B130: Optimization profile/SPP - different results between store all and store only best optim.

Hi guys,

I have Custom project which consist of a lot of Optimization tasks - every year has own optimization task. I noticed that strategies in databanks have different number of optimizations. I use settings Store only best optimization ( related problem https://roadmap.strategyquant.com/tasks/sq4_7545 ) and every run of optimization I get different number of Total optimizations (and other results). I suppose that this number should be same every time i run optim ( with same settings of course - described in attached PDF). 

Optimizations results with settings - Store all optim into databank is correct - First slide in PDF. Results with settings Store only best optim are EVERY TIME different, because all possible optimizations aren't done. 
Attachments
Optimization_problem_B130.pdf
(428.62 KiB)
Strategy 53877_EU_H1.sqx
(21.30 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority High

History

BS
#1

BobS

20.01.2021 09:24

Task created

IH
#2

clonex / Ivan Hudec

20.01.2021 13:33
Voted for this task.
MF
#3

Mark Fric

04.02.2021 08:21

Priority changed from Normal to High

MF
#4

Mark Fric

04.02.2021 14:15

Status changed from New to Fixed

I believe I fixed this with fixes for task 7545, it behaves correctly to me now.


Please check it in the Dev 2 version that will be released and if the problem persists, could you attach also your custom project?

BS
#5

BobS

05.02.2021 10:56
Thanks, Mark, I will check it and let you know



Votes: +1

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