Try fixing tests

Coulbe · Sep 18, 2019 · 53a1c43 · 53a1c43
1 parent a3a1ae4
commit 53a1c43
Showing 1 changed file with 13 additions and 13 deletions.
diff --git a/pyfolio/tests/test_risk.py b/pyfolio/tests/test_risk.py
@@ -112,12 +112,12 @@ def test_compute_sector_exposures(self, positions, sectors,
         expected_shorted.columns = expected_shorted.columns.astype(int)
         expected_grossed.columns = expected_grossed.columns.astype(int)
 
-        assert_frame_equal(pd.concat(sector_exposures[0], axis=1),
-                           expected_longed)
-        assert_frame_equal(pd.concat(sector_exposures[1], axis=1),
-                           expected_shorted)
+        assert_frame_equal(pd.concat(sector_exposures[0], axis=1).fillna(0.),
+                           expected_longed.fillna(0.))
+        assert_frame_equal(pd.concat(sector_exposures[1], axis=1).fillna(0.),
+                           expected_shorted.fillna(0.))
         assert_frame_equal(pd.concat(sector_exposures[2], axis=1),
-                           expected_grossed)
+                           expected_grossed.fillna(0.))
 
     @parameterized.expand([
         (test_pos, test_caps, expected_caps_longed, expected_caps_shorted,
@@ -134,14 +134,14 @@ def test_compute_cap_exposures(self, positions, caps,
         expected_grossed.columns = expected_grossed.columns.astype(int)
         expected_netted.columns = expected_netted.columns.astype(int)
 
-        assert_frame_equal(pd.concat(cap_exposures[0], axis=1),
-                           expected_longed)
-        assert_frame_equal(pd.concat(cap_exposures[1], axis=1),
-                           expected_shorted)
-        assert_frame_equal(pd.concat(cap_exposures[2], axis=1),
-                           expected_grossed)
-        assert_frame_equal(pd.concat(cap_exposures[3], axis=1),
-                           expected_netted)
+        assert_frame_equal(pd.concat(cap_exposures[0], axis=1).fillna(0.),
+                           expected_longed.fillna(0.))
+        assert_frame_equal(pd.concat(cap_exposures[1], axis=1).fillna(0.),
+                           expected_shorted.fillna(0.))
+        assert_frame_equal(pd.concat(cap_exposures[2], axis=1).fillna(0.),
+                           expected_grossed.fillna(0.))
+        assert_frame_equal(pd.concat(cap_exposures[3], axis=1).fillna(0.),
+                           expected_netted.fillna(0.))
 
     @parameterized.expand([
         (test_shares_held, test_volumes, 0.1, expected_volumes)