code: def test_constructed_covariance(self):
      # Try to estimate the covariance from a specially crafted matrix.
      # There should be some significant correlation since X is specially crafted.
      NUM_VARIABLE = 7
      NUM_OBSERVATION = 500
      EPS = 0.1
  
      estimator = StructuredCovEstimator(
          scale_return=False,
          assume_centered=True,
          num_factors=NUM_VARIABLE - 1,
      )
  
      sqrt_cov = None
      while sqrt_cov is None or (np.iscomplex(sqrt_cov)).any():
          cov = np.random.rand(NUM_VARIABLE, NUM_VARIABLE)
          for i in range(NUM_VARIABLE):
              cov[i][i] = 1
          sqrt_cov = sqrtm(cov)
      X = np.random.rand(NUM_OBSERVATION, NUM_VARIABLE) @ sqrt_cov
  
      est_cov = estimator.predict(X, is_price=False)
      np_cov = np.cov(
          X.T
      )  # While numpy assume row means variable, qlib assume the other wise.
  
      delta = abs(est_cov - np_cov)
      if_identical = (delta < EPS).all()
  
      self.assertTrue(if_identical)
  
file_path: qlib/tests/test_structured_cov_estimator.py
imports: import unittest
  import numpy
  from scipy.linalg import sqrtm
  from qlib.model.riskmodel import StructuredCovEstimator
label_desc: Use image node_id 4 for calling the TestStructuredCovEstimator obj's underlying member method code with example usage: obj.test_constructed_covariance() without return types