[B136 Dev2] "Ichimoku - Exception in backtest: Invalid output index: 4" error appears during Ichimoku Signal processing.

Steps to reproduce:
Just run the custom project file.




Error logs 1 ###
13:46:38.647 [Blocking computeThread common #9 - Builder_1-Generation 2.0.21] DEBUG BacktestDataFeed - SEND TOOK: 3716 ms, ticks: 28899120
13:46:38.727 [Blocking computeThread common #9 - Builder_1-Generation 2.0.21] DEBUG BacktestEngine - Backtest finished in : 3718 ms.
13:46:38.727 [Blocking computeThread common #9 - Builder_1-Generation 2.0.21] DEBUG BacktestEngine - Stats computation finished in : 79 ms.
13:46:38.733 [Blocking computeThread common #9 - Builder_1-Generation 2.0.21] DEBUG BacktestRunner - Fitness computed to: 0.2419354849176154
13:46:38.733 [Blocking computeThread common #9] DEBUG c.s.t.project.ProgressEngine - Build strategies : Strategy 2.0.21
   - Main test - dismissed: Initial population filter: Profit factor[Main data] (0.96) > 1in 3.80 s.
13:46:38.734 [Blocking computeThread common #9] DEBUG c.s.g.c.p.MultithreadComputePerformer - Job Builder_1-Generation 2.0.21(b521a5_Builder_1) finished. Running blocking jobs: 14, non-blocking tasks: 4. Available cores:15, Waiting tasks:0
13:46:38.734 [Blocking computeThread common #9] DEBUG c.s.g.c.p.MultithreadComputePerformer - Trying to execute job. Running blocking jobs: 14, non-blocking tasks: 4. Available cores:15, Waiting tasks:0
13:46:38.734 [Blocking computeThread common #9] DEBUG c.s.g.c.p.MultithreadComputePerformer - Running job: Builder_3-Generation 4.0.8(b521a5_Builder_3). Blocking: true
13:46:38.734 [Blocking computeThread common #9 - Builder_3-Generation 4.0.8] DEBUG BacktestEvaluator - --- Job Strategy 4.0.8 started
13:46:38.734 [Blocking computeThread common #9 - Builder_3-Generation 4.0.8] DEBUG BacktestRunner - Backtest runner Strategy 4.0.8 started
13:46:38.741 [Blocking computeThread common #9] ERROR GPGenerationalEngine - There was exception evaluating candidate, exception: com.strategyquant.datalib.TradingException: Invalid output index: 4 in block Ichimoku, error: Exception in backtest: Invalid output index: 4 in block Ichimoku
13:46:38.743 [Blocking computeThread common #9] DEBUG c.s.t.project.ProgressEngine - Build strategies : Strategy 4.0.8
   - Exception in backtest: Invalid output index: 4 in block Ichimoku - in 0.01 s.
13:46:38.743 [Blocking computeThread common #9] DEBUG c.s.g.c.p.MultithreadComputePerformer - Job Builder_3-Generation 4.0.8(b521a5_Builder_3) finished. Running blocking jobs: 14, non-blocking tasks: 4. Available cores:15, Waiting tasks:0
13:46:38.743 [Blocking computeThread common #9] DEBUG c.s.g.c.p.MultithreadComputePerformer - Trying to execute job. Running blocking jobs: 14, non-blocking tasks: 4. Available cores:15, Waiting tasks:0
13:46:38.743 [Blocking computeThread common #9] DEBUG c.s.g.c.p.MultithreadComputePerformer - Running job: Builder_3-Generation 4.0.9(b521a5_Builder_3). Blocking: true
13:46:38.743 [Blocking computeThread common #9 - Builder_3-Generation 4.0.9] DEBUG BacktestEvaluator - --- Job Strategy 4.0.9 started
13:46:38.743 [Blocking computeThread common #9 - Builder_3-Generation 4.0.9] DEBUG BacktestRunner - Backtest runner Strategy 4.0.9 started




