# Allocates asset prices to UP.
up8.allocate(self.data)
with self.assertRaises(ValueError):
# Recalculate will raise ValueError.
up8.recalculate_k(1.5)
def test_up_recalculate_error(self):
"""
Tests ValueError if k is greater number of experts for recalculate.
"""
# Initialize UP.
up7 = UP(3, weighted='top-k', k=2)
# Allocates asset prices to UP.
up7.allocate(self.data)
with self.assertRaises(ValueError):
# Recalculate will raise ValueError.
up7.recalculate_k(4)
def test_up_recalculate_solution(self):
"""
Tests recalculate method in UP.
"""
# Initialize UP.
up6 = UP(3, weighted='top-k', k=2)
# Allocates asset prices to UP.
up6.allocate(self.data)
# Recalculate with k=1.
up6.recalculate_k(1)
# Create np.array of all_weights.
all_weights = np.array(up6.all_weights)
# Check if all weights sum to 1.
for i in range(all_weights.shape[0]):
weights = all_weights[i]
assert (weights >= 0).all()
assert len(weights) == self.data.shape[1]
np.testing.assert_almost_equal(np.sum(weights), 1)