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test: update tests
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tests/test_frontier_reb.py

Lines changed: 4 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -121,11 +121,11 @@ def test_ef_points_reb(init_efficient_frontier_reb):
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def test_minimize_risk_with_bounds(init_frontier_with_bounds):
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params = test_params["with_bounds"]
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124-
result = init_frontier_with_bounds.minimize_risk(params["target_cagr_1"])
125-
assert np.isclose(result["Risk"], params["expected_risk_1"], atol=1e-2)
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result1 = init_frontier_with_bounds.minimize_risk(params["target_cagr_1"])
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assert np.isclose(result1["Risk"], params["expected_risk_1"], atol=1e-1)
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127-
result = init_frontier_with_bounds.minimize_risk(params["target_cagr_2"])
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assert np.isclose(result["Risk"], params["expected_risk_2"], atol=1e-2)
127+
result2 = init_frontier_with_bounds.minimize_risk(params["target_cagr_2"])
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assert np.isclose(result2["Risk"], params["expected_risk_2"], atol=1e-1)
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@mark.rebalance

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