diff --git a/test/backtesting/test_ftmo_oos.py b/test/backtesting/test_ftmo_oos.py index 4b03f41b..b83c0ce1 100644 --- a/test/backtesting/test_ftmo_oos.py +++ b/test/backtesting/test_ftmo_oos.py @@ -227,10 +227,11 @@ def test_wf_rolling_keys_in_result(close_6yr): assert "wf_n_windows" in r -def test_wf_rolling_disabled_by_default(close_6yr): +def test_wf_rolling_enabled_by_default(close_6yr): signal = _random_signal(close_6yr.index) r = backtest_signal_ftmo(close_6yr, signal, oos_start="2024-01-01") - assert "wf_n_windows" not in r + assert "wf_n_windows" in r + assert "wf_oos_sharpe_mean" in r def test_wf_consistency_range(close_6yr):