22 lines
739 B
Python
22 lines
739 B
Python
import pandas as pd
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from src.portfolio import sleeves as S
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ALL_IDS = {"MR01_BTC", "MR02_BTC", "MR07_BTC", "MR01_ETH", "MR02_ETH", "MR07_ETH",
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"DIP01_BTC", "TR01_basket", "ROT02_rot",
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"PR_ETHBTC", "PR_LTCETH", "PR_ADAETH", "PR_BTCLTC", "PR_ETHSOL",
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"TSM01", "SH_BTC", "SH_ETH"}
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def test_all_sleeve_equities_keys_and_index():
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eq = S.all_sleeve_equities()
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assert ALL_IDS <= set(eq)
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s = eq["MR01_BTC"]
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assert isinstance(s, pd.Series) and len(s) > 100
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assert str(s.index.tz) == "UTC"
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def test_returns_df_aligned():
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df = S.sleeve_returns_df(["MR01_BTC", "PR_ETHBTC", "SH_BTC"])
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assert list(df.columns) == ["MR01_BTC", "PR_ETHBTC", "SH_BTC"]
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assert df.isna().sum().sum() == 0
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