@gjhernandezp Hi,
sorry for delay, you can check this topic:
https://quantiacs.com/community/topic/564/collections-has-no-attribute-iterable
Group Details Private
Global Moderators
Forum wide moderators
Member List
-
RE: Announcement of updates to the Q21 contest
@sun-73 Hi, thanks for the input, we will check the leaderboard and work on improving the presentation. As mentioned, we will apply the 10% roof once contest (live) starts.
-
RE: Clarification on time rules
@vg2001 Hi, the limit refers to point-in-time evaluation, namely 10 minutes per point in time, where points in time are the processed historical days.
-
RE: Allocation with volatility
@vg2001 Sorry for the delay. It is a bit different, we reserve the possibility to scale down volatility to 5%. This can happen if the algorithm (for example) concentrates allocations in a few assets and becomes inherently very risky to be traded.
-
RE: Q21 submission
@sun-73 Sorry for the problems, we extended the deadline and refactored the engine so that submissions will be processed faster.
-
RE: Extend strategy submission time Q21
@illustrious-felice Hi, sorry for the delay, we extended the deadline.
As far as looking forward is going on, this does not take place during the real-time simulation, as the code cannot access by construction the new data. This is true even if the code is written in a single-pass way.
If the user uses a single-pass implementation, however, looking forward in the in-sample period is possible of course, there it is responsibility of the user to prevent it. Single-pass has access to all the time series.
-
RE: Data loading in online Env
@magenta-kabuto Hi, did you try it? The slice function is designed to return all weights.
-
RE: Why we need to limit the time to process the strategy ?
@multi_byte-wildebeest Hi, these limitations refer to the processing time per point in time, not for the full strategy.
If it takes 10 minutes per historical day, and the simulation has to take into account 250 days for let us say 10 years, the multi-pass simulation would process 6 days per hour, 144 days per real day, that means 2 weeks of processing time for the full submission, it is a lot of time.
-
RE: Acess previous weights
@magenta-kabuto Hi, I am not sure I understand you correctly, maybe you can use the stateful version of the backtester as we described here:
https://quantiacs.com/documentation/en/reference/evaluation.html#stateful-multi-pass-backtesting
which will preserve in memory previous state.
-
RE: Why we need to limit the time to process the strategy ?
Dear @multi_byte-wildebeest,
We have limitations regarding resources and how much we can allow at most for training ML models.
Regards