def test_solve_lineq(self):
lineq_ans = np.load('test/test_files/lineq_ans.npy')
lineq_ans = [arr for arr in lineq_ans]
np.testing.assert_array_almost_equal(
builder.solve_lineq(builder.calc_big_H(taus),
builder.calc_big_A(knots, taus),
builder.calc_B(prices, taus)), lineq_ans)
lineq_ans_no_split = np.load('test/test_files/lineq_ans_no_split.npy')
np.testing.assert_array_almost_equal(
builder.solve_lineq(builder.calc_big_H(taus),
builder.calc_big_A(knots, taus),
builder.calc_B(prices, taus),
split=False), lineq_ans_no_split)
def test_curve_values(self):
curve_values = np.load('test/test_files/curve_values.npy')
curve_values_flat = np.load('test/test_files/curve_values_flat.npy')
H = builder.calc_big_H(taus)
A = builder.calc_big_A(knots, taus)
B = builder.calc_B(prices, taus)
X = builder.solve_lineq(H, A, B)
np.testing.assert_array_almost_equal(
builder.curve_values(taus, X, builder.smfc), curve_values)
np.testing.assert_array_almost_equal(
builder.curve_values(taus, X, builder.smfc, flatten=True),
curve_values_flat)
def test_calc_big_H(self):
big_H = np.load('test/test_files/big_H.npy')
np.testing.assert_array_equal(builder.calc_big_H(taus), big_H)