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allow percentiles in bt output #724

Merged
merged 1 commit into from
Mar 9, 2022
Merged

allow percentiles in bt output #724

merged 1 commit into from
Mar 9, 2022

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wangzhishi
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now backtest output table will include the percentiles if the original model configuration has such setting. unit test also added regarding this.

Fixes #613

@edwinnglabs edwinnglabs merged commit 2e9baaf into dev Mar 9, 2022
@edwinnglabs edwinnglabs deleted the dev-bt-percentile branch March 9, 2022 02:08
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Backtest to include confident interval
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