Automatic retest error when we use new data range

I usually use the automatic retest task to make another testing for a large number of robust strategies. These strategies are all fixed one contract strategies, but based on different data ranges. Because many commodities have very different historical data ranges.
      Every once in a while, when new sample data comes in, I need to test it again and again. Sometimes I need to add some different money management methods and test them again and again.
      1. bug: Once i need to reselect the data range instead of the full sample data for the test, it did not work. For example, most commodities have 10 years of historical data, but two commodities have only two or three years of historical data. In some cases, I only need to test two or three years of historical data on all strategies.
               So I recommend that :
         option1:when the user does not intentionally modify the date range in data setting, The time range of the retest should be based on the time range of the original strategy config(data range in last test ).
         option2: user modify the start day, end day.  we can test full sample data or  a specific time range.
      
2. As you can see, "retest only selected" option is missing in automati retest task, This is a very useful and convenient feature, it is in Retester 

Attachments
autoretest error with new data range.jpg
(34.29 KiB)
data setting in Atutomatic restest.jpg
(150.07 KiB)
  • Votes +2
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

b
#1

binhsir

05.03.2023 09:33

Task created

b
#2

binhsir

05.03.2023 09:34

Attachment retest only selected.jpg added

retest only selected.jpg
(195.80 KiB)
b
#3

binhsir

10.03.2023 12:36
Voted for this task.
TT
#4

Tamas

13.03.2023 16:13

Attachment image-0.png added

image-0.png
(494.18 KiB)
UPDATE

once I set correct date from/to it works fine. Maybe the problem occurs for multiple strategies with different date ranges 

E
#5

Emmanuel

15.03.2023 13:56
Voted for this task.
g
#6

Lee Guan Chuan

15.03.2023 15:42

Status changed from New to Fixed

Hi binhsir, 


I have tried several strategies with various date ranges and they are working correctly. If you haven't selected a date (checkbox is deactivated), the strategy will use the previous testing date range. 


If you continue to experience errors, please test the strategies individually and let us know which ones are causing the error. 


For custom projects, the "Retest only selected" feature is not necessary. Instead, you can copy the strategies to a different database and enable Automatic Retesting to test the specific databank. 


Thank you.

b
#7

binhsir

16.03.2023 12:57
I download the new  137dev4 version, yes it work. thanks very much.

You are right, for custom project,  the "Retest only selected" feature is not necessary. In fact, Automatic retest is so easy to use that it can even replace Retester completely.I'm going to submit another task to talk about my ideas.


Votes: +2

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