def test_purge_excess(self):
# pylint: disable=protected-access,invalid-name
"""
Test purge number excess for very very small tolerance
"""
with self.assertRaises(IndexError):
cla = CLA(weight_bounds=(0, 1), calculate_expected_returns="mean")
cla.allocate(asset_prices=self.data, solution='cla_turning_points', asset_names=self.data.columns)
cla.weights = list(cla.weights.values)
cla.weights = cla.weights*100
cla._purge_num_err(tol=1e-18)
def test_flag_true_for_purge_num_err(self):
# pylint: disable=protected-access, no-self-use
"""
Test whether the flag becomes True in the purge num error function
"""
cla = CLA()
cla.weights = [[1]]
cla.lower_bounds = [100]
cla.upper_bounds = [1]
cla.lambdas = [[1]]
cla.gammas = [[1]]
cla.free_weights = [[1]]
cla._purge_num_err(tol=1)
assert not cla.weights
assert not cla.lambdas
assert not cla.gammas