31 remove tests

.github/workflows/basic.yml

@@ -13,12 +13,12 @@ jobs:
       with:
         extra_args: '--verbose --all-files'
 
-  test:
+  experiment:
     runs-on: ubuntu-latest
 
     steps:
       - uses: actions/checkout@v3
-      - name: testing
+      - name: experiments
         shell: bash
         run: |
-          make test
+          make experiment

.gitignore

@@ -1,3 +1,5 @@
+checkpoints
+
 .idea
 .vscode
 .python-version

Makefile

@@ -14,11 +14,6 @@ fmt: install ## Run autoformatting and linting
 	${VENV}/bin/pre-commit install
 	${VENV}/bin/pre-commit run --all-files
 
-.PHONY: test
-test: install ## Run tests
-	${VENV}/bin/pip install pytest
-	${VENV}/bin/pytest tests
-
 .PHONY: clean
 clean:  ## Clean up caches and build artifacts
 	@git clean -X -d -f

experiments.py

@@ -1,4 +1,7 @@
+from pathlib import Path
+
 from experiments.taming import main as taming_main
 
 if __name__ == "__main__":
+    Path("checkpoints").mkdir(exist_ok=True)
     taming_main()

experiments/backtest.py

@@ -4,16 +4,12 @@
 from functools import lru_cache
 from pathlib import Path
 import pickle
-import sys
 import time
 from typing import Callable
 import numpy as np
 import cvxpy as cp
 import pandas as pd
-from utils import synthetic_returns
-
-# hack to allow importing from parent directory without having a package
-sys.path.append(str(Path(__file__).parent.parent))
+from experiments.utils import synthetic_returns
 
 
 def data_folder():

experiments/taming.py

@@ -1,8 +1,8 @@
 import numpy as np
 import pandas as pd
 import cvxpy as cp
-from backtest import BacktestResult, OptimizationInput, run_backtest
-from markowitz import Data, Parameters, markowitz
+from experiments.backtest import BacktestResult, OptimizationInput, run_backtest
+from experiments.markowitz import Data, Parameters, markowitz
 
 
 def basic_markowitz(inputs: OptimizationInput) -> np.ndarray:

requirements.txt

@@ -1,4 +1,4 @@
 cvxpy
 numpy
-pandas
+pandas[output-formatting]
 matplotlib