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Standard deviation function does not respect OriginScope #691

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Skyscimitar opened this issue Sep 19, 2022 Discussed in #690 · 1 comment
Open

Standard deviation function does not respect OriginScope #691

Skyscimitar opened this issue Sep 19, 2022 Discussed in #690 · 1 comment
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🐛 bug unexpected or wrong behavior

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@Skyscimitar
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Skyscimitar commented Sep 19, 2022

Discussed in #690

The measure should preserve the values of the underlying measure at scope level or bellow.
This also impacts the var function that the std function depends on.

Originally posted by HuifangYeo September 16, 2022
Hi,

I'm trying to take the difference between two measures and apply standard deviation across the historical dates:
image

How do I view the differences at the historical dates level and the std at the portfolio level?

@Skyscimitar Skyscimitar self-assigned this Sep 21, 2022
@tibdex
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tibdex commented Feb 16, 2023

Hi @Skyscimitar, I see that a related PR has been merged in the server repo. Is the issue still there?

@tibdex tibdex added the 🐛 bug unexpected or wrong behavior label Feb 16, 2023
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