diff options
Diffstat (limited to 'cli/cli_test.go')
| -rw-r--r-- | cli/cli_test.go | 22 |
1 files changed, 22 insertions, 0 deletions
diff --git a/cli/cli_test.go b/cli/cli_test.go new file mode 100644 index 0000000..8290bce --- /dev/null +++ b/cli/cli_test.go @@ -0,0 +1,22 @@ +package cli + +import ( + "testing" + + "github.com/stretchr/testify/assert" +) + +func TestBacktestStatsUseUnroundedSamples(t *testing.T) { + absErrors := []float64{0, 0.1, 0.1} + + assert.InDelta(t, 1.0/15, meanAbsErr(absErrors), 1e-12) + assert.InDelta(t, 1.0/30, stdErrAbsErr(absErrors), 1e-12) +} + +func TestErrorDistributionUsesNearestRank(t *testing.T) { + distribution := errorDistribution([]float64{1, 2, 3, 4}, []float64{50, 75, 99}) + + assert.Equal(t, 2.0, distribution[50]) + assert.Equal(t, 3.0, distribution[75]) + assert.Equal(t, 4.0, distribution[99]) +} |
