test(helper): adjusting atol

example/xtest_constituents.py

@@ -15,9 +15,6 @@
 from bktest.export import DumpExporter
 from bktest.export import QuantStatsExporter
 
-
-
-
 start = datetime.date(1998,11,1)
 end = datetime.date(2000,11,30)
 initial_cash = 1_000_000
@@ -87,11 +84,11 @@ def compare_two_files_containing_dataframes(filename1, filename2) -> bool:
     assert filename1.split('.')[1] == filename2.split('.')[1], "mismatch in file types"
 
     if filename1.split('.')[1] == 'parquet':
-        df0 = pandas.read_parquet('dump.parquet')
-        df1 = pandas.read_parquet('example/test_constituents_dump.parquet')
+        df0 = pandas.read_parquet(filename1)
+        df1 = pandas.read_parquet(filename2)
     elif filename1.split('.')[1] == 'csv':
-        df0 = pandas.read_csv('dump.parquet')
-        df1 = pandas.read_csv('example/test_constituents_dump.parquet')
+        df0 = pandas.read_csv(filename1)
+        df1 = pandas.read_csv(filename2)
     else:
         assert False, "invalid file format specified"
 
@@ -104,8 +101,10 @@ def compare_two_files_containing_dataframes(filename1, filename2) -> bool:
             assert (df0[~df0[column].isna()][column] == df1[~df1[column].isna()][column]).all(), "not all non-NaN are equal in comparing int"
         elif pandas.api.types.is_float_dtype(df0[column]):
             print(f"Column {column} is of float type.")
+            print(max(abs(df0[~df0[column].isna()][column]/df1[~df1[column].isna()][column]-1)))
+            print(max(abs(df0[~df0[column].isna()][column]-df1[~df1[column].isna()][column])))
             assert (df0[column].isna()==df1[column].isna()).all(), "not all NaN are equal in comparing float"
-            assert np.allclose(df0[~df0[column].isna()][column],df1[~df1[column].isna()][column]), "not all non-NaN are equal in comparing float"
+            assert np.allclose(df0[~df0[column].isna()][column],df1[~df1[column].isna()][column],atol=1.e-7), "not all non-NaN are equal in comparing float"
         elif pandas.api.types.is_string_dtype(df0[column]):
             print(f"Column {column} is of string type.")
             assert (df0[column] == df1[column]).all(), "not all string elements are equal in comparing str"
@@ -118,4 +117,4 @@ def compare_two_files_containing_dataframes(filename1, filename2) -> bool:
 
     return True
 
-compare_two_files_containing_dataframes('dump.parquet', 'example/test_constituents_dump.parquet')
+compare_two_files_containing_dataframes('dump_last.csv', 'tests/fixtures/integration/yahoo/prices/dump.csv')

tests/helper.py

@@ -21,6 +21,7 @@ def assertDataFramesEqual(self: unittest.TestCase, first: pandas.DataFrame, seco
             self.assertTrue(numpy.allclose(
                 first[~first[column].isna()][column],
                 second[~second[column].isna()][column],
+                atol=1.e-7,
                 equal_nan=True
             ), f"{column}: not all non-NaN are equal in comparing float")