Error logs 2 ###
13:46:46.597 [Blocking computeThread common #5 - Builder_3-Generation 4.0.25] DEBUG BacktestEngine - Backtest finished in : 3691 ms.
13:46:46.597 [Blocking computeThread common #5 - Builder_3-Generation 4.0.25] DEBUG BacktestEngine - Stats computation finished in : 60 ms.
13:46:46.602 [Blocking computeThread common #5 - Builder_3-Generation 4.0.25] DEBUG BacktestRunner - Fitness computed to: 0.3991416342828622
13:46:46.602 [Blocking computeThread common #5 - Builder_3-Generation 4.0.25] DEBUG BacktestRunner - Backtest runner Strategy 4.0.25 finished in 3.7570 s.
13:46:46.602 [Blocking computeThread common #5] DEBUG c.s.t.project.ProgressEngine - Build strategies : Strategy 4.0.25
   - Main test - OK in 3.76 s.
   - initial generation, not saving to databank
13:46:46.602 [Blocking computeThread common #5] DEBUG c.s.g.c.p.MultithreadComputePerformer - Job Builder_3-Generation 4.0.25(b521a5_Builder_3) finished. Running blocking jobs: 14, non-blocking tasks: 4. Available cores:15, Waiting tasks:0
13:46:46.602 [Blocking computeThread common #5] DEBUG c.s.g.c.p.MultithreadComputePerformer - Trying to execute job. Running blocking jobs: 14, non-blocking tasks: 4. Available cores:15, Waiting tasks:0
13:46:46.602 [Blocking computeThread common #5] DEBUG c.s.g.c.p.MultithreadComputePerformer - Running job: Builder_0-Generation 1.0.39(b521a5_Builder_0). Blocking: true
13:46:46.603 [Blocking computeThread common #5 - Builder_0-Generation 1.0.39] DEBUG BacktestEvaluator - --- Job Strategy 1.0.39 started
13:46:46.603 [Blocking computeThread common #5 - Builder_0-Generation 1.0.39] DEBUG BacktestRunner - Backtest runner Strategy 1.0.39 started
13:46:46.616 [Blocking computeThread common #5] ERROR GPGenerationalEngine - There was exception evaluating candidate, exception: com.strategyquant.datalib.TradingException: Invalid output index: 4 in block Ichimoku, error: Exception in backtest: Invalid output index: 4 in block Ichimoku
13:46:46.617 [Blocking computeThread common #5] DEBUG c.s.t.project.ProgressEngine - Build strategies : Strategy 1.0.39
   - Exception in backtest: Invalid output index: 4 in block Ichimoku - in 0.01 s.
13:46:46.617 [Blocking computeThread common #5] DEBUG c.s.g.c.p.MultithreadComputePerformer - Job Builder_0-Generation 1.0.39(b521a5_Builder_0) finished. Running blocking jobs: 14, non-blocking tasks: 4. Available cores:15, Waiting tasks:0
13:46:46.617 [Blocking computeThread common #5] DEBUG c.s.g.c.p.MultithreadComputePerformer - Trying to execute job. Running blocking jobs: 14, non-blocking tasks: 4. Available cores:15, Waiting tasks:0
13:46:46.617 [Blocking computeThread common #5] DEBUG c.s.g.c.p.MultithreadComputePerformer - Running job: Builder_0-Generation 1.0.40(b521a5_Builder_0). Blocking: true
13:46:46.617 [Blocking computeThread common #5 - Builder_0-Generation 1.0.40] DEBUG BacktestEvaluator - --- Job Strategy 1.0.40 started




