diff --git a/tests/risk/test_risk_cumulative.py b/tests/risk/test_risk_cumulative.py index 5ab1b843..6c5ebcec 100644 --- a/tests/risk/test_risk_cumulative.py +++ b/tests/risk/test_risk_cumulative.py @@ -59,9 +59,12 @@ class TestRisk(unittest.TestCase): returns['Benchmark Returns']) def test_algorithm_volatility_06(self): - np.testing.assert_almost_equal( - ANSWER_KEY.ALGORITHM_CUMULATIVE_VOLATILITY, - self.cumulative_metrics_06.metrics.algorithm_volatility.values) + algo_vol_answers = answer_key.RISK_CUMULATIVE.volatility + for dt, value in algo_vol_answers.iterkv(): + np.testing.assert_almost_equal( + self.cumulative_metrics_06.metrics.algorithm_volatility[dt], + value, + err_msg="Mismatch at %s" % (dt,)) def test_sharpe_06(self): for dt, value in answer_key.RISK_CUMULATIVE.sharpe.iterkv():