trendmanagement / Tmqr-framework-2

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Alex Task Debug 2018-02-23 realtime - backtest misalignment. Discuss allocated time with Nik #106

Open spickering-git opened 6 years ago

spickering-git commented 6 years ago

@alexveden We are having trouble consolidating the realtime results and the backtesting. Could you have a look and make some suggestions. Discuss with Nik regarding allocated time.

advise @spickering-git if more detail needed.

We have been comparing with these 2 notebooks. https://10.0.1.2:8889/notebooks/Payoff%20From%20Account%20Positions/multiproduct_archived_performance.ipynb image select the account SmartCampaign_Diversified_Str_Concept_NO_GC that is running SmarteCampaign_Diversified_Str_Topselect

https://10.0.1.2:8888/notebooks/smart_campaign_generation/Top%20Select%20dashboards/Div_Futures_RR_PlusP_C_spreads_SmartC_Div_Str_Top_select_V5_Dec27_2017.ipynb in the following cell image

alexveden commented 6 years ago

Ok, I can dig into it. I do not exactly understand the problem, and probably would need to manually track about 3-4 hours. @nikolas-joyce could you take a look at Upwork contract, it's suspended due to payment issues, thx.

@spickering-git I've noticed this: image

nikolas-joyce commented 6 years ago

I will look into it . Thx

Sent from my iPhone

On Feb 26, 2018, at 7:25 AM, alexveden notifications@github.com<mailto:notifications@github.com> wrote:

Ok, I can dig into it. I do not exactly understand the problem, and probably would need to manually track about 3-4 hours. @nikolas-joycehttps://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fgithub.com%2Fnikolas-joyce&data=02%7C01%7C%7Cadfe730e937c48aa614e08d57d2d2ae4%7C84df9e7fe9f640afb435aaaaaaaaaaaa%7C1%7C0%7C636552555298525247&sdata=IUTzCDrQBKEetZKyibETDv9hrYnapDZ07xRNp%2FRsTGg%3D&reserved=0 could you take a look at Upwork contract, it's suspended due to payment issues, thx.

@spickering-githttps://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fgithub.com%2Fspickering-git&data=02%7C01%7C%7Cadfe730e937c48aa614e08d57d2d2ae4%7C84df9e7fe9f640afb435aaaaaaaaaaaa%7C1%7C0%7C636552555298525247&sdata=jUBA1w13c8ix624Xx7KzgodSmvw48tix8tDkk62y42c%3D&reserved=0 I've noticed this: [image]https://eur01.safelinks.protection.outlook.com/?url=https%3A%2F%2Fuser-images.githubusercontent.com%2F18488560%2F36678640-b824c722-1b2a-11e8-84f1-237f6d15a6c9.png&data=02%7C01%7C%7Cadfe730e937c48aa614e08d57d2d2ae4%7C84df9e7fe9f640afb435aaaaaaaaaaaa%7C1%7C0%7C636552555298525247&sdata=JITxs7FZrFd3KkCbeZk3RXTiPUMZ9ITuPP09OSEgwbo%3D&reserved=0

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