P123 staff - I have three Smart Alpha models that uses several custom series and the custom series did not update this last weekend. The portfolio is here:
I am using a SetVar in the buy rule to call out the custom series. i.e. SetVar(@xxx,GetSeries(“My Custom Series”)) and the GetSeries(“My Custom Series”)) is replaced by a custom formula.
I’m pretty sure that the custom series update worked last week.
Apparently this has been an outstanding bug both with portfolio rebalances and screening referencing on weekly custom series on the first trading day of the week.
The code would use the latest price date as the end date for updating series referenced by rules, always missing the latest fundamental date (when price date precedes fund. date) until the next day (when fund. date precedes price date).
I’ve resolved the issue for both screens and portfolios, so the corrected behavior will be in place for next week’s rebalance.
Thanks for pointing it out.