test_all

Functions

test_optimize_mean_variance_smoke(→ None)
test_optimize_rejects_bad_covariance_shape(→ None)
test_optimize_supports_turnover_liquidity_lot_and_leverage_constraints(→ None)
test_optimize_applies_factor_and_sector_bounds(→ None)
test_optimize_cost_model_reduces_turnover_when_penalty_increases(→ None)
test_solver_adapter_modes_return_feasible_weights(→ None)

Module Contents

test_all.test_optimize_mean_variance_smoke() → None

test_all.test_optimize_rejects_bad_covariance_shape() → None

test_all.test_optimize_supports_turnover_liquidity_lot_and_leverage_constraints() → None

test_all.test_optimize_applies_factor_and_sector_bounds() → None

test_all.test_optimize_cost_model_reduces_turnover_when_penalty_increases() → None

test_all.test_solver_adapter_modes_return_feasible_weights() → None