Overlapping Trades in Portfolio Correlation tab takes forever and uses a lot of memory probably because it is not skipping canceled pending orders

b

#1

bentra

24.11.2020 03:40

Task created

b

#2

bentra

24.11.2020 04:17

Subject changed from Overlapping Trades in Portfolio Correlation tab takes forever and uses a lot of memory to Overlapping Trades in Portfolio Correlation tab takes forever and uses a lot of memory probably because it is not skipping canceled pending orders

Description changed:

Overlapping Trades in Portfolio Correlation tab takes forever and uses a lot of memory. Is there a way to turn it off? Usually the P/L report is all I need and it renders instantly but the overlapping trades takes 5min+ to render. (~50 strategies 50k trades lots of pending cancelled orders from html report from mt4.) Winds up using almost 10 gigs.

I checked the snippets but it looks like the overlapping trades script is not exposed so I can't turn it off...

EDIT: Overlapping trades table is counting cancelled pending orders.

TT

#3

Tamas

12.12.2020 19:39

Status changed from New to Fixed

Attachment QA_portfolio_correlation_patch.zip added

QA_portfolio_correlation_patch.zip

(51.22 KiB)

Thanks for the idea.

You can download the patch and extract it to your QA installation directory.

It will be also added in the next release.

b

#4

bentra

12.12.2020 23:49

Attachment Screenshot 119.png added

Screenshot 119.png

(99.52 KiB)

Ah much better thanks down to 2 gigs and 30 second+. Although something isnt quite right with the numbers as shown in the screenshot.

TT

#5

Tamas

13.12.2020 18:36

Status changed from Fixed to Waiting for information

Can you attach the strategy please ?

TT

#6

Tamas

15.12.2020 11:21

Status changed from Waiting for information to Fixed

Attachment image-0.png added

image-0.png

(725.42 KiB)

I was not able to reproduce the bug. I have compared QA with SQX and the results match.

You can also see the code responsible for calculating overlapping trades on the printscreen.

If you have the report file, attach it and I will reopen the task.

Overlapping Trades in Portfolio Correlation tab takes forever and uses a lot of memory probably because it is not skipping canceled pending orders

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bentra

bentra

Tamas

bentra

Tamas

Tamas