Closed ta-oliver closed 3 years ago
Minor changes, but vortex strategy is failing reconcilation:
[gw0] [100%] FAILED test_allocations.py::test_vortex_strategy tests/test_allocations.py:564 (test_vortex_strategy) def test_vortex_strategy(): df_with_signals = vortex_indicator(df, window=25) df_with_allocations = allocations.ROC_strategy(df, 25, max_investment) bullish = df_with_signals["signal"] >= 0 bearish = df_with_signals["signal"] < 0 df_with_signals.loc[bearish, "allocation"] = -max_investment df_with_signals.loc[bullish, "allocation"] = max_investment > assert pd.Series.equals(df_with_allocations["allocation"], df_with_signals["allocation"]) E AssertionError: assert False E + where False = <function NDFrame.equals at 0x7f372d78a680>(0 0.2\n1 0.2\n2 0.2\n3 0.2\n4 0.2\n ... \n995 -0.2\n996 -0.2\n997 -0.2\n998 -0.2\n999 -0.2\nName: allocation, Length: 1000, dtype: float64, 0 NaN\n1 NaN\n2 NaN\n3 NaN\n4 NaN\n ..\n995 NaN\n996 NaN\n997 NaN\n998 NaN\n999 NaN\nName: allocation, Length: 1000, dtype: float64) E + where <function NDFrame.equals at 0x7f372d78a680> = <class 'pandas.core.series.Series'>.equals E + where <class 'pandas.core.series.Series'> = pd.Series test_allocations.py:575: AssertionError
Minor changes, but vortex strategy is failing reconcilation: