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Consolidated issues for Week Nov 24- Nov31 Need to prioritize #91

Open nikolas-joyce opened 6 years ago

nikolas-joyce commented 6 years ago

I am still looking at the smart campaign deployment so i have not included any issues related to that here.

@alexveden Friday 24 Nov task list

  1. deltas of each product in the campaign to establish margin requirements for a smart campaigns.

  2. trade count of each alpha/instrument in the smart campaign.

  3. way to estimate clip sizes for accounts. (we discussed this in the call, it is related to delta and exposure so we can make a request for the number of contracts to be enabled an the broker)

  4. We need the smart campaigns to work on our jupyterhub see issue https://github.com /trendmanagement/Tmqr-framework-2/issues/90, i think it is a version issue. If this is more than a few minutes to correct let us know and we will consider another alternative.

  5. A ability to calculate a management and incentive fee off of a smart campaign. like 2% per year and 20% of profit.

  6. what does risk base mean in the smart campaign?

  7. what is the risk contribution by product (in dollar value of ATR) in the smart campaign. Steve has done this but he wants to know if there a standard way to extract alpha series and statistics. This is not a task for you @alexveden it is just a question of how best to extract alpha series info.

  8. what does risk base mean in the smart campaign.

  9. Do you think we should just start working with everything on the V2 jupyter environment (https://10.0.1.2:8889)? Since it has references to both V1 and V2. You could make V2 also reference the smart_campaign code.

  10. There was a US holiday on Nov 23 and a half day on Nov 24. How can we manually set up a holiday in V1? I will use the same logic to trap out data for V2. Please check that the campaigns, alphas and exos are correct and running for the live trading after the holiday on Nov 23 and 24.

topics for next call How to make the rel strength calculate against the average alpha as opposed to the average of the individual alphas performance. i have a smart campaign with 10 products and 50 individual alphas. I want to separate the portfolio into quartiles and target different risk for each of the quartiles. The bottom quartile or decile would target a lower risk than the higher ranking parts of the portfolio.

spickering-git commented 6 years ago

@alexveden We are attempting to deploy a new smart campaign and running into a problem with '.' in field names when the deployment saves the dictionary to mongo.

The alpha names have the instrument name in them resulting in the '.' like 'US.CL' Lots of the alphas have been built with this format.

This is an example of the smart campaign we are trying to deploy https://10.0.1.2:8888/notebooks/smart_campaign_generation/SmartCampaign_RelativeStrength_multi_V5__Separate_group_under_weightRS_Nov24_Small_portfolio-Deploy-test.ipynb and it uses the SmartCampaignCustom_1 https://github.com/trendmanagement/smart_campaign_project/blob/master/smartcampaign/deployed/smart_campaign_custom_1.py

How do you suggest we proceed.

alexveden commented 6 years ago

just replace '.' and '$' in alpha names by '_'

alexveden commented 6 years ago

@alexveden Friday 24 Nov task list

deltas of each product in the campaign to establish margin requirements for a smart campaigns.

Done

trade count of each alpha/instrument in the smart campaign.

Done. Trade count replaced by number of contracts executed.

way to estimate clip sizes for accounts. (we discussed this in the call, it is related to delta and exposure so we can make a request for the number of contracts to be enabled an the broker)

I think this is impossible with information which we have available for alphas. But we could estimate by analyzing the number of contracts executed.

We need the smart campaigns to work on our jupyterhub see issue https://github.com /trendmanagement/Tmqr-framework-2/issues/90, i think it is a version issue. If this is more than a few minutes to correct let us know and we will consider another alternative.

Couldn't login to Jupyter Hub, but applied one fix. You should try to update the repository on public server and try again

A ability to calculate a management and incentive fee off of a smart campaign. like 2% per year and 20% of profit.

Done

what does risk base mean in the smart campaign?

I'm going to explain this when we make a call.

what is the risk contribution by product (in dollar value of ATR) in the smart campaign. Steve has done this but he wants to know if there a standard way to extract alpha series and statistics. This is not a task for you @alexveden it is just a question of how best to extract alpha series info.

I think that bt_dict contains all information for alphas and total equities bt_dict = scmp.backtest(**BACKTESTER_SETTINGS)

Do you think we should just start working with everything on the V2 jupyter environment (https://10.0.1.2:8889)? Since it has references to both V1 and V2. You could make V2 also reference the smart_campaign code.

