Tighten benchmark mutation leakage test

2026-04-07 16:34:35 +08:00
parent 26937f035e
commit 507565c556
1 changed files with 5 additions and 0 deletions
--- a/tests/test_factor_attribution.py
+++ b/tests/test_factor_attribution.py
@@ -348,6 +348,11 @@ class LocalFactorConstructionTests(unittest.TestCase):
            changed.loc[:comparison_end, "MKT"],
            check_names=False,
        )
+        proxy_columns = ["SMB_PROXY", "HML_PROXY", "RMW_PROXY", "CMA_PROXY"]
+        pd.testing.assert_frame_equal(
+            original.loc[:, proxy_columns],
+            changed.loc[:, proxy_columns],
+        )
        self.assertGreater(
            (original.loc[future_start:, "MKT"] - changed.loc[future_start:, "MKT"]).abs().sum(),
            0.0,