Stockpicker, Important - custom groups bug
My steps to get the bug:
1. I create a new custom group - an exact copy of the S&P 500 group (screen 1).
2. I open two copies of the same strategy & apply the same settings.
3. Testing the original "S&P 500" I get Ret/DD 10,55
4. Testing the same strategy on the "S&P 500 copy" I get Ret/DD 5.11 (!)
I have the same situation testing many stock groups and strategies. I'm using custom groups intensively for months, and I never spotted such a critical difference.
I don't know now which results are correct - the original S&P 500 or the copy ones.
The screens and strategy are attached.
Best regards,
Michal
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Votes 0
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Project StrategyQuant X
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Type Bug
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Status Fixed
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Priority Normal
History
Tamas
10.08.2023 14:26
Michal
10.08.2023 15:16
after replacing the file and SQX restart I don't see the default groups.
See screen.
BR
Michal
Tamas
10.08.2023 21:11You can download it here https://cdn.strategyquant.com/install/sq/137/SQX_137_final_win_20230807.zip
Don't forget to replace the jar after downloading the zip.
Tamas
Michal
11.08.2023 14:56Attachment DataManager.png added
Attachment SP500.png added
Attachment SP500Copy.png added
Attachment Scr1.png added
Unfortunately, the problem still exists.
1. I was using RC4 but now I'm using the final version from your link.
2. I replaced .jar file -> scr1
3. Make the same test by copying S&P500 tickers to the new group S&P500Copy:
- in Data Manager I see different numbers (scr)
- in backtest different results (scr)
BR,
Michal
Tamas
11.08.2023 15:06Please check sp500 group definition, search for symbol NL.D
Does it have correct definition like it is below ?
NL.D;04.03.1957;03.01.1994
Then check also the copied one. Both of the groups has to have the same list of tickers.
Other thing is that since final version each symbol has to have .D postfix, it is the same in cloud version AC.
Last thing what you can check is, turn on Stockpicker log in Trading options and go to Results->Stockpicer.
There is info about the loaded, backtest symbols on the top of the log.
T.
Michal
11.08.2023 16:22
Tamas
11.08.2023 16:34
I have no idea what could be the problem :( See the attached printscreen
We will release final sqx137 on Monday, fix will be included.
Michal
11.08.2023 18:26
The problem was that I opened SQX after installation, then closed, then changed .jar.
Order matters...
Now looks fine! Thanks.
Michal
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Hello, thanks for reporting the issue.
There was a UI bug in displaying the stock list.
Dates before 1970 were not displayed on Edit stocks dialog.
In the backend the group definition was correct but wrongly displayed in the UI.
For example, instead of NL.D;04.03.1957;03.01.1994 there was NL.D;03.01.1994
To apply the fix, please replace the file from the attachment and restart SQX.
\internal\plugins\DataManagerBasket\DataManagerBasket.jarPlease update the list of stocks in your custom groups to get correct backtest results.