18 lines
511 B
Python
18 lines
511 B
Python
from scripts.portfolios._defs import PORTFOLIOS
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def test_six_portfolios_defined():
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assert set(PORTFOLIOS) == {"PORT01", "PORT02", "PORT03", "PORT04", "PORT05", "PORT06"}
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def test_port06_is_master_shape_cap():
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p = PORTFOLIOS["PORT06"]
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sids = set(p.sleeve_ids)
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assert {"SH_BTC", "SH_ETH", "TSM01", "PR_ETHBTC"} <= sids
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assert len(sids) == 17
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assert p.weighting == "cap" and p.caps == {"PAIRS": 0.33}
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def test_default_leverage_sober():
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assert PORTFOLIOS["PORT06"].leverage == 2.0
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