Merge pull request #131 from cvxgrp/solver-fixture

cvxgrp · Sep 2, 2023 · b0b1058 · b0b1058
2 parents 00700a1 + ecdc6b3
commit b0b1058
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Showing 5 changed files with 8 additions and 29 deletions.
diff --git a/tests/conftest.py b/tests/conftest.py
@@ -3,10 +3,18 @@
 
 from pathlib import Path
 
+import cvxpy as cp
 import pytest
 
 
 @pytest.fixture(scope="session", name="resource_dir")
 def resource_fixture():
     """resource fixture"""
     return Path(__file__).parent / "resources"
+
+
+@pytest.fixture(
+    params=[s for s in [cp.ECOS, cp.CLARABEL, cp.MOSEK] if s in cp.installed_solvers()]
+)
+def solver(request):
+    return request.param
diff --git a/tests/test_markowitz/test_portfolios/test_max_sharpe.py b/tests/test_markowitz/test_portfolios/test_max_sharpe.py
@@ -1,8 +1,5 @@
 from __future__ import annotations
 
-import os
-
-import cvxpy as cp
 import numpy as np
 import pytest
 
@@ -49,11 +46,7 @@ def test_models_problem(problem):
     assert problem.model.keys() == {M.BOUND_ASSETS, M.RETURN, M.RISK}
 
 
-@pytest.mark.parametrize("solver", [cp.ECOS, cp.CLARABEL, cp.MOSEK])
 def test_max_sharpe(solver, problem):
-    if os.getenv("CI", False) and solver == cp.MOSEK:
-        pytest.skip("Skipping MOSEK test on CI")
-
     problem.update(
         **{
             D.CHOLESKY: cholesky(np.array([[1.0, 0.6], [0.6, 2.0]])),

diff --git a/tests/test_markowitz/test_portfolios/test_min_var.py b/tests/test_markowitz/test_portfolios/test_min_var.py
@@ -1,8 +1,5 @@
 from __future__ import annotations
 
-import os
-
-import cvxpy as cp
 import numpy as np
 import pytest
 
@@ -61,11 +58,7 @@ def test_variables(problem):
     assert problem.variables.keys() == {D.WEIGHTS, D._ABS}
 
 
-@pytest.mark.parametrize("solver", [cp.ECOS, cp.MOSEK, cp.CLARABEL])
 def test_min_var(solver):
-    if os.getenv("CI", False) and solver == cp.MOSEK:
-        pytest.skip("Skipping MOSEK test on CI")
-
     problem = MinVar(assets=4).build()
 
     problem.update(
@@ -88,11 +81,7 @@ def test_min_var(solver):
     assert objective == pytest.approx(0.9354143, abs=1e-5)
 
 
-@pytest.mark.parametrize("solver", [cp.ECOS, cp.MOSEK, cp.CLARABEL])
 def test_min_var_robust(solver):
-    if os.getenv("CI", False) and solver == cp.MOSEK:
-        pytest.skip("Skipping MOSEK test on CI")
-
     # define the problem
     problem = MinVar(assets=4).build()
 

diff --git a/tests/test_markowitz/test_risk/test_cvar/test_cvar.py b/tests/test_markowitz/test_risk/test_cvar/test_cvar.py
@@ -1,8 +1,5 @@
 from __future__ import annotations
 
-import os
-
-import cvxpy as cp
 import numpy as np
 import pytest
 
@@ -12,11 +9,8 @@
 from cvx.markowitz.risk import CVar
 
 
-@pytest.mark.parametrize("solver", [cp.ECOS, cp.MOSEK, cp.CLARABEL])
 def test_estimate_risk(solver):
     """Test the estimate() method"""
-    if os.getenv("CI", False) and solver == cp.MOSEK:
-        pytest.skip("Skipping MOSEK test on CI")
 
     model = CVar(alpha=0.95, rows=50, assets=14)
 

diff --git a/tests/test_markowitz/test_risk/test_factor/test_factor.py b/tests/test_markowitz/test_risk/test_factor/test_factor.py
@@ -1,7 +1,5 @@
 from __future__ import annotations
 
-import os
-
 import cvxpy as cp
 import numpy as np
 import pandas as pd
@@ -59,11 +57,8 @@ def test_minvar(returns):
     assert problem.is_dpp()
 
 
-@pytest.mark.parametrize("solver", [cp.ECOS, cp.MOSEK, cp.CLARABEL])
 def test_estimate_risk(solver):
     """Test the estimate() method"""
-    if os.getenv("CI", False) and solver == cp.MOSEK:
-        pytest.skip("Skipping MOSEK test on CI")
 
     np.random.seed(42)