def test_main_entry_no_instance_test_constr_cls_instance(self):
from QuantOPT.constraints.constraints import Constraints
# constr_cls = create_constraints_holder(setting_yaml_path)
result = RunOpt.run_opt_single(self.kwargs_data, [],
self.method,
constr_cls=Constraints)
self.assertEqual(result.success, True)
def test_main_entry_no_instance_test_constr_cls(self):
constraint_param_list = []
from QuantOPT.conf.conf import setting_yaml_path
result = RunOpt.run_opt_single(self.kwargs_data,
constraint_param_list,
self.method,
constr_cls=setting_yaml_path)
self.assertEqual(result.success, True)
def test_no_exists_constraints(self):
kwargs_data = {'stockpool': stock_pool, 'sigma2': cov_price}
constraint_param_list = [('not_exists', {'bound_value': 5}, 1, 'ineq')]
from QuantOPT.conf.conf import setting_yaml_path
with self.assertRaises(AttributeError):
result = RunOpt.run_opt_single(kwargs_data,
constraint_param_list,
'MinVar',
constr_cls=setting_yaml_path)
def test_main_entry_no_instance(self):
kwargs_data = {
'stockpool': stock_pool,
'sigma2': cov_price,
}
constraint_param_list = []
result = RunOpt.run_opt_single(kwargs_data, constraint_param_list,
self.method)
self.assertEqual(result.success, True)
def test_main_entry_no_instance_test_constr_cls(self):
kwargs_data = {'stockpool': stock_pool, 'sigma2': cov_price}
constraint_param_list = []
from QuantOPT.conf.conf import setting_yaml_path
result = RunOpt.run_opt_single(kwargs_data,
constraint_param_list,
self.method,
constr_cls=setting_yaml_path)
self.assertEqual(result.success, True)
def test_no_exists_constraints_priority_wrong(self):
kwargs_data = {'stockpool': stock_pool, 'sigma2': cov_price}
constraint_param_list = [('general_count_lower_rc', {
'bound_value': 5
}, 'f', 'ineq')]
from QuantOPT.conf.conf import setting_yaml_path
with self.assertRaises(TypeError):
result = RunOpt.run_opt_single(kwargs_data,
constraint_param_list,
'MinVar',
constr_cls=setting_yaml_path)
def test_main_entry_no_instance_test_constr_cls_instance(self):
kwargs_data = {
'stockpool': stock_pool,
'sigma2': cov_price,
}
constraint_param_list = []
from QuantOPT.constraints.constraints import Constraints
# constr_cls = create_constraints_holder(setting_yaml_path)
result = RunOpt.run_opt_single(kwargs_data,
constraint_param_list,
self.method,
constr_cls=Constraints)
self.assertEqual(result.success, True)
def test_main_entry_no_instance_test_constr_cls_create_instance(self):
kwargs_data = {
'stockpool': stock_pool,
'sigma2': cov_price,
'lambda_r': 2,
'portfolio_returns': return_matrix
}
constraint_param_list = []
from QuantOPT.conf.conf import setting_yaml_path
from QuantOPT.constraints.constraints import create_constraints_holder
constr_cls = create_constraints_holder(setting_yaml_path)
result = RunOpt.run_opt_single(kwargs_data,
constraint_param_list,
self.method,
constr_cls=constr_cls)
self.assertEqual(result.success, True)
def test_no_exists_model(self):
kwargs_data = {'stockpool': stock_pool, 'sigma2': cov_price}
constraint_param_list = []
with self.assertRaises(AttributeError):
result = RunOpt.run_opt_single(kwargs_data, constraint_param_list,
'test')
def test_main_entry_no_instance(self):
constraint_param_list = []
result = RunOpt.run_opt_single(self.kwargs_data, constraint_param_list,
self.method)
self.assertEqual(result.success, True)
