Quantize MAE/MFE metrics.

edtechre · edtechre · commit c7a0e8e068d8 · 2024-03-23T10:34:30.000-07:00
diff --git a/src/pybroker/strategy.py b/src/pybroker/strategy.py
@@ -1510,6 +1510,8 @@ def _to_test_result(
             "return_pct",
             "agg_pnl",
             "pnl_per_bar",
+            "mae",
+            "mfe",
         ):
             trades_df[col] = quantize(
                 trades_df, col, self._config.round_test_result
