a72a38b3f84d2ff63a513a119205a5647edc9320,tests/test_black_litterman.py,,test_bl_tau,#,440

Before Change

    )
    delta = black_litterman.market_implied_risk_aversion(prices)

    mcaps = {
        "GOOG": 927e9,
        "AAPL": 1.19e12,
        "FB": 574e9,
        "BABA": 533e9,
        "AMZN": 867e9,
        "GE": 96e9,
        "AMD": 43e9,
        "WMT": 339e9,
        "BAC": 301e9,
        "GM": 51e9,
        "T": 61e9,
        "UAA": 78e9,
        "SHLD": 0,
        "XOM": 295e9,
        "RRC": 1e9,
        "BBY": 22e9,
        "MA": 288e9,
        "PFE": 212e9,
        "JPM": 422e9,
        "SBUX": 102e9,
    }
    prior = black_litterman.market_implied_prior_returns(mcaps, delta, S)

    viewdict = {"GOOG": 0.40, "AAPL": -0.30, "FB": 0.30, "BABA": 0}

After Change

    delta = black_litterman.market_implied_risk_aversion(prices)

    mcaps = get_market_caps()
    prior = black_litterman.market_implied_prior_returns(mcaps, delta, S)

    viewdict = {"GOOG": 0.40, "AAPL": -0.30, "FB": 0.30, "BABA": 0}

Instances