From 71ceb9c80936e6a3860d5a30f57a8a20108194e7 Mon Sep 17 00:00:00 2001 From: TPTBusiness Date: Mon, 4 May 2026 22:04:05 +0200 Subject: [PATCH] fix: update WF test for new default (wf_rolling=True) --- test/backtesting/test_ftmo_oos.py | 5 +++-- 1 file changed, 3 insertions(+), 2 deletions(-) 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):