fix: address pre-push review findings
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@@ -43,3 +43,19 @@ def test_backtest_brackets_publish_bootstrap_confidence_intervals():
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assert stats["median_90d"] == 2.5
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assert stats["win_rate_90d"] == 50.0
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assert stats["avg_90d_ci_low"] <= stats["avg_90d"] <= stats["avg_90d_ci_high"]
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def test_long_horizon_returns_use_a_matching_dependence_block(monkeypatch):
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observed = {}
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def fake_summary(values, *, block_size, n_resamples):
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observed.update(block_size=block_size, n_resamples=n_resamples)
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return {
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"mean": 1.0, "median": 1.0, "win_rate": 100.0,
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"mean_ci_low": 0.5, "mean_ci_high": 1.5, "n": len(values),
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}
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monkeypatch.setattr(engine, "summarize_returns", fake_summary)
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engine._add_return_statistics({}, "365d", [1.0] * 500)
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assert observed == {"block_size": 365, "n_resamples": 400}
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