Skip to content

[BUG] fix failing tests in test_efficient_cdar and test_efficient_semivariance (#642)#692

Open
philippdubach wants to merge 1 commit intoPyPortfolio:mainfrom
philippdubach:fix/642-failing-tests-numerical-tolerance
Open

[BUG] fix failing tests in test_efficient_cdar and test_efficient_semivariance (#642)#692
philippdubach wants to merge 1 commit intoPyPortfolio:mainfrom
philippdubach:fix/642-failing-tests-numerical-tolerance

Conversation

@philippdubach
Copy link

Fixes numerical precision issues causing test failures:

  • test_efficient_risk_low_risk: increased boundary margin, relaxed tolerance
  • test_max_quadratic_utility_range: tolerance-based monotonicity check
  • test_efficient_risk_L2_reg (CDaR): removed skip, relaxed tolerance
  • test_efficient_return_L2_reg (CDaR): removed skip, relaxed tolerance

Resolves #642

…ivariance (PyPortfolio#642)

Fixes numerical precision issues causing test failures:

- test_efficient_risk_low_risk: increased boundary margin, relaxed tolerance
- test_max_quadratic_utility_range: tolerance-based monotonicity check
- test_efficient_risk_L2_reg (CDaR): removed skip, relaxed tolerance
- test_efficient_return_L2_reg (CDaR): removed skip, relaxed tolerance

Resolves PyPortfolio#642
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

[BUG] failing tests on main in test_efficient_cdar and test_efficient_semivariance

1 participant