Done. But only problem with permissions. The notebooks which created under V1 environment are read-only for V2 and vice versa.

There was a US holiday on Nov 23 and a half day on Nov 24. How can we manually set up a holiday in V1? I will use the same logic to trap out data for V2. Please check that the campaigns, alphas and exos are correct and running for the live trading after the holiday on Nov 23 and 24.

Sorry, I'm not sure that this question was here in Friday.

topics for next call

How to make the rel strength calculate against the average alpha as opposed to the average of the individual alphas performance. i have a smart campaign with 10 products and 50 individual alphas. I want to separate the portfolio into quartiles and target different risk for each of the quartiles. The bottom quartile or decile would target a lower risk than the higher ranking parts of the portfolio.

Work in progress

alexveden commented 6 years ago

How to make the rel strength calculate against the average alpha as opposed to the average of the individual alphas performance. i have a smart campaign with 10 products and 50 individual alphas. I want to separate the portfolio into quartiles and target different risk for each of the quartiles. The bottom quartile or decile would target a lower risk than the higher ranking parts of the portfolio.

Added new quantile based rel str smart campaign: https://10.0.1.2:8888/notebooks/smart_campaigns/SmartCampaign_CustomRelativeStrength-QuantileWeights.ipynb

New settings: image

Description how it works:

    Calculates relative strength index.

    Algo steps:
    1. Calculate equity index mean of all alphas
    2. Calculate rel str for each alpha: [each alpha] / [equity index]
    3. Calculate the difference of each rel str in 'relstr_mean_per' window
    4. Smooth the #3 using moving average with 'relstr_diff_avg_window' window
    5. Sort values and apply decile weights

Note: result_dict.update(self.calc_rel_str(df_adj_alpha_equity, 'CL_groupN1')) new calc_rel_str argument format. You can replace 'CL_groupN1' by None or '' to calculate over full alphas list without grouping.

Added missing or not aligned equity checks: image

alexveden commented 6 years ago

@spickering-git Customized holidays added

https://github.com/trendmanagement/tmqrexo_alexveden/blob/new_mongo/scripts/holidays.py

How to use:

from scripts.holidays import TMQRHolidays

def check_bday_or_holiday(self, date):
        if date.weekday() >= 5 or not bdateutil.isbday(date, holidays=TMQRHolidays()):
            # Skipping weekends and US holidays
            # date.weekday() >= 5 - 5 is Saturday!
            return False

        return True
spickering-git commented 6 years ago

@alexveden Yesterday 2017-11-26 was NOT a holiday.

We had a situation today where the model was still holding a Nat Gas contract that is expiring today 2017-11-28. This is related to the holidays last week.

What do you think we should do to avoid this bug in the future?

spickering-git commented 6 years ago

@alexveden we deployed 2 test campaigns. specifically the SmartCampaign_CL_Rel_Str_Concept its position is not correct image

This was the notebook we used to deploy https://10.0.1.2:8888/notebooks/smart_campaigns/SmartCampaign_CustomRelativeStrength-QuantileWeights-CL_Deploy.ipynb#

we looked into mongo for the last_date for V1 alphas and V2 alphas, it looks like data is up to date. but we are getting misalignment messages

alexveden commented 6 years ago

I've used this notebook https://10.0.1.2:8888/notebooks/account_management/account_management_smartcampaigns.ipynb for positions checks and it looks good. I saw the previous error messages, but they disappeared after re-run.

This cell shows actual account positions after MM application and rounding. image

spickering-git commented 6 years ago

@alexveden 2 points to clarify

  1. This morning we adjusted the capital in account 'SmartAccount_Test_CL' that is running 'SmartCampaign_CL_Rel_Str_Concept' How do we prompt the smart-campaign to recalculate its position? Do we have to go into the notebook from where we deployed https://10.0.1.2:8888/notebooks/smart_campaigns/SmartCampaign_CustomRelativeStrength-QuantileWeights-CL_Deploy.ipynb# and re-run image

  2. Why is this saying [Not Aligned] image We traced these alphas and don't what is missing? We are looking at this before the CL execution time at 9:18 PST on Nov 30 2017

alexveden commented 6 years ago

We traced these alphas and don't what is missing? We are looking at this before the CL execution time at 9:18 PST on Nov 30 2017

I do believe that is related to Thanksgiving data holes between V1 and V2

spickering-git commented 6 years ago

@alexveden Can we have a GoTo Meeting discuss the following with you on the phone ASAP. We would like to have these smart campaigns up and running in the realtime now.

