Custom project task "Filter by correlation" have a few bugs and some features need improvement

Hi Tamas,


https://strategyquant.com/doc/programming-for-sq/example-plugin-a-complete-custom-project-task


I have read this document before, and it states that the custom project task is an extension of the previous databank plugin. The functionality that the previous databank plugin was able to implement is currently not available in the task, which means that there is no need to filter the existing strategies in the databank based on the existing databank. This feature is exactly what I need more.


In addition, the bugs and features I mentioned later are independent of the issues you mentioned, please pay attention to them:


https://roadmap.strategyquant.com/tasks/sq4_010519


bugs:
2.The databank includes Source, Target, and Existing. Every time I modify the corresponding databank, as long as I simply switch between tasks or projects and return to Filter by correlation task, I will find that the previously set Source databank returns to the default Results databank.Unable to save modified databank.

Features:
1.This Filter by Correlation task is very good and can serve as a supplement to the Automatic Portfolio builder Task. Because the automatic portfolio builder generates portfolios, while the Filter by Correlation task generates individual strategies, the latter has a wider range of applications.
2.The current Filter by Correlation task still lacks the ability to set parameters based on a certain metric rank and maximum strategies to store in databank. 
3.Referring to the design of the Automatic Portfolio Builder task, there can also be data range settings.
Please refer to the attached image for details.


Best regards.

Attachments
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status New
  • Priority Normal

History

4
#1

Jordan

22.12.2023 09:00

Task created

4
#2

Jordan

22.12.2023 09:04

Attachment Filter by Correlation features needed.jpg added

Filter by Correlation features needed.jpg
(182.89 KiB)
4
#3

Jordan

22.12.2023 09:04
Voted for this task.
4
#4

Jordan

22.12.2023 09:08
Additionally, please pay attention to this bug.

Votes: +1

Drop files to upload

or

choose files

Max size: 5MB

Not allowed: exe, msi, application, reg, php, js, htaccess, htpasswd, gitignore

...
Wait please