Unit Test Revamp - Efficient Frontier and Monte Carlo

fmilthaler / FinQuant

A program for financial portfolio management, analysis and optimisation.

MIT License

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Unit Test Revamp - Efficient Frontier and Monte Carlo #121

Open wasimnoordin opened 11 months ago

wasimnoordin commented 11 months ago

Hi @fmilthaler / @PietropaoloFrisoni,

When you guys get the time, could you add some unit tests for the monte_carlo and efficient_frontier modules? I feel that these are as essential as the portfolio file. Understanding the effect of changes to preserving the functionality could be made clearer through a few more comprehensive unit tests.

Thanks for your continued hard work.

fmilthaler commented 11 months ago

Hey @wasimnoordin , fully agree with you, those modules should get proper tests. Currently the monte carlo and efficient frontier code is tested implicitly through the Portfolio and examples. Obviously that is not great, and proper tests should be implemented for both. Thanks for opening this issue. We'll see when that'll happen, for now there are some other things we are focussing on, but I'll keep this in mind.