test_bootstrap

Test script for bootstrap confidence interval calculation.

NOTE: Bootstrap resampling is done SEPARATELY for each forecaster. At each iteration, we sample (with replacement) from each forecaster’s own predictions using their adjusted weights. This properly estimates the uncertainty in each forecaster’s individual score.

Functions

test_bootstrap_simple()	Test bootstrap CI with a simple synthetic case.
test_bootstrap_average_return()	Test bootstrap CI with average return metric.

Module Contents

test_bootstrap.test_bootstrap_simple()

Test bootstrap CI with a simple synthetic case.

test_bootstrap.test_bootstrap_average_return()

Test bootstrap CI with average return metric.