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https://github.com/OpenBB-finance/OpenBB.git
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570e579067
* fix doctest * fix some type hints * reorganize portfolio folders * fix rfr * fix vol bug * fix more docs * fix failing test * doc typo * numpy fix * pydocstyle * regenerate website docs
45 lines
1.3 KiB
Python
45 lines
1.3 KiB
Python
# IMPORTATION STANDARD
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# IMPORTATION THIRDPARTY
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from pathlib import Path
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import pandas as pd
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import pytest
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# IMPORTATION INTERNAL
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from openbb_terminal.portfolio import metrics_model
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def build_csv_path(csv_name: str):
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folder_path = Path(__file__).parent
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return folder_path / "csv" / "test_portfolio_model" / csv_name
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portfolio_returns = pd.read_csv(build_csv_path("portfolio_returns.csv"))
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portfolio_returns["Date"] = pd.to_datetime(portfolio_returns["Date"])
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portfolio_returns = portfolio_returns.set_index("Date")
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benchmark_returns = pd.read_csv(build_csv_path("benchmark_returns.csv"))
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benchmark_returns["Date"] = pd.to_datetime(benchmark_returns["Date"])
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benchmark_returns = benchmark_returns.set_index("Date")
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benchmark_trades = pd.read_csv(build_csv_path("benchmark_trades.csv"))
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benchmark_trades["Date"] = pd.to_datetime(benchmark_trades["Date"])
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benchmark_trades = benchmark_trades.set_index("Date")
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@pytest.mark.vcr(record_mode="none")
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def test_tracking_error(recorder):
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result_df, _ = metrics_model.get_tracking_error(
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portfolio_returns, benchmark_returns
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)
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recorder.capture(result_df)
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@pytest.mark.vcr(record_mode="none")
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def test_tail_ratio():
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result_df, _, _ = metrics_model.get_tail_ratio(portfolio_returns, benchmark_returns)
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assert isinstance(result_df, pd.DataFrame)
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