  1. The smart_equity field in accounts collection is the instantaneous capital of the account and its associated smart campaign.

We have set up a new collection 'accounts_equity' that will hold a history of each accounts capital and will be used to fill the smart_equity field with the value from the last date.

We don't see an account start date anywhere. Doesn't that start date of an account need to be explicitly stated, to give the account and its associated campaign a few days to initialize?

  1. As we can see it, we need to have a start date and initial capital to run model portfolios that don't have a capital feed from the broker. We would like to run the model test accounts in the realtime. How do you suggest we feed the campaign capital from the model back into the account?

  2. Still testing the smart campaign we deployed through https://10.0.1.2:8888/notebooks/smart_campaigns/SmartCampaign_CustomRelativeStrength-QuantileWeights-CL_Deploy.ipynb# the account positions suggests a position doesn't seem feasible. There can't be open legs. https://10.0.1.2:8888/notebooks/account_management/account_management_smartcampaigns.ipynb image

  3. The CL alphas ran but threw out some errors image what are extra quotes? why does it say that extra last date is 2017-11-28

  4. When running a backtest on a smart campaign you return the bt_dict, ['alphas_equity_mm', 'equity_plain_adj_noreinv', 'campaign_alphas_size_raw', 'alphas_costs_mm', 'alphas_contracts_mm', 'campaign_estimated_base_risk_plain', 'equity_mm', 'alphas_deltas_mm', 'alphas_equity_plain', 'initial_capital', 'target_risk_percent', 'equity_simple_sum', 'campaign_alphas_size', 'equity_plain_adj', 'campaign_estimated_base_risk'] How do we get the analogous values of the deployed smart campaigns that are running in an account. For example account 'SmartAccount_Test_CL', is running 'SmartCampaign_CL_Rel_Str_Concept'. We also need the payoff diagrams of the smart campaign components.

  5. We are reviewing https://10.0.1.2:8888/notebooks/tools/All_Production_Campaign_Settlements-Product-Separated_Pnls.ipynb and returning an error image Do you expect this to fill in after a few days?

alexveden commented 6 years ago

1

We don't see an account start date anywhere. Doesn't that start date of an account need to be explicitly stated, to give the account and its associated campaign a few days to initialize?

Didn't add this, in fact when you add new SmartCampaign and account you already perform all actions to initiate the campaign and account.

2

The CL alphas ran but threw out some errors what are extra quotes? why does it say that extra last date is 2017-11-28

The extraquotes are EXO index quotes used for alpha calculation. So you have index calculation delayed, but continuous futures quotes are up-to date: image

3

How do we get the analogous values of the deployed smart campaigns that are running in an account. For example account 'SmartAccount_Test_CL', is running 'SmartCampaign_CL_Rel_Str_Concept'.

I'm not sure what exactly do you need. Do you want to load SmartCampaign structure from the DB and run backtesting using pre-saves settings?

4

We also need the payoff diagrams of the smart campaign components.

Fixed payoffs, added couple minor fixes to this notebook: https://10.0.1.2:8888/notebooks/tools/Campaign_payoff_analysis%20w%20Performance%20fee.ipynb

Note: performance report is irrelevant, and takes into account only last state of the smart campaign, which updates each week.

5

We are reviewing https://10.0.1.2:8888/notebooks/tools/All_Production_Campaign_Settlements-Product-Separated_Pnls.ipynb and returning an error

You got this error because the account was not found.

I have added a new error message to clarify this situation in the future: image

These are correct values: Office = 'TEST' Account = 'CL_SC_1'

But it seems that you have a bug in your code here: https://github.com/trendmanagement/tmqrexo_alexveden/blob/new_mongo/backtester/reports/campaign_real_compare_report.py#L363

alexveden commented 6 years ago

Still testing the smart campaign we deployed through https://10.0.1.2:8888/notebooks/smart_campaigns/SmartCampaign_CustomRelativeStrength-QuantileWeights-CL_Deploy.ipynb# the account positions suggests a position doesn't seem feasible. There can't be open legs. https://10.0.1.2:8888/notebooks/account_management/account_management_smartcampaigns.ipynb

