@support Hi again guys, I think the leaderboard is not updating again 😳

@cespadilla Yes, 15, sorry, thanks for finding the error in the mail. Originally we capped submissions to 5, and later increased to 15. We are also fixing the mail message now.

@support Ok, I see, thanks

@nikos84 Hi Nikos, the first source for information in the documentation at:

https://quantiacs.com/documentation/en/

However, the most update resource is the source code itself. As you can see in your personal area, you have a "root" directory for each strategy. The strategy file is called "strategy.ipynb", but many other files/directories are available to you:

Screenshot from 2021-09-08 11-34-54.png

The backtester, including the functions for loading data, is included in the "qnt" directory. The "qnt" directory itself includes several sub-directories and files:

Screenshot from 2021-09-08 11-35-44.png

Data functions can be inspected in the "data" folder:

Screenshot from 2021-09-08 11-36-36.png

You will see datasets for previous/current contests:

blockchaincom: "fundamental" data for BTC; blsgov: macro data from the Bureau of Labor Statistics; crypto: crypto data for a subset of cryptocurrencies, hourly resolution; cryptodaily: crypto data for all cryptos with largest market capitalization, adjusted for avoiding survivorship bias (Q16 contest); cryptofutures: BTC data for the Q15 crypto contest; futures: futures data for the Q15 managed futures contest; imf: data from the International Monetary Fund (commodities and spot fx).

@support ok, I see, all my systems look processed btw

@anthony_m Hi, sorry and thanks for the note, it is a bug we have fixed recently. If you try to submit your system now (a copy of the Q16 template) you will get an error message telling that the system is not eligible for a prize because it correlates too much with a template.

@nikos84 Hi, no, you should not provide your own data for defining the top10 cryptocurrencies according to market capitalization. Each asset for this contest has a field called "is_liquid" which gets values 0 (not in the top 10 according to market capitalization) or 1 (in the top 10 according to market capitalization). You can read it using:

is_liquid = data.sel(field="is_liquid")

When you define allocation weights later you can simply apply the filter as follows:

weights = weights * is_liquid

where "weights" are the allocation weights. The filter will set to zero weights for assets which do not belong to the top 10 according to market capitalization at a specific point in time.

@anthony_m Sorry, the problem is that we did not update the precheck file to reflect the "cryptodaily" contest, we will fix the issue....Note that "precheck" was a code used at the beginning for checking the output. Later we implemented a multi-pass backtester which makes automatically the checks. The call in the quick start:

weights = qnbt.backtest( competition_type= "crypto_daily_long", load_data= load_data, lookback_period= 365*4, start_date= "2014-01-01", strategy= strategy, analyze= True, build_plots= True )

makes the needed checks, and you can read output info in the notebook.

@antinomy Hello, sorry for the delay in the answer, the problem has been fixed in the meanwhile. If correlations are too high, you will get a warning. Note that correlations will be checked against template code and submissions to past contests of the same kind (which are not present currently as this is the 1st crypto long-only contest we run).

@wool-dewgong Hello, yes, if you work online you have a personal area at your disposal where you can save and load files. It is the same area where your strategy.ipynb file resides.

As far as tensorflow and pytorch are concerned, you can install them in your environment using the init file you find in your area (after cloning a strategy, or creating a new one) using conda or pip.

@support yes, they have

@support The webpage is fine now. Thank you for the prompt response!

@antinomy great! Sorry, there were many submissions on the last day.

We managed to reproduce this issue and we fixed it.

@captain-nidoran hi, all your strategies which will take part to the contest should be under the "In Contest" tab in the "Competition" section.

The migration "Candidates" -> "In Contest" was not immediate as we released minor improvements to the front-end side once the submission phase was over.

@magenta-grimer thank you @support 🙇 🙇 🙇 🙇 🙇 🙇
My compliments four your exceptional python skills

@sheikh Thanks, could you post the log you see on the notebook when the code fails? Thank you!

@support Thanks, mailing you!

@support Great! This route opens new possibilities in terms of model design. Thanks a lot!

@magenta-grimer sorry now it seems to work as it is....