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Maybe: Add a suite of test input portfolio for iterating over and testing the rmi_pacta docker image #39

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jdhoffa opened this issue May 5, 2023 · 1 comment

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@jdhoffa
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jdhoffa commented May 5, 2023

@cjyetman This is more of an open question, do you think this package would be a good place for such a thing to exist?

I was thinking of generating fake input portfolio data (with key columns: isin, market_value, currency), that represent a series of common cases:

  • No data
  • Data, but no ISINs in PACTA sectors
  • Only equities
  • Only bonds
    etc.

There is a complicating factor, which is that the ISINs would need to point to real companies in the ABCD.

We could envision, in parallel, generating fake ABCD (and every other dataset) so that we can invent the ISINs and ensure stability.

But in any case, just curious if you think this repo would be an ok place to host this sort of thing?

Alterantively, we could just host a function that generates a suite of test portfolios.

@cjyetman
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cjyetman commented May 5, 2023

definitely.... there's an ADO ticket somewhere from ages ago that lays this out and lists a few examples

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