[ENH] Add test to validate execution of README Python examples

tests/test_discrete_allocation.py

@@ -1,7 +1,7 @@
+from cvxpy.error import SolverError
 import numpy as np
 import pandas as pd
 import pytest
-from cvxpy.error import SolverError
 
 from pypfopt.discrete_allocation import DiscreteAllocation, get_latest_prices
 from tests.utilities_for_tests import get_data, setup_efficient_frontier

tests/test_efficient_frontier.py

@@ -608,7 +608,7 @@ def test_min_vol_pair_constraint():
     ef.min_volatility()
     old_sum = ef.weights[:2].sum()
     ef = setup_efficient_frontier()
-    ef.add_constraint(lambda w: (w[1] + w[0] <= old_sum / 2))
+    ef.add_constraint(lambda w: w[1] + w[0] <= old_sum / 2)
     ef.min_volatility()
     new_sum = ef.weights[:2].sum()
     assert new_sum <= old_sum / 2 + 1e-4
@@ -620,7 +620,7 @@ def test_max_sharpe_pair_constraint():
     old_sum = ef.weights[:2].sum()
 
     ef = setup_efficient_frontier()
-    ef.add_constraint(lambda w: (w[1] + w[0] <= old_sum / 2))
+    ef.add_constraint(lambda w: w[1] + w[0] <= old_sum / 2)
     ef.max_sharpe(risk_free_rate=0.02)
     new_sum = ef.weights[:2].sum()
     assert new_sum <= old_sum / 2 + 1e-4

tests/test_readme_examples.py

@@ -0,0 +1,39 @@
+import os
+from pathlib import Path
+import re
+import sys
+
+README_PATH = Path(__file__).resolve().parent.parent / "README.md"
+
+
+def _extract_python_blocks(markdown_text: str) -> list[str]:
+    pattern = re.compile(r"```python[^\n]*\n(.*?)```", re.DOTALL)
+    return [block.strip() for block in pattern.findall(markdown_text)]
+
+
+def test_readme_python_examples_run():
+    readme_text = README_PATH.read_text(encoding="utf-8")
+    python_blocks = _extract_python_blocks(readme_text)
+
+    assert python_blocks, "No python code blocks found in README.md"
+
+    repo_root = README_PATH.parent
+
+    # Make package importable
+    sys.path.insert(0, str(repo_root))
+
+    # Run from repo root so relative paths work
+    old_cwd = os.getcwd()
+    os.chdir(repo_root)
+
+    globals_dict = {"__name__": "__main__"}
+
+    try:
+        for idx, block in enumerate(python_blocks, start=1):
+            exec(block, globals_dict)
+
+    except Exception as e:
+        raise AssertionError(f"README python block #{idx} failed:\n{block}") from e
+
+    finally:
+        os.chdir(old_cwd)