Fixed the issues that saved the stacked alphas names to the V1 campaigns, instead of decomposition of the V1+V2 legs.

spickering-git commented 6 years ago

2

The CL alphas ran but threw out some errors what are extra quotes? why does it say that extra last date is 2017-11-28

The extraquotes are EXO index quotes used for alpha calculation. So you have index calculation delayed, but continuous futures quotes are up-to date:

Since the structure of the alpha_data collection changed, the code wasn't looking at the new field index_passive_name so these indexes weren't getting updated. Fixed

spickering-git commented 6 years ago

@alexveden

1.

iQfeed - have you written code in python to connect to the realtime api of iQfeed. We are looking to substitute iQfeed instead of CQG.

2.

When we run model portfolios in DUMMY accounts like SmartAccount_Test_CL. These accounts don't have a capital feed from the broker. We have set up a collection accounts_equity which feeds into the smart_equity of the account.

image

We are running the model test accounts in the realtime. How can we get the model campaign capital back into the accounts_equity collection so that the smart_equity field will be updated for this test account?

3.

We need to firm up the deployment. We deployed 2 campaigns that are running in 2 different accounts

A. SmartCampaign_CL_Rel_Str_Concept

This looks to have an unprotected position. https://10.0.1.2:8888/notebooks/tools/Campaign_payoff_analysis%20w%20Performance%20fee-SmartCampaign_CL_Rel_Str_Concept%20Dec%201%202017.ipynb The position does not look right and there are fractional positions in the report image image image

This is the dashboard of the deployed CL concept campaign https://10.0.1.2:8888/notebooks/smart_campaign_generation/CL_SmartCampaign_RelStrength_V5_dashboard.ipynb?dashboard it is strange that we are seeing integers for the deltas as we have passive puts and calls in most circumstances.

B. SmartCampaign_Diversified_Str_Concept

https://10.0.1.2:8888/notebooks/tools/Campaign_payoff_analysis%20w%20Performance%20fee-SmartCampaign_Diversified_Str_Concept%20Dec%201%202017.ipynb This payoff and report doesn't work because it has multiple instruments

nikolas-joyce commented 6 years ago

If you could give us some times for early next week we could have a call to discuss the above. Thx

alexveden commented 6 years ago

I'm working on the adaptation of the https://10.0.1.2:8888/notebooks/tools/Campaign_payoff_analysis%20w%20Performance%20fee-SmartCampaign_Diversified_Str_Concept%20Dec%201%202017.ipynb notebook for smart campaigns:

  1. I've applied some fixes to allow Campaign report working with smart campaigns
  2. The payoff diagrams are still not available. I see the fundamental problem of V1 to analyze the position of different assets.
  3. Fixed some alignment warnings and error messages to make them clearer. For example: image

Shows that last not aligned date for these alphas occurred at 2017-11-23 (Thankgiving). So we have 10 days rolling window for non-aligned alphas checks, these errors will disappear in next couple of days.

nikolas-joyce commented 6 years ago

@alex , Can’t we already make payoff diagrams from a list of positions in v1?

Sent from my iPhone

On Dec 6, 2017, at 2:32 AM, alexveden notifications@github.com<mailto:notifications@github.com> wrote:

I'm working on the adaptation of the https://10.0.1.2:8888/notebooks/tools/Campaign_payoff_analysis%20w%20Performance%20fee-SmartCampaign_Diversified_Str_Concept%20Dec%201%202017.ipynbhttps://nam02.safelinks.protection.outlook.com/?url=https%3A%2F%2F10.0.1.2%3A8888%2Fnotebooks%2Ftools%2FCampaign_payoff_analysis%2520w%2520Performance%2520fee-SmartCampaign_Diversified_Str_Concept%2520Dec%25201%25202017.ipynb&data=02%7C01%7C%7C92caa55a95c7405dcae808d53c94b329%7C84df9e7fe9f640afb435aaaaaaaaaaaa%7C1%7C0%7C636481531707194413&sdata=QvL2rDCW6oMqnZvIVFQg9rBq%2FLaQnPFDPcSwLCwPbi0%3D&reserved=0 notebook for smart campaigns:

