import pytest 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)