diff options
Diffstat (limited to 'python/tests/test_scenarios.py')
| -rw-r--r-- | python/tests/test_scenarios.py | 4 |
1 files changed, 3 insertions, 1 deletions
diff --git a/python/tests/test_scenarios.py b/python/tests/test_scenarios.py index 6536c97e..1f1f6bf3 100644 --- a/python/tests/test_scenarios.py +++ b/python/tests/test_scenarios.py @@ -2,7 +2,8 @@ import unittest import numpy as np import pandas as pd -from analytics import CreditIndex, BlackSwaption, Portfolio, BlackSwaptionVolSurface +from analytics import (CreditIndex, BlackSwaption, Portfolio, + BlackSwaptionVolSurface) from pandas.tseries.offsets import BDay from analytics.scenarios import (run_portfolio_scenarios, run_swaption_scenarios, run_index_scenarios) @@ -37,5 +38,6 @@ class TestSenarios(unittest.TestCase): df_orig = df_orig.set_index('vol_shock', append=True) self.assertFalse(np.any((df.sum(axis=1).values-df_orig['pnl'].values))) + if __name__ == "__main__": unittest.main() |