  1. I've applied some fixes to allow Campaign report working with smart campaigns
  2. The payoff diagrams are still not available. I see the fundamental problem of V1 to analyze the position of different assets.
  3. Fixed some alignment warnings and error messages to make them clearer. For example: [image]https://nam02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fuser-images.githubusercontent.com%2F18488560%2F33657238-1aa94df2-da92-11e7-95a3-e009c5355022.png&data=02%7C01%7C%7C92caa55a95c7405dcae808d53c94b329%7C84df9e7fe9f640afb435aaaaaaaaaaaa%7C1%7C0%7C636481531707194413&sdata=0QMT1eUjJckjX6C9hvoWdvA0D%2BZKV5bVo6HjuneEmtA%3D&reserved=0

Shows that last not aligned date for these alphas occurred at 2017-11-23 (Thankgiving). So we have 10 days rolling window for non-aligned alphas checks, these errors will disappear in next couple of days.

— You are receiving this because you were assigned. Reply to this email directly, view it on GitHubhttps://nam02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fgithub.com%2Ftrendmanagement%2FTmqr-framework-2%2Fissues%2F91%23issuecomment-349599371&data=02%7C01%7C%7C92caa55a95c7405dcae808d53c94b329%7C84df9e7fe9f640afb435aaaaaaaaaaaa%7C1%7C0%7C636481531707194413&sdata=INeMNZs%2BHnuG3mjotU7A0OcWNLUaknIRrnGtE4CP8Ic%3D&reserved=0, or mute the threadhttps://nam02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fgithub.com%2Fnotifications%2Funsubscribe-auth%2FARobLEuqbWcKsoGSmBNtPR60AqiXsvkxks5s9m1OgaJpZM4QpGQM&data=02%7C01%7C%7C92caa55a95c7405dcae808d53c94b329%7C84df9e7fe9f640afb435aaaaaaaaaaaa%7C1%7C0%7C636481531707194413&sdata=Uth%2BrqgDfR2lHKGP0%2BFd3Ync6tshmovIp520LhkhY2M%3D&reserved=0.

alexveden commented 6 years ago

yes, but only for single product smart campaigns

Отправлено из Mail.Ru для Android среда, 06 декабря 2017г., 18:06 +04:00 от NikolasJoyce notifications@github.com :

@alex , Can’t we already make payoff diagrams from a list of positions in v1?

Sent from my iPhone

On Dec 6, 2017, at 2:32 AM, alexveden <notifications@github.com<mailto: notifications@github.com >> wrote:

I'm working on the adaptation of the https://10.0.1.2:8888/notebooks/tools/Campaign_payoff_analysis%20w%20Performance%20fee-SmartCampaign_Diversified_Str_Concept%20Dec%201%202017.ipynb < https://nam02.safelinks.protection.outlook.com/?url=https%3A%2F%2F10.0.1.2%3A8888%2Fnotebooks%2Ftools%2FCampaign_payoff_analysis%2520w%2520Performance%2520fee-SmartCampaign_Diversified_Str_Concept%2520Dec%25201%25202017.ipynb&data=02%7C01%7C%7C92caa55a95c7405dcae808d53c94b329%7C84df9e7fe9f640afb435aaaaaaaaaaaa%7C1%7C0%7C636481531707194413&sdata=QvL2rDCW6oMqnZvIVFQg9rBq%2FLaQnPFDPcSwLCwPbi0%3D&reserved=0 > notebook for smart campaigns:

  1. I've applied some fixes to allow Campaign report working with smart campaigns
  2. The payoff diagrams are still not available. I see the fundamental problem of V1 to analyze the position of different assets.
  3. Fixed some alignment warnings and error messages to make them clearer. For example: [image]< https://nam02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fuser-images.githubusercontent.com%2F18488560%2F33657238-1aa94df2-da92-11e7-95a3-e009c5355022.png&data=02%7C01%7C%7C92caa55a95c7405dcae808d53c94b329%7C84df9e7fe9f640afb435aaaaaaaaaaaa%7C1%7C0%7C636481531707194413&sdata=0QMT1eUjJckjX6C9hvoWdvA0D%2BZKV5bVo6HjuneEmtA%3D&reserved=0 >

Shows that last not aligned date for these alphas occurred at 2017-11-23 (Thankgiving). So we have 10 days rolling window for non-aligned alphas checks, these errors will disappear in next couple of days.

