fixed asserts that failed on 3.12 because of changed sum() numerical …

…accuracy (python/cpython#100425)
cvxgrp · Nov 9, 2023 · 717d20e · 717d20e
1 parent d23b648
commit 717d20e
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Showing 2 changed files with 5 additions and 5 deletions.
diff --git a/cvxportfolio/constraints.py b/cvxportfolio/constraints.py
@@ -499,7 +499,7 @@ def _rhs(self):
 
 
 class LongCash(MinCashBalance):
-    """Require that post-trade cash account is non-negative.
+    r"""Require that post-trade cash account is non-negative.
 
     In our notation, this is
 

diff --git a/cvxportfolio/simulator.py b/cvxportfolio/simulator.py
@@ -180,8 +180,8 @@ def simulate(self, t, t_next, h, policy, past_returns, current_returns,
         policy_time = time.time() - s
 
         # for safety recompute cash
-        z.iloc[-1] = -sum(z.iloc[:-1])
-        assert sum(z) == 0.
+        z.iloc[-1] = -np.sum(z.iloc[:-1])
+        assert np.isclose(np.sum(z), 0.)
 
         # trades in dollars
         u = z * current_portfolio_value
@@ -200,8 +200,8 @@ def simulate(self, t, t_next, h, policy, past_returns, current_returns,
             u = self._round_trade_vector(u, current_prices)
 
         # recompute cash
-        u.iloc[-1] = -sum(u.iloc[:-1])
-        assert sum(u) == 0.
+        u.iloc[-1] = -np.sum(u.iloc[:-1])
+        assert np.isclose(np.sum(u), 0.)
 
         # compute post-trade holdings (including cash balance)
         h_plus = h + u