15 lines
445 B
Go
15 lines
445 B
Go
package backtest
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import "testing"
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func TestMetrics(t *testing.T) {
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got := ComputeMetrics([]Point{
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point("START", "100", "0"),
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point("2024-01-02", "110", "0.10"),
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point("2024-01-03", "99", "-0.10"),
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}, []Trade{{Return: point("", "0", "0.10").Return}, {Return: point("", "0", "-0.10").Return}})
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if got.NumberOfTrades != 2 || got.WinRate != 0.5 || got.MaxDrawdown >= 0 || got.VaR95 >= 0 {
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t.Fatalf("unexpected metrics: %+v", got)
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}
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}
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