Backtesting enhancements and fixes are live 🥳

Myst Platform release (2022-02-09)

Hello Myst Platform users!

We have released an updated version of the myst-alpha Python library. Please upgrade your myst-alpha package to the latest version at your earliest convenience. Upgrading instructions can be found here.

Updates in this release:

• ⚡️ ENHANCEMENT Some backtests were slow to complete because result aggregation and metric calculation lingered in an incomplete state. Now, you should observe that backtests complete in approximately one hour, consistently.
• 🐞 BUG FIX If you have not deployed your model before running your backtest, you now will receive the following error message: “Model with identifier {model UUID} is not deployed.” This new message is intended to clarify that, for now, you must deploy your model before running a backtest.

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Backtesting tips

• We recognize that deploying your model before running a backtest is not intuitive – and that switching from the client library to the web UI to deploy is clunky. We are working on improvements to this experience.
• If you would like to avoid proliferating model fits and forecasts when you deploy before running a backtest, you can uncheck the “Active” box in your policies.
• When you are ready to generate recurring forecasts, please check the “Active” box and re-deploy!

As always, please do not hesitate to reach out via the chat embedded in the Myst Platform UI or email us at [email protected] with questions or feedback.

We appreciate your partnership!
Ellery and the Myst team