Correlation Check always fails
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Hello,
whenever I run a backtest on the server I get the messageWARNING! Can't calculate correlation.
This has been happening since I started developing for the Q16 contest.
I don't know if this has any influence on the actual submission check and we'll soon have x times the quickstart template in the contest
Anyway, it would be good if the correlation check would work before we submitt algos that will eventually fail the correlation filter. -
@antinomy Hi, thanks a lot for pointing it out, we are working on it, sorry for the problem.
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@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).
