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-rw-r--r--cli/cli_test.go22
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])
+}