def test_r2_adj(man_calcs, prices): log_rets = analyze.log_returns(prices).dropna() pandas_rsq = pandas.ols(x = log_rets['S&P 500'], y = log_rets['VGTSX']).r2_adj analyze_rsq = analyze.r2_adj(benchmark = log_rets['S&P 500'], series = log_rets['VGTSX']) testing.assert_almost_equal(pandas_rsq, analyze_rsq)
def test_log_returns(man_calcs, prices): testing.assert_series_equal(man_calcs['S&P 500 Log Ret'], analyze.log_returns(prices['S&P 500']) )