Aaron,
I don’t know what you have done in the last 20 hours to this algo, but it is again messed up.
It worked perfectly fine yesterday. Please revert to what you had yesterday.
The code which handles exposure lists is also running the backtest day-to-day and is particularly touchy. The fix deployed yesterday was affecting something more critical, so the exposure list fix was broken for the sake of restoring that functionality. I’ve corrected it once again, and this time I believe it will stick.
Thank you, it is back to what it was yesterday and all is well.