feat: report bootstrap confidence intervals

This commit is contained in:
Hermes Agent
2026-07-26 23:15:37 +00:00
parent 3a2571df9f
commit f9e992c2b4
2 changed files with 27 additions and 8 deletions
+12 -1
View File
@@ -1,4 +1,4 @@
from backtesting import statistics
from backtesting import engine, statistics
def test_moving_block_bootstrap_is_deterministic_and_handles_constant_series():
@@ -32,3 +32,14 @@ def test_summarize_returns_reports_observations_and_block_bootstrap_interval():
assert summary["median"] == 2.5
assert summary["win_rate"] == 50.0
assert summary["mean_ci_low"] <= summary["mean"] <= summary["mean_ci_high"]
def test_backtest_brackets_publish_bootstrap_confidence_intervals():
stats = {}
engine._add_return_statistics(stats, "90d", [10.0, -5.0, 20.0, -10.0])
assert stats["avg_90d"] == 3.75
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"]