()
| 149 | let last = cla.expected_returns[(cla.expected_returns.nrows() - 1, 0)]; |
| 150 | assert!((last - 1e-5).abs() < 1e-12); |
| 151 | } |
| 152 | |
| 153 | #[test] |
| 154 | fn test_purge_excess() { |
| 155 | let prices = load_asset_prices(); |
| 156 | let mut cla = CLA::new(WeightBounds::Tuple(0.0, 1.0), "mean"); |
| 157 | cla.allocate( |
| 158 | Some(AssetPricesInput::Prices(&prices)), |
| 159 | None, |
| 160 | None, |
| 161 | None, |
| 162 | Some("cla_turning_points"), |
| 163 | ) |
nothing calls this directly
no test coverage detected