first version

internal/features/rolling_test.go

@@ -0,0 +1,30 @@
+package features
+
+import (
+	"math"
+	"testing"
+)
+
+func TestRollingStats(t *testing.T) {
+	values := []float64{0.01, -0.01, 0.02, 0.03}
+	got := Rolling(values, 4, 0.5)
+	if !got.Available {
+		t.Fatal("expected rolling result")
+	}
+	if math.Abs(got.Mean-0.0125) > 1e-12 {
+		t.Fatalf("mean=%f", got.Mean)
+	}
+	if math.Abs(got.WinRate-0.75) > 1e-12 {
+		t.Fatalf("win=%f", got.WinRate)
+	}
+	if got.StdDev <= 0 || got.TStat <= 0 {
+		t.Fatalf("std/tstat invalid: %+v", got)
+	}
+}
+
+func TestRollingSigmaZero(t *testing.T) {
+	got := Rolling([]float64{0.01, 0.01, 0.01}, 3, 0.08)
+	if got.StdDev != 0 || got.TStat != 0 {
+		t.Fatalf("expected zero sigma/tstat, got %+v", got)
+	}
+}