From 56baf83a77e490062a4aed4fecf50580b835f4bf Mon Sep 17 00:00:00 2001 From: Gourav Kumar Date: Sat, 25 Jun 2022 13:19:26 +0530 Subject: [PATCH] updated values to match with custom covariance function --- tests/test_stats.py | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/tests/test_stats.py b/tests/test_stats.py index caf1977..4e306be 100644 --- a/tests/test_stats.py +++ b/tests/test_stats.py @@ -169,7 +169,7 @@ class TestBeta: sts = pft.TimeSeries(stock_data, "D") mts = pft.TimeSeries(market_data, "D") beta = pft.beta(sts, mts, frequency="D", return_period_unit="days", return_period_value=1) - assert round(beta, 4) == 1.6001 + assert round(beta, 4) == 1.5997 def test_beta_daily_freq_daily_returns(self, create_test_data): market_data = create_test_data(num=3600, frequency=pft.AllFrequencies.D) @@ -177,7 +177,7 @@ class TestBeta: sts = pft.TimeSeries(stock_data, "D") mts = pft.TimeSeries(market_data, "D") beta = pft.beta(sts, mts) - assert round(beta, 4) == 1.6292 + assert round(beta, 4) == 1.6287 def test_beta_monthly_freq(self, create_test_data): market_data = create_test_data(num=3600, frequency=pft.AllFrequencies.D) @@ -185,7 +185,7 @@ class TestBeta: sts = pft.TimeSeries(stock_data, "D") mts = pft.TimeSeries(market_data, "D") beta = pft.beta(sts, mts, frequency="M") - assert round(beta, 4) == 1.629 + assert round(beta, 4) == 1.6137 def test_beta_monthly_freq_monthly_returns(self, create_test_data): market_data = create_test_data(num=3600, frequency=pft.AllFrequencies.D) @@ -193,4 +193,4 @@ class TestBeta: sts = pft.TimeSeries(stock_data, "D") mts = pft.TimeSeries(market_data, "D") beta = pft.beta(sts, mts, frequency="M", return_period_unit="months", return_period_value=1) - assert round(beta, 4) == 1.6023 + assert round(beta, 4) == 1.5887