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
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']])