WYP calculated incorrectly

WYP(Worst Year profit) calculated have some error



for my Example 
this strategy real WYP value is 7 (which at YTD of 2014) 
but SQX result shows -31.1

Attachments
Strategy 44447 WYP ERROR.sqx
(35.61 KiB)
messageImage_1568281255363.jpg
(306.84 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

rr
#1

Ronen

12.09.2019 11:44

Task created

rr
#2

Ronen

12.09.2019 11:45
Voted for this task.
rr
#3

Ronen

12.09.2019 19:08

Subject changed from WYP calculated Error to WYP calculated incorrectly

TT
#4

Tamas

27.09.2019 11:32

Status changed from In progress to Fixed

Attachment WorstYearProfit.java added

Thanks for reporting. 


To fix it replace your WYP snippet with the one attached

\extend\Snippets\SQ\Columns\Databanks\WorstYearProfit.java


Votes: +1

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