test: update tests for EfficientFrontierReb

Author: chilango74

tests/conftest.py

@@ -262,8 +262,8 @@ def init_efficient_frontier_reb():
         ccy="USD",
         first_date="2019-01",
         last_date="2020-02",
-        n_points=4,
+        n_points=2,
         verbose=False,
-        full_frontier=True,
+        full_frontier=False,
         inflation=True,
     )

tests/pytest.ini

@@ -5,7 +5,7 @@ python_files = test_*
 python_classes = Test*
 python_functions = test_*
 xfail_strict = true
-addopts = -n auto
+addopts = -n auto -p no:warnings
 
 markers =
     smoke: All critical smoke tests

tests/test_frontier_reb.py

@@ -37,7 +37,7 @@ def test_repr(init_efficient_frontier_reb):
 def test_gmv_annual_weights(init_efficient_frontier_reb):
     assert_allclose(
         init_efficient_frontier_reb.gmv_annual_weights,
-        np.array([0.384194, 0.615806]),
+        np.array([0.447667, 0.552333]),
         rtol=1e-2,
         atol=1e-2,
     )
@@ -52,10 +52,10 @@ def test_gmv_annual_values(init_efficient_frontier_reb):
 @mark.rebalance
 @mark.frontier
 def test_max_return(init_efficient_frontier_reb):
-    assert init_efficient_frontier_reb.global_max_return_portfolio["CAGR"] == approx(0.18899667, rel=1e-2)
+    assert init_efficient_frontier_reb.global_max_return_portfolio["CAGR"] == approx(0.1623, abs=1e-2)
 
 
 @mark.rebalance
 @mark.frontier
 def test_ef_points_reb(init_efficient_frontier_reb):
-    assert init_efficient_frontier_reb.ef_points["CAGR"].iloc[1] == approx(0.18241452, rel=1e-2)
+    assert init_efficient_frontier_reb.ef_points["CAGR"].iloc[1] == approx(0.1623, abs=1e-2)