Time pattern on retest strategies.

Hello,
I have retested bunch of strategies, and found that there are time consumption patterns.
Time consumption pattern must be randomly distributed because strategies had been randomly generated.
But there were patterns I could find. I think there are some inefficient work SQ made while retest.
Please check this problem. Thanks.


Malim

Attachments
RetestLog.txt
(19.28 KiB)
RetestLog.png
(37.11 KiB)
RetestTimePatterns.xlsx
(35.48 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

?
#1

anonymous

09.09.2017 14:07

Task created

MF
#2

Mark Fric

21.10.2017 10:19
I'll look at it
k
#3

rnd_7378f217b90kkk

26.10.2017 03:49

Attachment TimeSpentGraph.png added

I have tested it again.

I copied 40 strategies from just one strategy. (all strategies are exactly same, but have different names)

And started retest with them.

Result is like this. please see the attachment.

(Stopped after 33rd retest)


Malim


MF
#4

Mark Fric

09.11.2017 15:37

Status changed from New to Fixed

it looks like some problem with continually slower and slower test. I tried to reproduce it, but in my test it works correctly - I already made some fimprovements in testing engine, so it is possible I fixed it with it.


I loaded the same strategy 30 times, and tested it. Each test took approximately same time.


Votes: 0

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