31 lines
662 B
Go
31 lines
662 B
Go
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package features
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import (
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"math"
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"testing"
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)
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func TestRollingStats(t *testing.T) {
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values := []float64{0.01, -0.01, 0.02, 0.03}
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got := Rolling(values, 4, 0.5)
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if !got.Available {
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t.Fatal("expected rolling result")
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}
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if math.Abs(got.Mean-0.0125) > 1e-12 {
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t.Fatalf("mean=%f", got.Mean)
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}
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if math.Abs(got.WinRate-0.75) > 1e-12 {
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t.Fatalf("win=%f", got.WinRate)
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}
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if got.StdDev <= 0 || got.TStat <= 0 {
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t.Fatalf("std/tstat invalid: %+v", got)
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}
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}
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func TestRollingSigmaZero(t *testing.T) {
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got := Rolling([]float64{0.01, 0.01, 0.01}, 3, 0.08)
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if got.StdDev != 0 || got.TStat != 0 {
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t.Fatalf("expected zero sigma/tstat, got %+v", got)
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}
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}
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