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Old WFA bug is back in B137

B137 contains a very old bug in WFA handling of historical data in IS/OOS days mode. See screenshot.
The OOS backtest should continue in 2023 even when year 2023 is not finished yet.

Attachments

WFA bug B137.png

(18.77 KiB)

Votes 0
Project StrategyQuant X
Type Bug
Status New
Priority Normal

History

coensio

05.11.2023 13:14

Task created

Votes: 0