Eddie Hebert
de608b0b05
TST: Read more sharpe values from the answer key.
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Recent conversion of sharpe to reading from the answer key had left
a few tests with hard coded answers.
2013-07-19 12:10:17 -04:00
Eddie Hebert
8c006fc347
TST: Use xlsx format instead of xls.
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The xls conversion was corrupting some equations, so switching to
use Excel produced xlsx.
2013-07-19 11:06:37 -04:00
Eddie Hebert
135b872a58
DOC: Fix typo in xslx format name.
2013-07-18 18:36:42 -04:00
Eddie Hebert
575e45ab4e
TST: Read more risk expected values from the answer spreadsheet.
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Convert test_risk from hardcoded values to reading algorithm
returns, volatility, and sharpe answers from the spreadsheet.
2013-07-18 18:09:49 -04:00
Eddie Hebert
d58181db34
TST: Fix case where there is no existing risk answer key.
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The download checksum was not being correctly set when no file existed.
Set the checksum to the latest value so that a download is triggered.
2013-07-18 14:47:33 -04:00
Eddie Hebert
e5e38a437b
TST: Download risk answer key from S3.
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So that the answer key does not onerous on the SCM repo size, add a
utility to download the answer key automatically.
Prevent re-download on every test suite run if the local answer key
matches the latest version.
2013-07-18 14:31:08 -04:00
Eddie Hebert
5579e54c6f
TST: Read benchmark returns directly from answer key spreadsheet.
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The risk tests originally were based on a spread sheet, with the
results of returns etc copy and pasted into the `test_risk` module.
Include the spreadsheet and read the values directly using a Python
Excel spreadsheet library.
2013-07-18 14:31:08 -04:00
Eddie Hebert
87c0f40aa0
TST: Move risk tests to their own module.
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Will be adding the Excel spreadsheet answer key, a dedicatetd
directory for risk should help make clear why and where the spreadsheet
is used.
2013-07-18 14:31:08 -04:00
Eddie Hebert