„Existing Portfolio“ option as Fitness ranking

Hello,


I am currently trying out the new dev build 130.434 and observed the following bug:


 

When selecting the new „Existing Portfolio“ option as Fitness ranking: (image-0.png)

 

Inside a custom Project, defining weighted Fitness, and changing to another Task in the Project,

after returning to this Task, is is Always switched back to „Main Data backtest“: (image-1.png)

 

…and furthermore the Fitness weighting is messed up.


 

Would be great if you can find and eliminate this bug as I love the new feature (if it would work)!

Please make sure all Settings in custom Projects remain exactly as the user defined them as this is actually not the case at the Moment.

Settings do not seem to be „reliable“, also in stable SQX Version even, which is strange and annoying behavior because you never know whether your Settings are used or not….


Another example for this: (image-2.png)


this is not linked to a specific config or strategy.

The bug appears in any custom Project but I attached sample strat&config for you.


 

In Builder with original Standard Settings, it seems to work as expected.

So I guess it must be something wrong with custom Projects.


 


 

It is linked to Genetic Evolution:


 

With random Generation, there is no Problem.

However, as soon as Genetic Evolution starts Crossover/Mutation, the entry symmetry is not respected anymore: (image-3.png)


Thanks in Advance.


 

Best wishes

Attachments
image-1.png
(23.87 KiB)
image-2.png
(38.77 KiB)
image-3.png
(52.37 KiB)
SQX_BUG_SAMPLE.cfx
(35.74 KiB)
SYMMETRY_BUG_SAMPLE_Strategy 4718.sqx
(76.11 KiB)
image-0.png
(21.12 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

TH
#1

Tomas Hruby

20.11.2020 12:01

Task created

TT
#2

Tamas

22.11.2020 11:07

Status changed from New to Fixed

I was able to reproduce the bug and fixed it.

It happened only in Retester


Votes: 0

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