fix: honor explicit calibration horizon

This commit is contained in:
Курнат Андрей
2026-07-14 23:58:05 +03:00
parent e1a42a9011
commit 1f2fb011a7
2 changed files with 21 additions and 1 deletions
+9
View File
@@ -8,6 +8,7 @@ from tools.calibrate_torch_thresholds import (
_average_selected_predictions,
_apply_platt_calibration,
_build_torch_model,
_calibration_horizon,
_calibration_symbols,
_choose_recommendation,
_full_backtest,
@@ -78,6 +79,14 @@ def test_calibration_symbols_reject_malformed_artifact_symbols() -> None:
assert _calibration_symbols("", (), {"symbols": []}) == []
def test_explicit_calibration_horizon_selects_existing_multi_horizon_output() -> None:
entry = {"target_horizon": 12, "target_horizons": [3, 6, 12, 24]}
assert _calibration_horizon(entry, 24, explicit=True) == 24
assert _calibration_horizon(entry, 20, explicit=True) == 24
assert _calibration_horizon(entry, 24, explicit=False) == 12
def test_calibration_does_not_fallback_to_too_few_trades() -> None:
selected = _choose_recommendation(
[_result(trades=1, average=2.0, total=2.0, profit_factor=999.0)],