コード例 #1
0
def test_base_fit(mock_model, X_df, y_series):
    vol = BaseVolatilityEstimator(mock_model, random_state=1)

    with patch('numpy.random.seed') as mock_seed:
        vol.fit(X_df, y_series)
        mock_seed.assert_called_with(1)

    assert vol.iterations_results is None
    assert vol.report is None
    assert vol.fitted is True
コード例 #2
0
def test_compute(report, mock_model):
    vol = BaseVolatilityEstimator(mock_model)

    with pytest.raises(NotFittedError):
        vol.compute()

    vol.fit()
    with pytest.raises(ValueError):
        vol.compute()

    vol.report = report

    pd.testing.assert_frame_equal(vol.compute(), report)
    pd.testing.assert_frame_equal(vol.compute(metrics=['roc_auc']),
                                  report.loc[['roc_auc']])
    pd.testing.assert_frame_equal(vol.compute(metrics='roc_auc'),
                                  report.loc[['roc_auc']])