test(backtest): set returns' paths

crunchdao · Jun 7, 2024 · 788976b · 788976b
1 parent 05b86e1
commit 788976b
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Showing 2 changed files with 8 additions and 3 deletions.
diff --git a/tests/helper.py b/tests/helper.py
@@ -8,7 +8,7 @@ def assertDataFramesEqual(
     self: unittest.TestCase,
     first: pandas.DataFrame,
     second: pandas.DataFrame,
-    atol=1.e-7
+    atol=1.e-8
 ) -> bool:
     for index, column in enumerate(first.columns):
         self.assertEqual(first.dtypes.iloc[index], second.dtypes.iloc[index], f"{column}: type mismatch between dataframes")

diff --git a/tests/test_backtest_integration.py b/tests/test_backtest_integration.py
@@ -134,12 +134,14 @@ def test_yahoo_prices(self):
 
         self.assertDataFramesEqual(
             pandas.read_csv(fixture_path("yahoo/prices/dump.csv")),
-            pandas.read_csv("/tmp/dump.csv")
+            pandas.read_csv("/tmp/dump.csv"),
+            atol=1.e-7
         )
 
         self.assertDataFramesEqual(
             pandas.read_csv(fixture_path("yahoo/prices/report.csv")),
-            pandas.read_csv("/tmp/report.csv")
+            pandas.read_csv("/tmp/report.csv"),
+            atol=1.e-7
         )
 
 
@@ -171,9 +173,12 @@ def test_yahoo_returns(self):
             exporters=[
                 ConsoleExporter(),
                 DumpExporter(
+                    output_file="/tmp/dump.csv",
                     auto_override=True
                 ),
                 QuantStatsExporter(
+                    html_output_file='/tmp/report.html',
+                    csv_output_file='/tmp/report.csv',
                     auto_override=True
                 ),
             ],