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Discrepancy between ITesterReportData.getFinishDeposit() and Strategy Report
 Post subject: Discrepancy between ITesterReportData.getFinishDeposit() and Strategy Report Post rating: 0   New post Posted: Thu 15 Sep, 2016, 18:23 
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Joined: Mon 06 Jan, 2014, 13:41
Posts: 3
Location: IsraelIsrael
I am using ITesterClient to perform historical backtests.
Up till now, I have relied on the strategy's IAccount.getEquity() calls to monitor the equity. The last call during a backtest [from Strategy's onStop] reports an equity similar to the one in the [ITesterClient.createReport] strategy report's Finish Deposit field. There were minute differences, e.g. $50,572.83 vs $50,573.97, $50,473.03 vs $50,472.16, and $49,999.97 vs $49,999.52 - so I just ignored them.

However, I have just now started using ITesterReportData and discovered that its ITesterReportData.getFinishDeposit() method reports a different result than the other methods, described above. For example, in the last case, ITesterReportData.getFinishDeposit() reported $50,153.98 vs $49,999.xx.

Why is there such a difference, in particular between strategy report [as created using ITesterClient.createReport] and ITesterReportData.getFinishDeposit()?
Which is right? Which one should I use?
Why are they not all completely consistent?

Please advise.
Thank you!


 
 Post subject: Re: Discrepancy between ITesterReportData.getFinishDeposit() and Strategy Report Post rating: 0   New post Posted: Tue 22 Nov, 2016, 17:33 
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Joined: Fri 31 Aug, 2007, 09:17
Posts: 6139
This is a known issue. We are working to fix it.


 

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