Module mean_variance_hedge.tests.test_heston

# import numpy as np
# import pytest
# from mean_variance_hedge.heston import generate_CIR_paths, generate_Heston_paths


# def test_single_CIR_path():
#       n_samples = 1
#       S0 = 100
#       T = 30
#       r = 0
#       sigma = 0.2
#       dt = 30 / 250
#       seed = 2021

#       _, St_1 = generate_CIR_paths(n_samples, alpha, b, sigma, dt, v_0, T, seed)
#       _, St_2 = generate_CIR_paths(n_samples, alpha, b, sigma, dt, v_0, T, seed)

#       assert np.allclose(St_1, St_2)

# def test_multiple_CIR_paths():
#       n_samples = 1
#       S0 = 100
#       T = 30
#       r = 0
#       sigma = 0.2
#       dt = 30 / 250
#       seed = 2021

#       _, St_1 = generate_CIR_paths(n_samples, alpha, b, sigma, dt, v_0, T, seed)
#       _, St_2 = generate_CIR_paths(n_samples, alpha, b, sigma, dt, v_0, T, seed)

#       assert np.allclose(St_1, St_2)

# def test_single_Heston_path():
#       n_samples = 1
#       S0 = 100
#       T = 30
#       r = 0
#       sigma = 0.2
#       dt = 30 / 250
#       seed = 2021

#       _, St_1 = generate_CIR_paths(n_samples, alpha, b, sigma, dt, v_0, T, seed)
#       _, St_2 = generate_CIR_paths(n_samples, alpha, b, sigma, dt, v_0, T, seed)

#       assert np.allclose(St_1, St_2)

# def test_multiple_Heston_paths():
#       n_samples = 1
#       S0 = 100
#       T = 30
#       r = 0
#       sigma = 0.2
#       dt = 30 / 250
#       seed = 2021

#       _, St_1 = generate_CIR_paths(n_samples, alpha, b, sigma, dt, v_0, T, seed)
#       _, St_2 = generate_CIR_paths(n_samples, alpha, b, sigma, dt, v_0, T, seed)

#       assert np.allclose(St_1, St_2)