rounding issues with seq-O



Sometimes I get this incorrect rounding of variables which offsets from the original value. In this particular test, the exact original value should be always equal to the optimized value. (because I have selected a 5-wide filter and allowed only 5 steps so optimizer MUST pick the middle which should always be the original) In the screenshots, you can see the rounding makes no sense. 













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Screenshot_290.png
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Strategy 52044 bug.sqx
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Screenshot_288.png
(15.45 KiB)
Screenshot_286.png
(12.50 KiB)
Screenshot_287.png
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  • Votes +5
  • Project StrategyQuant X
  • Type Bug
  • Status New
  • Priority Normal

History

b
#1

bentra

12.10.2022 17:34

Task created

b
#2

bentra

12.10.2022 17:35
Voted for this task.
CG
#3

Chris G

12.10.2022 21:22
Voted for this task.
KB
#4

kbtech

12.10.2022 23:31
Voted for this task.
k
#5

Karish

12.10.2022 23:33
Voted for this task.
k
#6

Karish

12.10.2022 23:36

I agree this looks like a thing that should be considered in a way

E
#7

Emmanuel

13.10.2022 13:02
Voted for this task.

Votes: +5

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