WFA skipped re-optimization date

Sometimes WFA run will skip the pre-configured reoptimization period and will extend it to the the last historical date. See attachment.

Attachments
SQX B124 WFA issue.png
(139.92 KiB)
  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

Kc
#1

coensio

02.10.2019 20:02

Task created

Kc
#2

coensio

02.10.2019 20:03
Voted for this task.
MF
#3

Mark Fric

09.10.2019 14:16

Status changed from New to Waiting for information

can you attach this strategy result or optimizer config? I cannot reproduce it.
Kc
#4

coensio

09.10.2019 14:23
I would rather not share it in public...
MF
#5

Mark Fric

10.10.2019 11:34

Status changed from Waiting for information to Fixed

I was able to reproduce it, it is improved

Votes: +1

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