@sun-73 Dear sun-73,
Yes, the queue is indeed long at the moment, thank you for your patience.
Regards
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RE: Q21 submission
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RE: Getting logged out of account
@vg2001 Dear vg2001,
There were some problems with the servers, thank you for your patience.
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RE: WARNING: some dates are missed in the portfolio_history
@multi_byte-wildebeest Hi, the qnbt.backtest_ml is designed to avoid forward-looking as it processes the algorithm day-by-day (we call that multi-pass). That is safer than a full-time processing at once (single-pass) where all the time series is available to the user.
Let us see a concrete example: a user can define in the algorithm a global mean (in other words, the mean over all the time series). A single-pass processing will be forward-looking by construction, as at any point in time the global result of the mean will be available. That is bad.
A multi-pass processing mitigates the issue, as at point in time "t" only the mean on previous points in time is available. No forward-looking takes place.
qnbt.backtest_ml avoids this kind of forward looking.
However forward-looking is still possible, if for example the user uses a target in the future (the tomorrow price) to train the algorithm. This will be visible after the notebook processing. But precheck.ipynb will take care of this, and match the result after submission.
Is it possible that your algorithm uses unintentionally data points from the future? Normally is is very dangerous to use the shift function with negative arguments.
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RE: WARNING! Strategy trades non-liquid assets.
@commanderangle Hi, the reason is that the algorithm is generating non-negative weights for assets which are not liquid at some point in time, in other words they are not part of the Nasdaq index at that time.
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RE: Runtime Error?
@magenta-kabuto Dear magenta-kabuto,
It looks like your strategy exceeded timeout while the model was still training. Please, check how you train your model and also try running your strategy in an online environment to check if there was some problem with misconfiguration when switching from your local to online environment.
Regards -
RE: Runtime Error?
@magenta-kabuto Dear @magenta-kabuto,
Can you please provide the submission id for your strategy?
Regards -
RE: Submitting Deep Learning model-Filtered by Calculation time exceeded
@multi_byte-wildebeest is it taking 2-3 minutes for each point in time?
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RE: Differences between Sharpe in Precheck and Sharpe in strategy.ipynb
@multi_byte-wildebeest The Sharpe ratio on past data should be the same, what is the difference? Are you completely sure that no forward-looking is going on?
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RE: Optimization speed in python
@dark-pidgeot Hi, the question is a bit too generic, what do you need exactly to speed up?