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ConsPortfolioModel Overhaul #1047
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reorganize solution method into object oriented solver
sync ipynb and py notebooks
fix section on mathematical limits of model
Codecov Report
@@ Coverage Diff @@
## master #1047 +/- ##
==========================================
+ Coverage 72.53% 73.64% +1.10%
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Files 68 68
Lines 10298 10411 +113
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+ Hits 7470 7667 +197
+ Misses 2828 2744 -84
Continue to review full report at Codecov.
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Just to make a note of my answer to a question you asked earlier ... The best way to design 'unit tests' is to actually test the functionality of individual units of code, rather than test the output of many components put together (which is technically called an 'integration test'). So, if there are gaps in the test coverage, the best thing to do is drill down and write tests covering the various cases for those specific parts. |
no need to set solve_one_period and update() as this is inherited from ConsPortfolioModel.py
add tests for new features: Discrete Share solution; Joint Distribution of Income and Risky Asset; Discrete Share and Joint Distribution
Updated and added basic tests for new features. I tried to make sure that it's compatible with Portfolio Frame functionality. |
Is this ready for review? Is there a changelog entry for it in the PR? I wonder if @Mv77 should review this, as he has done a lot of work on the ConsPortfolioModel. |
Yes, this is ready for review. I would appreciate a review from @Mv77, but also I want to make sure I don't mess up your Portfolio Frame functionality. I will make some additions to changelog. |
Ok. I hope that both @Mv77 and I are able to review it. |
Ok, I have looked over this PR and see how it effects the work on FramedModels. The changes to the underlying Portfolio model look good to me. This PR has some merge conflicts with #1064 which seem unavoidable but minor. |
This PR covers a number of changes to
ConsPortfolioModel
and supporting files:.py
example was outdated with respect to.ipynb
)A few comments:
ConsPortfolioModel
does not have enough tests for its different features.Please ensure your pull request adheres to the following guidelines: