test: reject ambiguous duplicate rebalance dates
This commit is contained in:
@@ -130,6 +130,17 @@ def test_portfolio_construction_rejects_duplicate_assets() -> None:
|
|||||||
scores_to_target_weights(duplicate_scores, top_k=1)
|
scores_to_target_weights(duplicate_scores, top_k=1)
|
||||||
|
|
||||||
|
|
||||||
|
def test_weight_table_rejects_duplicate_rebalance_dates() -> None:
|
||||||
|
duplicate_date = pd.Timestamp("2026-01-05")
|
||||||
|
scores = pd.DataFrame(
|
||||||
|
{"A": [1.0, 2.0]},
|
||||||
|
index=[duplicate_date, duplicate_date],
|
||||||
|
)
|
||||||
|
|
||||||
|
with pytest.raises(ValueError, match="unique rebalance dates"):
|
||||||
|
scores_to_weight_table(scores, top_k=1)
|
||||||
|
|
||||||
|
|
||||||
def test_weight_table_rejects_non_numeric_scores() -> None:
|
def test_weight_table_rejects_non_numeric_scores() -> None:
|
||||||
scores = pd.DataFrame({"A": ["high"], "B": ["low"]})
|
scores = pd.DataFrame({"A": ["high"], "B": ["low"]})
|
||||||
|
|
||||||
|
|||||||
Reference in New Issue
Block a user