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[BUG] failing tests on main in test_efficient_cdar and test_efficient_semivariance #642
Description
A number of tests are currently failing on main. These should be investigated:
test_efficient_semivariance.py::test_efficient_risk_low_risktest_efficient_semivariance.py::test_max_quadratic_utility_rangetest_efficient_cdar.py::test_efficient_return_L2_regtest_efficient_cdar.py::test_efficient_risk_L2_reg
Activity
[-][BUG] failing tests on `main`[/-][+][BUG] failing tests on `main` in `test_efficient_cdar` and `test_efficient_semivariance`[/+][MNT] skip failing tests on `main` (#643)
robertmartin8 commentedon Nov 9, 2025
More generally, I've observed several issues in these tests where the optimisation result is non-deterministic. I suspect this is due to floating point issues.
To be honest, some of these tests were quite hastily put together. I would definitely be open to a rethink.
fkiraly commentedon Nov 10, 2025
I see, do you think it is purely non-determinism?
[BUG] fix failing tests in test_efficient_cdar and test_efficient_sem…