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fix: update WF test for new default (wf_rolling=True)

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This commit is contained in:
TPTBusiness
2026-05-04 22:04:05 +02:00
parent 7f5acccfd9
commit 71ceb9c809
1 changed files with 3 additions and 2 deletions
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test/backtesting/test_ftmo_oos.py
+3 -2
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@@ -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):