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SUpirate1081
Mismatch in stocks ranked

When I try to run the ranks for ranking system on some dates in mid-2003, I randomly get a "Mismatch in stocks ranked" error. Sometimes the error is displayed on the webpage and the results never appear. Sometimes the results show up on the site, but when I download the csv all it contains is that error text. Sometimes no error is reported. When no error is reported, sometimes "IMCL.1^08" is included in the list of ranked stocks and sometimes not.

ranking system: 355634
universe: -218985
date: 05/17/2003

Oct 15, 2020 1:19:26 PM       
aschiff
Re: Mismatch in stocks ranked

Andrew, it looks like StaleStmt is not stable for a few stocks. I'm looking into the exact cause. Thanks for reporting it.

Aaron
Portfolio123 Staff

Oct 15, 2020 2:00:31 PM       
aschiff
Re: Mismatch in stocks ranked

It looks like we're not currently handling stocks with actuals that have out-of-order report dates properly (e.g. actuals for 2003-03-31 with a report date of 2003-05-15, and actuals for 2002-12-31 with a report date of 2003-06-23). We'll work to find a workable solution to this problem soon.

Aaron
Portfolio123 Staff

Oct 15, 2020 3:41:30 PM       
SUpirate1081
Re: Mismatch in stocks ranked

Sounds good. Thanks Aaron

Oct 16, 2020 1:24:51 PM       
aschiff
Re: Mismatch in stocks ranked

It should be good to go now. Let me know if you still have problems with this.

Aaron
Portfolio123 Staff

Oct 16, 2020 2:14:01 PM       
wwasilev
Re: Mismatch in stocks ranked

Is the fix expected to affect simulation results?

Walter

Oct 16, 2020 2:46:12 PM       
aschiff
Re: Mismatch in stocks ranked

Yes, this change affects the actuals resolution for up to 165 US stocks. Some of the 165 stocks may not be affected by this change; that is just the number of US fundamental stocks that were found to have actuals with report dates in an unexpected order.

Aaron
Portfolio123 Staff

Oct 16, 2020 4:57:49 PM       
SUpirate1081
Re: Mismatch in stocks ranked

Thanks Aaron. Looks great on my end.

Oct 16, 2020 11:27:49 PM