Error logs 3 ###
13:47:11.474 [Blocking computeThread common #14 - Builder_3-Generation 4.0.50] DEBUG BacktestDataFeed - SEND TOOK: 3603 ms, ticks: 28899120
13:47:11.586 [Blocking computeThread common #14 - Builder_3-Generation 4.0.50] DEBUG BacktestEngine - Backtest finished in : 3603 ms.
13:47:11.587 [Blocking computeThread common #14 - Builder_3-Generation 4.0.50] DEBUG BacktestEngine - Stats computation finished in : 113 ms.
13:47:11.589 [Blocking computeThread common #14 - Builder_3-Generation 4.0.50] DEBUG BacktestRunner - Fitness computed to: 0.19999999999999996
13:47:11.589 [Blocking computeThread common #14] DEBUG c.s.t.project.ProgressEngine - Build strategies : Strategy 4.0.50
   - Main test - dismissed: Initial population filter: Profit factor[Main data] (0.87) > 1in 3.72 s.
13:47:11.590 [Blocking computeThread common #14] DEBUG c.s.g.c.p.MultithreadComputePerformer - Job Builder_3-Generation 4.0.50(b521a5_Builder_3) finished. Running blocking jobs: 14, non-blocking tasks: 4. Available cores:15, Waiting tasks:0
13:47:11.590 [Blocking computeThread common #14] DEBUG c.s.g.c.p.MultithreadComputePerformer - Trying to execute job. Running blocking jobs: 14, non-blocking tasks: 4. Available cores:15, Waiting tasks:0
13:47:11.590 [Blocking computeThread common #14] DEBUG c.s.g.c.p.MultithreadComputePerformer - Running job: Builder_0-Generation 1.0.72(b521a5_Builder_0). Blocking: true
13:47:11.590 [Blocking computeThread common #14 - Builder_0-Generation 1.0.72] DEBUG BacktestEvaluator - --- Job Strategy 1.0.72 started
13:47:11.590 [Blocking computeThread common #14 - Builder_0-Generation 1.0.72] DEBUG BacktestRunner - Backtest runner Strategy 1.0.72 started
13:47:11.599 [Blocking computeThread common #14] ERROR GPGenerationalEngine - There was exception evaluating candidate, exception: com.strategyquant.datalib.TradingException: Invalid output index: 4 in block Ichimoku, error: Exception in backtest: Invalid output index: 4 in block Ichimoku
13:47:11.599 [Blocking computeThread common #14] DEBUG c.s.t.project.ProgressEngine - Build strategies : Strategy 1.0.72
   - Exception in backtest: Invalid output index: 4 in block Ichimoku - in 0.01 s.
13:47:11.600 [Blocking computeThread common #14] DEBUG c.s.g.c.p.MultithreadComputePerformer - Job Builder_0-Generation 1.0.72(b521a5_Builder_0) finished. Running blocking jobs: 14, non-blocking tasks: 4. Available cores:15, Waiting tasks:0
13:47:11.600 [Blocking computeThread common #14] DEBUG c.s.g.c.p.MultithreadComputePerformer - Trying to execute job. Running blocking jobs: 14, non-blocking tasks: 4. Available cores:15, Waiting tasks:0
13:47:11.600 [Blocking computeThread common #14] DEBUG c.s.g.c.p.MultithreadComputePerformer - Running job: Builder_0-Generation 1.0.73(b521a5_Builder_0). Blocking: true
13:47:11.600 [Blocking computeThread common #14 - Builder_0-Generation 1.0.73] DEBUG BacktestEvaluator - --- Job Strategy 1.0.73 started
13:47:11.600 [Blocking computeThread common #14 - Builder_0-Generation 1.0.73] DEBUG BacktestRunner - Backtest runner Strategy 1.0.73 started

Attachments
Ichimoku.cfx
(35.18 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

HS
#1

NAPA

28.08.2022 08:53

Task created

TT
#2

Tamas

01.09.2022 21:13

Subject changed from [B136 Dev2] "Exception in backtest: Invalid output index: 4" error appears during Ichimoku Signal processing. to [B136 Dev2] "Ichimoku - Exception in backtest: Invalid output index: 4" error appears during Ichimoku Signal processing.

HS
#3

NAPA

02.09.2022 01:39

Please check the following also:

--Re: Ichimoku error happens on invalid timing - [WNL-ZCKZX-605]

(Please ask, Tomas Matejka)


[WNL-ZCKZX-605] issue also triggers "Invalid output index: 4 in block Ichimoku".

The key point is "When testing the Aroon signal, Got index 4 Ichimoku error".


TT
#4

Tamas

02.09.2022 03:21
related task https://roadmap.strategyquant.com/tasks/sq4_9204
MF
#5

Mark Fric

05.09.2022 10:32

Status changed from New to Fixed


Votes: 0

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