Bug fix

I recently discovered a recurring error that was not always apparent. The sampling functions are built from arrays that store the data for each market state. These arrays are redimensionalized on a periodic basis to refresh market data using the most limiting market state to set the size of the arrays. Under certain circumstances, the EAs were collecting so much data in a given state that the redimensionalizing process was resulting in memory overflow errors. This in turn resulted in incomplete sampling functions.

This was a particularly insidious error in that it did not cause an all-out crash, instead, the EAs would keep running with incorrect or incomplete sampling functions, and unless I noticed the memory allocation error in the log, I would not know anything was wrong. I suspect this may have been a contributor to the inconsistent performance recently.

This bug has now been fixed. We will now perform a forward test and see if performance improves.

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