def test_manager_change_params(monkeypatch):
fake_params = copy.deepcopy(model.DividendsModel.PARAMS)
fake_params['data']['lags'] += 1
monkeypatch.setattr(model.DividendsModel, 'PARAMS', fake_params)
positions = tuple(['PRTK', 'MVID', 'CHMF', 'MTSS', 'PMSBP'])
date = pd.Timestamp('2018-09-06')
data = manager.DividendsMLDataManager(positions, date)
assert data.value.params['data']['lags'] == fake_params['data']['lags']
assert data.value.params == model.DividendsModel(positions, date).params
def test_tickers_real_after_tax_mean():
positions = dict(GMKN=146, MSTT=1823, NLMK=507, TTLK=234, PRTK=0)
date = '2018-09-04'
portfolio = metrics.Portfolio(date, 0, positions)
dividends_metrics = metrics.dividends_metrics_ml.MLDividendsMetrics(
portfolio)
dividends_model = model.DividendsModel(tuple(sorted(positions)),
pd.Timestamp(date))
assert dividends_metrics._tickers_real_after_tax_mean.equals(
dividends_model.prediction_mean)
def make_data():
saved_params = model.DividendsModel.PARAMS
saved_searches = hyper.MAX_SEARCHES
saved_space = hyper.make_model_space
model.DividendsModel.PARAMS = PARAMS
hyper.MAX_SEARCHES = 2
hyper.make_model_space = fake_make_model_space
yield model.DividendsModel(('CHMF', 'MSTT', 'PMSBP', 'SNGSP', 'NLMK'),
pd.Timestamp('2018-09-05'))
model.DividendsModel.PARAMS = saved_params
hyper.MAX_SEARCHES = saved_searches
hyper.make_model_space = saved_space
def test_tickers_real_after_tax_std():
positions = dict(GMKN=146, MSTT=1823, NLMK=507, TTLK=234, PRTK=0)
date = '2018-09-04'
portfolio = metrics.Portfolio(date, 0, positions)
dividends_metrics = metrics.dividends_metrics_ml.MLDividendsMetrics(
portfolio)
dividends_model = model.DividendsModel(tuple(sorted(positions)),
pd.Timestamp(date))
assert isinstance(dividends_metrics._tickers_real_after_tax_std, pd.Series)
assert dividends_metrics._tickers_real_after_tax_std.index.equals(
pd.Index(sorted(positions)))
assert np.allclose(dividends_metrics._tickers_real_after_tax_std.values,
dividends_model.std)
def test_manager_first_time():
positions = tuple(['MSTT', 'MVID', 'CHMF', 'MTSS', 'PMSBP'])
date = pd.Timestamp('2018-09-06')
data = manager.DividendsMLDataManager(positions, date)
assert data.value.params == model.DividendsModel(positions, date).params
