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Merge pull request #110 from cvxgrp/tschm-patch-1
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Update basic.yml
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tschm authored Jun 16, 2024
2 parents 3471bb5 + be9a03f commit 3bb218a
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4 changes: 1 addition & 3 deletions .github/workflows/basic.yml
Original file line number Diff line number Diff line change
Expand Up @@ -18,9 +18,7 @@ jobs:
runs-on: ubuntu-latest

steps:
- uses: cvxgrp/.github/actions/test@main
with:
python-version: '3.10'
- uses: cvxgrp/.github/actions/coverage@main

- name: Coveralls GitHub Action
uses: coverallsapp/github-action@v2
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6 changes: 1 addition & 5 deletions tests/test_frontier.py
Original file line number Diff line number Diff line change
Expand Up @@ -70,8 +70,4 @@ def test_frontiers(n, resource_dir):

assert np.sum(f_bailey.frontier[-1].weights) == pytest.approx(1)
assert np.sum(f_markowitz.frontier[-1].weights) == pytest.approx(1)

assert len(f_bailey.frontier) == len(f_markowitz.frontier)
print(f_bailey.max_sharpe[0], f_markowitz.max_sharpe[0])
for pt_bailey, pt_markowitz in zip(f_bailey.frontier, f_markowitz.frontier):
assert np.allclose(pt_bailey.weights, pt_markowitz.weights, atol=1e-5)
assert f_bailey.max_sharpe[0] == pytest.approx(f_markowitz.max_sharpe[0])

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