QuantConnect / QuantConnect/Lean
Review indicator tests relative error rate
Open
Nobody has claimed this yet.
bug
indicator
testing
- Dominant language
- C#
- Stars
- 21.7k
- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
Expected Behavior
- See https://github.com/QuantConnect/Lean/pull/8153, added an error rate relative to the expected value, currently set at 1%, minimum required so that existing test pass, ideally it should be lower
Actual Behavior
High 1% relative error rate
Potential Solution
Review indicators which require such a high error rate, determine cause to evaluate potential solutions, could uncover bugs in the indicators
Reproducing the Problem
N/A
System Information
N/A
Checklist
- I have completely filled out this template
- I have confirmed that this issue exists on the current
masterbranch - I have confirmed that this is not a duplicate issue by searching issues
- I have provided detailed steps to reproduce the issue
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Review the indicator tests and the 1% relative-error checks introduced in pull request #8153. Identify which indicators require the high tolerance, investigate the cause of each difference, and evaluate potential solutions; done means the error rates are reduced where possible or their necessity is established.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- fintech-quant, testing-qa
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 35/100