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bugfix/make_rv #349

Merged
merged 6 commits into from
May 16, 2022
Merged

bugfix/make_rv #349

merged 6 commits into from
May 16, 2022

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Ksteeds
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@Ksteeds Ksteeds commented May 12, 2022

rel_xcats bug uncovered.

@Ksteeds Ksteeds self-assigned this May 12, 2022
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Ksteeds commented May 12, 2022 •
edited

cids_eufx = ['CHF', 'HUF', 'NOK', 'PLN', 'RON', 'SEK'] # EUR benchmark

addendum = lambda s_1, s_2: s_1 + s_2

cry = ['EQCRR_NSA', 'FXCRR_NSA']
rel_xcats = ["vEUR", "vEUR"]
rel_xcats_add = list(map(addendum, cry, rel_xcats))

df_mrv = make_relative_value(df, xcats=cry, cids=cids_eufx, rel_xcats=rel_xcats_add)

@Ksteeds Ksteeds linked an issue May 12, 2022 that may be closed by this pull request
make_relative_value + unit test for bloack of relative values #345
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Ksteeds commented May 12, 2022

Updates to address bug #345.

Believe the issue is ascribed to a failure to include sufficient assert statements around 'rel_xcats' category.

@rsueppel rsueppel self-requested a review May 16, 2022 14:29
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rsueppel approved these changes May 16, 2022
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Approved, maybe add more unit test on calculation

@rsueppel rsueppel merged commit 62d1ac0 into develop May 16, 2022
@lsimonsen lsimonsen deleted the bugfix/make_rv branch June 1, 2022 11:37
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make_relative_value + unit test for bloack of relative values
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