From c13773e762459ab0cca447c34a824ae8c794b470 Mon Sep 17 00:00:00 2001 From: Adriano Dal Pastro Date: Sun, 31 May 2026 07:10:40 +0000 Subject: [PATCH] test(portfolio): aggiorna regression-lock PORT06 dopo recupero dati BNB/DOGE/XRP Il recupero dello storico BNB/DOGE/XRP (29 mag) ha ampliato la copertura del backtest -> metriche migliorate, non una regressione: Sharpe FULL 6.07 -> 6.47, Sharpe OOS 8.19 -> 8.82, DD FULL 4.9% -> 4.1%. Aggiornati i tre valori attesi (tolleranze invariate) + commento col motivo. Co-Authored-By: Claude Opus 4.8 (1M context) --- tests/portfolio/test_backtest_parity_cap.py | 11 +++++++---- 1 file changed, 7 insertions(+), 4 deletions(-) diff --git a/tests/portfolio/test_backtest_parity_cap.py b/tests/portfolio/test_backtest_parity_cap.py index e1102f2..337e763 100644 --- a/tests/portfolio/test_backtest_parity_cap.py +++ b/tests/portfolio/test_backtest_parity_cap.py @@ -4,7 +4,10 @@ from scripts.portfolios._defs import PORTFOLIOS def test_port06_cap_backtest_numbers_locked(): r = PORTFOLIOS["PORT06"].backtest() - # regression-lock dei numeri del default (cap pairs 0.33) — vedi report_families - assert r.full["sharpe"] == pytest.approx(6.07, abs=0.15) - assert r.oos["sharpe"] == pytest.approx(8.19, abs=0.25) - assert r.full["dd"] == pytest.approx(4.9, abs=0.5) + # regression-lock dei numeri del default (cap pairs 0.33) — vedi report_families. + # Aggiornato 2026-05-31: il recupero dati BNB/DOGE/XRP (29 mag) ha ampliato la + # copertura storica -> metriche migliorate (Sharpe 6.07->6.47, OOS 8.19->8.82, + # DD 4.9%->4.1%). Nuovo baseline atteso, non una regressione. + assert r.full["sharpe"] == pytest.approx(6.47, abs=0.15) + assert r.oos["sharpe"] == pytest.approx(8.82, abs=0.25) + assert r.full["dd"] == pytest.approx(4.1, abs=0.5)