Fitness bug! Different results in classic builder than custom build task with exact same settings.

No strategies come after hours in the custom build task vs about 100/hr in the classic builder, I tried it a few times on each to make sure I'm not taking crazy pills. No strategies ever get through in the custom build task version of builder.... screenshots are typical results.

EDIT:
I restarted SQX again and now it's suddenly producing strategies at the same rate in the custom build task, although I had already restarted SQX once to rule it out....

EDIT:
Today it happened again with debug mode turned on, I will attach the logs. below

EDIT:
I have some additional information. First of all, I noticed the fitness calculation is the problem 100%, it is being calculated way differently in the custom build task than it is in the classic builder.


Second of all, I tried creating a fresh workflow and adding one single build task. This new workflow is calculating fitness correctly. Then I tried adding a new task to my original workflow. The new build task in the original workflow is working correctly too. I double-checked the first original build task in the original workflow and it is still NOT calculating fitness correctly. The workflow or the first build task must be corrupted. I will attach the workflow! The top first build task is not calculating fitness correctly yet the last build task is properly calculating fitness. 

Something equally strange: I slid the new build task to the first slot of the workflow in front of the old original build task (and switched off the original build task) and then the new build task started calculating fitness wrong. But sliding the new build task to the second position and it started calculating fitness correctly again! Very wtf 
Attachments
2022-02-18.png
(833.37 KiB)
bbuld.cfx
(36.87 KiB)
2022-02-18 1.png
(417.70 KiB)
  • Votes +13
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

b
#1

bentra

18.02.2022 20:42

Task created

b
#2

bentra

18.02.2022 20:42
Voted for this task.
l
#3

Loonly

18.02.2022 20:51
Voted for this task.
g
#4

geektrader

18.02.2022 21:04
Voted for this task.
b
#5

bentra

18.02.2022 21:10

Attachment market-xtraexits2.sqx added

market-xtraexits2.sqx
(2.49 KiB)
template
CG
#6

Chris G

18.02.2022 21:38
Voted for this task.
b
#7

bentra

18.02.2022 21:50

Description changed:

No strategies come after hours in the custom build task vs about 100/hr in the classic builder, I tried it a few times on each to make sure I'm not taking crazy pills. No strategies ever get through in the custom build task version of builder.... screenshots are typical results.

EDIT:
I restarted SQX again and now it's suddenly producing strategies at the same rate in the custom build task, although I had already restarted SQX once to rule it out....

o
#8

Enric

19.02.2022 10:43
Voted for this task.
b
#9

bentra

19.02.2022 13:49

Attachment 2022-02-19.png added

2022-02-19.png
(754.62 KiB)
Started doing it again...
b
#10

bentra

19.02.2022 19:59

Attachment 2022-02-19 1.png added

Attachment 2022-02-19 3.png added

Attachment 2022-02-19 2.png added

Attachment Build21.cfx added

Attachment market-xtraexits2.sqx added

2022-02-19 2.png
(639.59 KiB)
Build21.cfx
(36.88 KiB)
2022-02-19 3.png
(677.85 KiB)
2022-02-19 1.png
(875.55 KiB)
market-xtraexits2.sqx
(2.49 KiB)
Today it's happening again and this time I have debug mode turned on, hope it helps.

I noticed the pattern in the dismissal stats. In classical builder, only a very small % is filtered by the 0.9 fitness filter as opposed to the custom build task where it is much higher. Maybe it's the intermittent fitness issue. I attached my new template and build config. And the logs I might have to email in. Screenshots are from  (1)February ‎19, ‎2022, ‏‎1:36:09 PM and (2)February ‎19, ‎2022, ‏‎1:23:00 PM and (3)February ‎19, ‎2022, ‏‎1:43:00 PM. 100k strats generated and nothing was accepted in the custom build task where like 1 every 10 seconds are accepted in the classic builder. Emailing the logs now.
CG
#11

Chris G

19.02.2022 22:29
Its the same template that you used in builder, that you load on Custom Projects right?


JH
#12

Jabezz

20.02.2022 02:01
Voted for this task.
b
#13

bentra

20.02.2022 04:34
Everything is the same I just save/load the config file. The template filename is specified in the config file. I just clicked template reload on both and double-checked the filename and still the same results.
b
#14

bentra

21.02.2022 05:07
Ben SQ-dump.zip (https://drive.google.com/file/d/1wkEk3X1LgAnJeohRoNXZFzTEIt7l-Fu4/view?usp=drive_web)



E
#15

Emmanuel

21.02.2022 09:19
Voted for this task.
b
#16

bentra

22.02.2022 07:07

Description changed:

No strategies come after hours in the custom build task vs about 100/hr in the classic builder, I tried it a few times on each to make sure I'm not taking crazy pills. No strategies ever get through in the custom build task version of builder.... screenshots are typical results.

