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Current tests do not cover all code functionalities.
An initial improvement would be to check NumPy broadcasting consistency. I consider the following rules:
If ReLife arguments are of type np.ndarray, their dim can either be 0d, 1d or 2d (no more).
0d and 1d encode values set for one asset. The shape is either ()or(n,)wheren` is the number of values. The results of functions must have the same shape.
2d encodes values set for mulitple assets. The shape is (m, n) where m is the number of assets. The results of functions must have the same shape.
I'll create those tests. Any advice is welcome.
The text was updated successfully, but these errors were encountered:
Current tests do not cover all code functionalities.
An initial improvement would be to check NumPy broadcasting consistency. I consider the following rules:
np.ndarray
, their dim can either be0d
,1d
or2d
(no more).0d
and1d encode values set for one asset. The shape is either
()or
(n,)where
n` is the number of values. The results of functions must have the same shape.2d
encodes values set for mulitple assets. The shape is(m, n)
wherem
is the number of assets. The results of functions must have the same shape.I'll create those tests. Any advice is welcome.
The text was updated successfully, but these errors were encountered: