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robustness testing seems to be broken in Retester

Here is the message i got when i tried to do some RT testing...


23:45:36.822 - Starting strategies retesting...
23:46:03.589 - Tested Strategy 9.3.15 - Error: java.lang.Exception: RobustnessTest failed. Exc: Invalid output index: 7 
at com.strategyquant.tradinglib.backtestrunner.BacktestRunner.computeRT(Unknown Source) 
at com.strategyquant.tradinglib.backtestrunner.BacktestRunner.processConditions(Unknown Source) 
at com.strategyquant.tradinglib.backtestrunner.BacktestRunner.completeResultsGroup(Unknown Source) 
at com.strategyquant.tradinglib.backtestrunner.BacktestRunner.execute(Unknown Source) 
at com.strategyquant.tradinglib.backtestrunner.B - 26.76 s.
23:46:21.204 - Tested Strategy 11.7.10 - Error: java.lang.Exception: RobustnessTest failed. Exc: Invalid output index: 5 
at com.strategyquant.tradinglib.backtestrunner.BacktestRunner.computeRT(Unknown Source) 
at com.strategyquant.tradinglib.backtestrunner.BacktestRunner.processConditions(Unknown Source) 
at com.strategyquant.tradinglib.backtestrunner.BacktestRunner.completeResultsGroup(Unknown Source) 
at com.strategyquant.tradinglib.backtestrunner.BacktestRunner.execute(Unknown Source) 
at com.strategyquant.tradinglib.backtestrunner.B - 44.38 s.
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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

j
#1

jmtc1230

04.02.2018 05:47

Task created

MF
#2

Mark Fric

16.02.2018 15:22

Status changed from New to Waiting for information

I'm trying to reproduce it but I cannot, I never get this exception.

Couldyou post your retester settings and if possible also strategy that you are testing?


It is probably related to some specific robustness tests configuration.

m
#3

mabi

17.02.2018 00:16
I get these error´s in Builder if I add and RT test but not in Retester.
j
#4

jmtc1230

19.02.2018 18:15

Attachment first runStrategy 954.sq4 added

Attachment Retest settings.xml added

Mark,


Here is an upload of a strategy and a settings file that failed.



Josh



j
#5

jmtc1230

19.02.2018 20:13
Mark - I just did another round of testing on 18 different strategies INCLUDING THE ONE I UPLOADED.  When I only run 10 simulations with all options checked it runs fine.  When I run 200 simulations with all options checked is when the error above shows up.  The issue seems to be the number of simulations.
MF
#6

Mark Fric

17.04.2018 06:24

Status changed from Waiting for information to Fixed

it should be fixed now, all robustness tests are completely reworked
Votes: 0

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