WFM - Bug WFM Score always calculated based on the first metrics.., Result=FAILED everytime..

WFM - Bug WFM Score always calculated based on the first matrics.., Result=FAILED everytime..

More details in the screenshot attached,
I am using the WFM as part of my custom workflow,
Everytime doesn't matter what strategy i am using and even if i get like 5X5 metrics as passed, it will still give me a FAILED score, just because all the calculations of the score are based only out of the most top left square... which is in my case 5 RUNS /10 OOS...,

Tried everything, this is a bug.
Attachments
  • Votes +2
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

k
#1

Karish

11.10.2020 00:12

Task created

k
#2

Karish

11.10.2020 00:12

Attachment wfm.png added

Attachment wfm setttings.png added

wfm.png
(187.11 KiB)
wfm setttings.png
(54.59 KiB)
k
#3

Karish

11.10.2020 00:12
Voted for this task.
o
#4

Enric

11.10.2020 10:30
Voted for this task.
TT
#5

Tamas

02.11.2020 11:51

Status changed from New to Fixed

Attachment 3339151cefad001.png added

3339151cefad001.png
(249.49 KiB)

Hello Karish,


it is not a bug.


Please check the attached printscreen.


The left top panel (1) shows robustness score of the whole matrix.


It fails because it is not possible to find an area 3x3 where at least 12 results have score better than 90%.

How it can pass when max items in area 3x3 is 9 :)???? Increase the area or decrease the min results to 7.


The left  bottom panel (2) displays results of ONE specific WF result (one cell from the matrix).

If main result is selected (as it is on your printscreen) then it shows the result of the best WF from the matrix.


Tomas


Votes: +2

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