[Build 125] Custom filters with (more or equal >=) for Profit factor in retest don't work as expected

PV

#1

nrsimha

29.11.2019 09:36

Task created

PV

#2

nrsimha

29.11.2019 11:38

Subject changed from Custom filters with (more or equal >=) in retest don't work as expected to Custom filters with (more or equal >=) for Profit factor in retest don't work as expected

PV

#3

nrsimha

29.11.2019 11:39

Subject changed from Custom filters with (more or equal >=) for Profit factor in retest don't work as expected to [Build 125] Custom filters with (more or equal >=) for Profit factor in retest don't work as expected

I have set Profit factor >= 1.3 in Ranking / Customs filters.

It works correctly for strategies which have profit factor > 1.3. They show as PASSED.
Does't work properly for strategies which have profit factor == 1.3. They show as FAILED.

Seems >= behaves as > for Profit factor in Ranking / Customs filters

When I use mouse hover on such failed strategy it shows "Global filter: Profit factor[Main data, IS] (1.3) >= 1.3".

I am using StrategyQuant X Pro Build 125

Please let me know if you need more information or screenshot.

TT

#4

Tamas

02.12.2019 18:06

Status changed from New to Fixed

Values are rounded to two decimal places after evaluating the conditions.

eg. exact value of stat can be 1.29999995 >= 1.3

it fails because it is not true, but in the log you see 1.3 instead of 1.29999995 "Global filter: Profit factor[Main data, IS] (1.3) >= 1.3".

Filtering works fine. I am closing the task

PV

#5

nrsimha

03.12.2019 10:28

Problem is that lowest value which stays in databank is 1.31, not 1.3 which I would expect.

1.3 should pass the test if value is set to >=1.3

[Build 125] Custom filters with (more or equal >=) for Profit factor in retest don't work as expected

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nrsimha

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