11 lines
414 B
Python
11 lines
414 B
Python
import pytest
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from scripts.portfolios._defs import PORTFOLIOS
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def test_port06_cap_backtest_numbers_locked():
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r = PORTFOLIOS["PORT06"].backtest()
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# regression-lock dei numeri del default (cap pairs 0.33) — vedi report_families
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assert r.full["sharpe"] == pytest.approx(6.07, abs=0.15)
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assert r.oos["sharpe"] == pytest.approx(8.19, abs=0.25)
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assert r.full["dd"] == pytest.approx(4.9, abs=0.5)
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