[136 Dev 4] WFM Optimization different behavior
In 136 dev4, if i start a WFM with date 1-1-2005 to 10-10-2022 and default WFM settings, the end date coincides with the end of last IS run (see attached image). The resulting equity graph stops at 04-08-2021.
In the second example, using SQX 135 WFM with date 30-09-2013 to 20-09-2022, the end date coincides with the end of the last OOS period. So in the last line i have the settings from the last day for the future (other attached image)
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Votes +1
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Project StrategyQuant X
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Type Bug
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Status Waiting for information
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Priority Normal
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Assignee Mark Fric
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Category Backend
History
Blaster79
21.10.2022 09:57Description changed:
In 136 dev4, if i start a WFM with date 1-1-2005 to 10-10-2022 and default WFM settings, the end date coincides with the end of last IS run (see attached image). The resulting equity graph stops at 04-08-2021.
In the second example, using SQX 135 WFM with date 30-09-2013 to 20-09-2022, the end date coincides with the end of the last OOS period. So in the last line i have the settings from the last day for the future (other attached image)
Tamas
29.10.2022 16:38Assignee changed from Mark Fric to Mark Fric
Milestone changed from None to Build 136 Final
Category changed from None to Backend
Status changed from New to Waiting for information
0xjoeblack@proton.me
02.11.2022 14:02https://roadmap.strategyquant.com/tasks/sq4_9498
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