[BUG] fix failing tests in test_efficient_cdar and test_efficient_semivariance (#642)#692
Open
philippdubach wants to merge 3 commits intoPyPortfolio:mainfrom
Open
Conversation
…ivariance (PyPortfolio#642) Fixes numerical precision issues causing test failures: - test_efficient_risk_low_risk: increased boundary margin, relaxed tolerance - test_max_quadratic_utility_range: tolerance-based monotonicity check - test_efficient_risk_L2_reg (CDaR): removed skip, relaxed tolerance - test_efficient_return_L2_reg (CDaR): removed skip, relaxed tolerance Resolves PyPortfolio#642
fkiraly
requested changes
Feb 26, 2026
Collaborator
fkiraly
left a comment
fkiraly
left a comment
There was a problem hiding this comment.
hm, looks like that did not work?
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
2 participants
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Fixes numerical precision issues causing test failures:
Resolves #642