Add Tests - Githubissues

andrewrosemberg / PortfolioOpt.jl

Portfolio optimization

MIT License

13 stars 2 forks source link

Add Tests #7

Closed andrewrosemberg closed 1 year ago

andrewrosemberg commented 2 years ago

Add unit tests and pipeline tests for all available functionalities and features:

[x] Tests for AmbiguitySets;
[x] Tests for PortfolioRiskMeasures;
[x] Tests for ObjectiveTerms;
[x] Tests for RiskConstraints;
[x] Tests for ConeRegularizers;
[x] Tests for VolumeMarket and VolumeMarketHistory;
[x] Tests for End-to-End strategies;