def test_tc_bps(rebal_weights, panel, manual_tc_bps):
vw_tcosts = cp.tc_bps(weight_df = rebal_weights,
share_panel = panel,
bps = 10.,
)
cols = ['EEM', 'EFA', 'IEF', 'IWV', 'IYR', 'SHY']
testing.assert_frame_equal(manual_tc_bps[cols], vw_tcosts)
def test_tc_bps(rebal_weights, panel, manual_tc_bps):
vw_tcosts = cp.tc_bps(weight_df = rebal_weights,
share_panel = panel,
bps = 10.,
)
cols = ['EEM', 'EFA', 'IEF', 'IWV', 'IYR', 'SHY']
testing.assert_frame_equal(manual_tc_bps[cols], vw_tcosts)
def test_net_bps(rebal_weights, panel, manual_tc_bps, manual_index):
index = test_pfp(panel, manual_index)
index = index['Close']
vw_tcosts = cp.tc_bps(weight_df = rebal_weights,
share_panel = panel,
bps = 10.,
)
net_tcs = cp.net_tcs(tc_df = vw_tcosts,
price_index = index
)
testing.assert_series_equal(manual_tc_bps['adj_index'],
net_tcs
)
def test_net_bps(rebal_weights, panel, manual_tc_bps, manual_index):
index = test_pfp(panel, manual_index)
index = index['Close']
vw_tcosts = cp.tc_bps(weight_df = rebal_weights,
share_panel = panel,
bps = 10.,
)
net_tcs = cp.net_tcs(tc_df = vw_tcosts,
price_index = index
)
testing.assert_series_equal(manual_tc_bps['adj_index'],
net_tcs
)