fix: address pre-push review findings

This commit is contained in:
Hermes Agent
2026-07-26 23:37:15 +00:00
parent 2da5d20ccd
commit bf77737d88
8 changed files with 68 additions and 9 deletions
+16
View File
@@ -43,3 +43,19 @@ def test_backtest_brackets_publish_bootstrap_confidence_intervals():
assert stats["median_90d"] == 2.5
assert stats["win_rate_90d"] == 50.0
assert stats["avg_90d_ci_low"] <= stats["avg_90d"] <= stats["avg_90d_ci_high"]
def test_long_horizon_returns_use_a_matching_dependence_block(monkeypatch):
observed = {}
def fake_summary(values, *, block_size, n_resamples):
observed.update(block_size=block_size, n_resamples=n_resamples)
return {
"mean": 1.0, "median": 1.0, "win_rate": 100.0,
"mean_ci_low": 0.5, "mean_ci_high": 1.5, "n": len(values),
}
monkeypatch.setattr(engine, "summarize_returns", fake_summary)
engine._add_return_statistics({}, "365d", [1.0] * 500)
assert observed == {"block_size": 365, "n_resamples": 400}