TST: actually seed TestForecasting fixtures - #865
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setup_class created cls.rng = RandomState(12345) but never passed it anywhere: arch_model's dist argument only accepts a name, so each simulate() drew from an unseeded default_rng(). Fixture data changed every run, which made test_first_obs pass or fail depending on the environment (reproducibly fails on scipy 1.18.1). Wire the seed in via the public distribution setter, and relax test_first_obs's pre-sliced vs first_obs comparison to the same rtol/atol=1e-4 that test_holdback already uses for the equivalent two-fits comparison.
Codecov Report✅ All modified and coverable lines are covered by tests. Additional details and impacted files@@ Coverage Diff @@
## main #865 +/- ##
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Coverage 99.54% 99.54%
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Branches 1294 1294
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TestForecasting.setup_classcreatescls.rng = RandomState(12345)but never uses it —arch_model(dist=...)only takes a name, so everysimulate()call used an unseededdefault_rng(). Fixtures differed per run, makingtest_first_obsenvironment-dependent (fails on scipy 1.18.1, passes on 1.13.1).Normal(seed=cls.rng)via the publicdistributionsetter before eachsimulate().test_first_obs's pre-sliced vsfirst_obs=comparison solves two distinct optimizations; relaxed tortol=atol=1e-4, matchingtest_holdback's identical comparison. Both fits reportconvergence_flag == 0.Verified:
test_forecast.py530/530 on scipy 1.18.1 / numpy 2.5.3 / pandas 3.0.6, deterministic across repeated fresh runs.