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    Correlation Check always fails

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    • A
      antinomy last edited by

      Hello,
      whenever I run a backtest on the server I get the message

      WARNING! 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.

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      • support
        support @antinomy last edited by

        @antinomy Hi, thanks a lot for pointing it out, we are working on it, sorry for the problem.

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        • support
          support @antinomy last edited by

          @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).

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