— You are receiving this because you were assigned. Reply to this email directly, view it on GitHub< https://nam02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fgithub.com%2Ftrendmanagement%2FTmqr-framework-2%2Fissues%2F91%23issuecomment-349599371&data=02%7C01%7C%7C92caa55a95c7405dcae808d53c94b329%7C84df9e7fe9f640afb435aaaaaaaaaaaa%7C1%7C0%7C636481531707194413&sdata=INeMNZs%2BHnuG3mjotU7A0OcWNLUaknIRrnGtE4CP8Ic%3D&reserved=0 >, or mute the thread< https://nam02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fgithub.com%2Fnotifications%2Funsubscribe-auth%2FARobLEuqbWcKsoGSmBNtPR60AqiXsvkxks5s9m1OgaJpZM4QpGQM&data=02%7C01%7C%7C92caa55a95c7405dcae808d53c94b329%7C84df9e7fe9f640afb435aaaaaaaaaaaa%7C1%7C0%7C636481531707194413&sdata=Uth%2BrqgDfR2lHKGP0%2BFd3Ync6tshmovIp520LhkhY2M%3D&reserved=0 >. — You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub , or mute the thread .

nikolas-joyce commented 6 years ago

So if we have 5 products in a smart campaign can we can generate 5 separate lists of products and then 5 separate payoffs?

Sent from my iPhone

On Dec 6, 2017, at 6:44 AM, alexveden notifications@github.com<mailto:notifications@github.com> wrote:

yes, but only for single product smart campaigns

Отправлено из Mail.Ru для Android среда, 06 декабря 2017г., 18:06 +04:00 от NikolasJoyce notifications@github.commailto:notifications@github.com :

@alex , Can’t we already make payoff diagrams from a list of positions in v1?

Sent from my iPhone

On Dec 6, 2017, at 2:32 AM, alexveden notifications@github.com<mailto:notifications@github.com<mailto: notifications@github.commailto:notifications@github.com >> wrote:

I'm working on the adaptation of the https://10.0.1.2:8888/notebooks/tools/Campaign_payoff_analysis%20w%20Performance%20fee-SmartCampaign_Diversified_Str_Concept%20Dec%201%202017.ipynb < https://nam02.safelinks.protection.outlook.com/?url=https%3A%2F%2F10.0.1.2%3A8888%2Fnotebooks%2Ftools%2FCampaign_payoff_analysis%2520w%2520Performance%2520fee-SmartCampaign_Diversified_Str_Concept%2520Dec%25201%25202017.ipynb&data=02%7C01%7C%7C92caa55a95c7405dcae808d53c94b329%7C84df9e7fe9f640afb435aaaaaaaaaaaa%7C1%7C0%7C636481531707194413&sdata=QvL2rDCW6oMqnZvIVFQg9rBq%2FLaQnPFDPcSwLCwPbi0%3D&reserved=0 > notebook for smart campaigns:

  1. I've applied some fixes to allow Campaign report working with smart campaigns
  2. The payoff diagrams are still not available. I see the fundamental problem of V1 to analyze the position of different assets.
  3. Fixed some alignment warnings and error messages to make them clearer. For example: [image]< https://nam02.safelinks.protection.outlook.com/?url=https%3A%2F%2Fuser-images.githubusercontent.com%2F18488560%2F33657238-1aa94df2-da92-11e7-95a3-e009c5355022.png&data=02%7C01%7C%7C92caa55a95c7405dcae808d53c94b329%7C84df9e7fe9f640afb435aaaaaaaaaaaa%7C1%7C0%7C636481531707194413&sdata=0QMT1eUjJckjX6C9hvoWdvA0D%2BZKV5bVo6HjuneEmtA%3D&reserved=0 >

Shows that last not aligned date for these alphas occurred at 2017-11-23 (Thankgiving). So we have 10 days rolling window for non-aligned alphas checks, these errors will disappear in next couple of days.

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alexveden commented 6 years ago

So if we have 5 products in a smart campaign can we can generate 5 separate lists of products and then 5 separate payoffs?

yes, this might be the way.

nikolas-joyce commented 6 years ago

Cool.

Sent from my iPhone

On Dec 6, 2017, at 7:21 AM, alexveden notifications@github.com<mailto:notifications@github.com> wrote:

So if we have 5 products in a smart campaign can we can generate 5 separate lists of products and then 5 separate payoffs?

yes, this might be the way.

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