[SQ4 B9] "Keep only strategies that fit conditions below" in "Rankings" still wrongly applies to initial generation

This is the original bug-ticket for this issue from Beta 8:



https://roadmap.strategyquant.com/tasks/sq4_1239



Contrary to being "fixed" in Beta 9 (as said in the above ticket), this still exists in Beta 9. I am currently building on genetic evolution and have unchecked the "Filter generated initial population" (01.jpg). I have only selected a filter in "Ranking & Filtering" (02.jpg) and that filter should NOT apply to the initial population of course. Yet it still applies to the initial population as we can see from the log if SQ4 tries to build the initial population. We need a way that this filter in "Ranking & Filtering" is not applied to the initial generation but only for the following generations so that the genetic evolution can first begin to build some good systems out of a "low quality" initial population. And also otherwise the "Filter generated initial population" would be pretty useless if the one from "Ranking & Filtering" applies ALL the time, which it does right now as you can see in the log below - here the filter from "Ranking & Filtering" (> 1500 trades) prevents the initial population from getting built.

   - Main test - dismissed: Global filter: # of trades[Main data, In Sample] (57.00) > 1500 in 16.20 s.
22:55:54 Strategy 0.6.416
   - Main test - dismissed: Global filter: # of trades[Main data, In Sample] (67.00) > 1500 in 16.25 s.
22:55:54 Strategy 0.6.346
   - Main test - dismissed: Global filter: # of trades[Main data, In Sample] (91.00) > 1500 in 16.26 s.
22:55:54 Strategy 0.6.372
   - Main test - dismissed: Global filter: # of trades[Main data, In Sample] (90.00) > 1500 in 16.31 s.
22:55:54 Strategy 0.6.428
   - Main test - dismissed: Global filter: # of trades[Main data, In Sample] (57.00) > 1500 in 16.32 s.
22:55:54 Strategy 0.6.316
Attachments
02.jpg
(668.24 KiB)
01.jpg
(587.16 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

g
#1

geektrader

22.04.2018 01:03

Task created

MF
#2

Mark Fric

03.05.2018 15:50

Status changed from New to Fixed

there was a confusion with this rule, we removed choice of Throw away / keep. I tested conditions in initial generation and they should work now.

Votes: 0

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