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AugurWorks / Engine

http://engine.augurworks.com/
MIT License
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Friday to Friday Set Not Running #7

Closed TheConnMan closed 8 years ago

TheConnMan commented 8 years ago

First ran 2 week CMS from 10/14 to 10/28, so predicting Thurs 10/29 for both. The Engine result was -.76% and the UI (NN) was +.94%. Thursday's actual was -1.3% When I tried to run from Friday to Friday, it gave me an error stating a data input did not not have data. I check and it did. The exact same data set ran from Wed to Wed per above.

TheConnMan commented 8 years ago

It's not a Friday to Friday bug, it's a "today" bug.

TheConnMan commented 8 years ago

I was able to replicate the error locally. The way I calculate days and offsets is by getting the data for all datasets across the widest day range then filtering down, meaning that all data sets (even though most are only using yesterdays data) need to have today's data available for the prediction to run. Also, any run for a number of days back to today (e.g. -14 days to 0 days) is trying to run off of today's data. That will only work in the evening once the markets have been closed for a while. A good date range for a prediction in the morning is -15 to -1 days, which will actually predict today's value. @augurworks1 does that line up with what you're seeing?

TheConnMan commented 8 years ago

This is showing up as an issue again.

TheConnMan commented 8 years ago

Issue has been resolved through various improvements and fixes.