diff --git a/tests/risk/answer_key.py b/tests/risk/answer_key.py index 905969c1..8a0449a7 100644 --- a/tests/risk/answer_key.py +++ b/tests/risk/answer_key.py @@ -166,6 +166,13 @@ class AnswerKey(object): 'year': DataIndex('Sim', 'AG', 34, 34), } + ALGORITHM_PERIOD_BENCHMARK_VARIANCE = { + 'Monthly': DataIndex('Sim', 'BB', 23, 34), + '3-Month': DataIndex('Sim', 'BC', 25, 34), + '6-month': DataIndex('Sim', 'BD', 28, 34), + 'year': DataIndex('Sim', 'BE', 34, 34), + } + def __init__(self): self.workbook = xlrd.open_workbook(ANSWER_KEY_PATH) diff --git a/tests/risk/risk-answer-key-checksums b/tests/risk/risk-answer-key-checksums index 9856db9a..8c0f9c51 100644 --- a/tests/risk/risk-answer-key-checksums +++ b/tests/risk/risk-answer-key-checksums @@ -1,2 +1,3 @@ 3ac0773c4be4e9e5bacd9c6fa0e03e15 3a5fae958c8bac684f1773fa8dff7810 +19d580890e211a122e9e746f07c80cbc diff --git a/tests/risk/test_risk.py b/tests/risk/test_risk.py index d62f789f..7f4ad84a 100644 --- a/tests/risk/test_risk.py +++ b/tests/risk/test_risk.py @@ -469,48 +469,36 @@ class TestRisk(unittest.TestCase): for x in self.metrics_06.year_periods], [-8.75273E-06]) - def dtest_benchmark_variance_06(self): - self.assertEqual([round(x.benchmark_variance, 7) + def test_benchmark_variance_06(self): + answer_key_month_periods = ANSWER_KEY.get_values( + AnswerKey.ALGORITHM_PERIOD_BENCHMARK_VARIANCE['Monthly'], + decimal=7) + self.assertEqual([np.round(x.benchmark_variance, 7) for x in self.metrics_06.month_periods], - [0.0000496, - 0.000036, - 0.0000244, - 0.0000332, - 0.0000623, - 0.0000989, - 0.0000765, - 0.0000209, - 0.0000252, - 0.0000194, - 0.0000292, - 0.0000183]) + answer_key_month_periods) - self.assertEqual([round(x.benchmark_variance, 7) + answer_key_three_month_periods = ANSWER_KEY.get_values( + AnswerKey.ALGORITHM_PERIOD_BENCHMARK_VARIANCE['3-Month'], + decimal=7) + self.assertEqual([np.round(x.benchmark_variance, 7) for x in self.metrics_06.three_month_periods], - [0.0000351, - 0.0000298, - 0.0000395, - 0.0000648, - 0.0000773, - 0.0000625, - 0.0000387, - 0.0000211, - 0.0000238, - 0.0000217]) + answer_key_three_month_periods) - self.assertEqual([round(x.benchmark_variance, 7) - for x in self.metrics_06.six_month_periods], - [0.0000499, - 0.0000538, - 0.0000508, - 0.0000517, - 0.0000492, - 0.0000432, - 0.00003]) + answer_key_six_month_periods = ANSWER_KEY.get_values( + AnswerKey.ALGORITHM_PERIOD_BENCHMARK_VARIANCE['6-month'], + decimal=7) + results_six_month_periods = [ + np.round(x.benchmark_variance, 7) + for x in self.metrics_06.six_month_periods] + self.assertEqual(results_six_month_periods, + answer_key_six_month_periods) - self.assertEqual([round(x.benchmark_variance, 7) + answer_key_year_periods = ANSWER_KEY.get_values( + AnswerKey.ALGORITHM_PERIOD_BENCHMARK_VARIANCE['year'], + decimal=7) + self.assertEqual([np.round(x.benchmark_variance, 7) for x in self.metrics_06.year_periods], - [0.0000399]) + answer_key_year_periods) def test_benchmark_returns_08(self): returns = factory.create_returns_from_range(self.sim_params08)