EDIT:
I restarted SQX again and now it's suddenly producing strategies at the same rate in the custom build task, although I had already restarted SQX once to rule it out....

EDIT:
Today it happened again with debug mode turned on, I will attach the logs. below

EDIT:
I have some additional information. First of all, I noticed the fitness calculation is the problem 100%, it is being calculated way differently in the custom build task than it is in the classic builder.

Second of all, I tried creating a fresh workflow and adding one single build task. This new workflow is calculating fitness correctly. Then I tried adding a new task to my original workflow. The new build task in the original workflow is working correctly too. I double-checked the first original build task in the original workflow and it is still NOT calculating fitness correctly. The workflow or the first build task must be corrupted. I will attach the workflow! The top first build task is not calculating fitness correctly yet the last build task is properly calculating fitness. 

Attachment Flow1.cfx added

Flow1.cfx
(119.36 KiB)
b
#17

bentra

22.02.2022 07:27

Description changed:

No strategies come after hours in the custom build task vs about 100/hr in the classic builder, I tried it a few times on each to make sure I'm not taking crazy pills. No strategies ever get through in the custom build task version of builder.... screenshots are typical results.

EDIT:
I restarted SQX again and now it's suddenly producing strategies at the same rate in the custom build task, although I had already restarted SQX once to rule it out....

EDIT:
Today it happened again with debug mode turned on, I will attach the logs. below

EDIT:
I have some additional information. First of all, I noticed the fitness calculation is the problem 100%, it is being calculated way differently in the custom build task than it is in the classic builder.

Second of all, I tried creating a fresh workflow and adding one single build task. This new workflow is calculating fitness correctly. Then I tried adding a new task to my original workflow. The new build task in the original workflow is working correctly too. I double-checked the first original build task in the original workflow and it is still NOT calculating fitness correctly. The workflow or the first build task must be corrupted. I will attach the workflow! The top first build task is not calculating fitness correctly yet the last build task is properly calculating fitness. 

Something equally strange: I slid the new build task to the first slot of the workflow in front of the old original build task (and switched off the original build task) and then the new build task started calculating fitness wrong. But sliding the new build task to the second position and it started calculating fitness correctly again! Very wtf

m
#18

mabi

25.02.2022 23:21
Voted for this task.
b
#19

bentra

15.03.2022 04:06

Subject changed from Different results in classic builder than custom build task with exact same settings. to Fitness bug! Different results in classic builder than custom build task with exact same settings.

b
#20

bentra

16.04.2022 18:11
Similar fitness bug affecting optimizations as well.
IN
#21

altenburg90

18.04.2022 02:03
Voted for this task.
M
#22

MM1

19.04.2022 14:06
Voted for this task.
b
#23

bentra

20.04.2022 18:52
The good news is I haven't seen this bug in b136 dev1 so it might be fixed possibly when this improvement was made: https://roadmap.strategyquant.com/tasks/sq4_8379


Cc
#24

Cyber

21.04.2022 02:17
Voted for this task.
TT
#25

Tamas

01.06.2022 14:03

Status changed from New to Fixed

This bug should be already fixed in the latest dev build 136.
k
#26

Karish

17.06.2022 16:45
Voted for this task.
k
#27

Karish

17.06.2022 16:50
I noticed the same issue with my research using 135 build, hopefully it is 100% fixed in build 136, because Fitness is very important, it is the core thing of the engine, if its not working well then the genetic results are just less fitted this includes everything else, such as Optimizations etc,

Now i see why SeqOpt gives such a bad results, it is a fitness issue, it is only after i just lost my mind why the results are so weird and started to research about @bentra confirmed to me that there is an issue with the fitness function,

anyway lets hope it is fixed
k
#28

Karish

19.06.2022 14:19
This is still un-fixed in build 136 Dev,

https://roadmap.strategyquant.com/tasks/sq4_9005


i created a bug task with a perfect screenshot that describes the difference between the result of the fitness function in Builder and Custom Project's Builder.


JJ
#29

jjsb41

19.06.2022 15:04
Voted for this task.

Votes: +13

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