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mirror of https://github.com/microsoft/qlib.git synced 2026-07-16 17:12:20 +08:00
This commit is contained in:
Linlang
2022-06-28 10:17:29 +08:00
committed by GitHub
parent a87b02619a
commit 50d74b5560
12 changed files with 175 additions and 144 deletions

View File

@@ -4,6 +4,7 @@
import sys
import shutil
import unittest
import pytest
from pathlib import Path
import qlib
@@ -184,16 +185,19 @@ class TestAllFlow(TestAutoData):
def tearDownClass(cls) -> None:
shutil.rmtree(cls.URI_PATH.lstrip("file:"))
@pytest.mark.slow
def test_0_train_with_sigana(self):
TestAllFlow.PRED_SCORE, ic_ric, uri_path = train_with_sigana(self.URI_PATH)
self.assertGreaterEqual(ic_ric["ic"].all(), 0, "train failed")
self.assertGreaterEqual(ic_ric["ric"].all(), 0, "train failed")
@pytest.mark.slow
def test_1_train(self):
TestAllFlow.PRED_SCORE, ic_ric, TestAllFlow.RID = train(self.URI_PATH)
self.assertGreaterEqual(ic_ric["ic"].all(), 0, "train failed")
self.assertGreaterEqual(ic_ric["ric"].all(), 0, "train failed")
@pytest.mark.slow
def test_2_backtest(self):
analyze_df = backtest_analysis(TestAllFlow.PRED_SCORE, TestAllFlow.RID, self.URI_PATH)
self.assertGreaterEqual(
@@ -203,6 +207,7 @@ class TestAllFlow(TestAutoData):
)
self.assertTrue(not analyze_df.isna().any().any(), "backtest failed")
@pytest.mark.slow
def test_3_expmanager(self):
pass_default, pass_current, uri_path = fake_experiment()
self.assertTrue(pass_default, msg="default uri is incorrect")