feat: add block-bootstrap backtest intervals

2026-07-26 23:05:05 +00:00
parent a54dec357f
commit 1f754ed85d
2 changed files with 119 additions and 0 deletions
@@ -0,0 +1,34 @@
+from backtesting import statistics
+
+
+def test_moving_block_bootstrap_is_deterministic_and_handles_constant_series():
+    first = statistics.moving_block_bootstrap_ci(
+        [12.5] * 120,
+        block_size=15,
+        n_resamples=200,
+        seed=7,
+    )
+    second = statistics.moving_block_bootstrap_ci(
+        [12.5] * 120,
+        block_size=15,
+        n_resamples=200,
+        seed=7,
+    )
+
+    assert first == second
+    assert first == {"estimate": 12.5, "ci_low": 12.5, "ci_high": 12.5, "n": 120}
+
+
+def test_summarize_returns_reports_observations_and_block_bootstrap_interval():
+    summary = statistics.summarize_returns(
+        [10.0, -5.0, 20.0, -10.0],
+        block_size=2,
+        n_resamples=200,
+        seed=3,
+    )
+
+    assert summary["n"] == 4
+    assert summary["mean"] == 3.75
+    assert summary["median"] == 2.5
+    assert summary["win_rate"] == 50.0
+    assert summary["mean_ci_low"] <= summary["mean"] <= summary["mean_ci_high"]