Closed pinpss closed 1 year ago
Even while testing test_turnover_and_fees from test_result.
def test_turnover_and_fees(S):
algo = algos.BAH()
result = algo.run(S)
result.fee = 0.01
result.plot(**plot_kwargs, title='BAH strategy')
assert abs(result.turnover) < 1e-10
assert abs(result.fees.sum().sum()) < 1e-10
I got the following assertion error.
---------------------------------------------------------------------------
AssertionError Traceback (most recent call last)
[<ipython-input-59-29ac9b54e3ad>](https://klryoida6m-496ff2e9c6d22116-0-colab.googleusercontent.com/outputframe.html?vrz=colab-20221220-060108-RC02_496713401#) in <module>
----> 1 test_turnover_and_fees(S)
2 frames
[/usr/local/lib/python3.8/dist-packages/universal/result.py](https://klryoida6m-496ff2e9c6d22116-0-colab.googleusercontent.com/outputframe.html?vrz=colab-20221220-060108-RC02_496713401#) in __init__(self, X, B)
44 self._X = X
45
---> 46 assert self.X.max().max() < np.inf
47
48 # update logarithms, fees, etc.
AssertionError:
Huh, not sure what's going on. The unit test works for me. You'd define fees after you create result
object (dumb, right?). For instance
algo = algos.BAH()
result = algo.run(S)
result.fee = 0.01
# fees will be deducted
result.summary()
I am trying to run the example. But I got the following assertion error.
`/usr/local/lib/python3.8/dist-packages/universal/result.py in init(self, X, B) 44 self._X = X 45 ---> 46 assert self.X.max().max() < np.inf 47 48 # update logarithms, fees, etc.
AssertionError:`
I don't know if I should (and how to) define fees before running algo.run. By the default, I think they should be 0, right?