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B127 bugs here we go....

1. WF/Ret DD Ratio (OOS) <= some value, this check does not work anymore when applied to WFM results. Works in B126
 
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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

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Kc
#1

coensio

26.04.2020 16:58

Task created

Kc
#2

coensio

26.04.2020 17:04
Addition: No of the WFM based filters work in B127.
TT
#3

Tamas

27.04.2020 09:15

Status changed from New to In progress

TT
#4

Tamas

27.04.2020 12:54

Status changed from In progress to Waiting for information

Attachment cc.jpg added

Can you please attach the config file and a printscreen where I can see the problem ?


It works for me fine.

Kc
#5

coensio

27.04.2020 21:08
The problem is in custom workflows in filtering block. Just WFM test few strategies and try to filter them using a separate filtering block, it does not work.
Kc
#6

coensio

27.04.2020 21:16

Here is one proposal:

1. Please make a long, very long custom workflow, a testing workflow, that will cover all basic functionality.

2. Generate a dozen of 'reference' strategies of different type and save them.

3. Now every time you make something new (like a new release of SQX), use this workflow to retest this basic functionality of SQX. If nothing is broken the 'reference' strategies should go through the testing workflow without any issues. If something is not ok then, some of the 'reference' strategies will not pass the workflow.


Just think about it....


TT
#7

Tamas

28.04.2020 09:01

Status changed from Waiting for information to Fixed

Yes, there was a bug in Filtering task. Thanks for reporting it.
Votes: 0

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