RT test in retester is slow and some bugs

1, robustness tests (400 simulations)  with methods randomize strategy param(10% probality, 20 max change)

will output errors as below


08:36:12.762 - Tested Strategy 0.3534545 - OK - 586.12 s.
08:36:12.762 - Project stopped
08:44:03.807 - Starting strategies retesting...
08:44:09.963 - Tested Strategy 0.1322688 - Error: java.lang.Exception: RobustnessTest failed. Exc: null 
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.BacktestRunner.execu - 6.15 s.
08:44:42.702 - Tested Strategy 0.1639837 - Error: java.lang.Exception: RobustnessTest failed. Exc: null 
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.BacktestRunner.execu - 38.89 s.
08:48:54.855 - Project stopped
08:49:00.015 - Tested Strategy 0.517621 - OK - 0.00 s.
08:49:00.749 - Tested Strategy 0.3469020 - OK - 0.00 s.
08:49:04.473 - Tested Strategy 0.3941577 - OK - 0.00 s.
08:49:21.582 - Starting strategies retesting...
08:49:23.814 - Tested Strategy 0.1639837 - Error: java.lang.Exception: RobustnessTest failed. Exc: null 
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.BacktestRunner.execu - 2.23 s.
08:49:25.944 - Tested Strategy 0.1322688 - Error: java.lang.Exception: RobustnessTest failed. Exc: null 
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.BacktestRunner.execu - 4.36 s.
08:54:38.937 - Project stopped
08:54:43.980 - Tested Strategy 0.517621 - OK - 0.00 s.
08:54:46.387 - Tested Strategy 




2, Many testing methods, except randomize trades order and randomly skip trades,  run tobuestness test with 400 simulations, run very very slow.

Attachments
error100b.png
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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

e
#1

eastpeace

06.02.2018 05:06

Task created

MF
#2

Mark Fric

17.04.2018 06:13

Status changed from New to Fixed


Votes: 0

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