[Build 137.1639 RC3] Built In and User Snippets with a Money/Pips/Percent Deactivation Flag



As we are building Strategies, we need some strategies results in Money, some in Percent, some in Pips.


In the performance option (image 0), we can select the calculus type for all Snippets, This is a great improvement because when we select only one type of results instead of 3 (money, pips, percent), SQX is processing 50 % more strategies.


1/   However we may need calculus in 'percent' only for few snippets and the rest in 'money' . This mean that SQX will lose a lot of time on calculating all snippets in percent.


2/ Furthermore, some snippets may be older and we do not use it with the actual template, we may keep it for future template.


3/ We are adding more and more snippets, we need a way to tell SQX to not calculate them individually, otherwise our SQX will be slower and slower as we are adding more snippets


In the parameters of the snippets class, we could have something like :

ComputeMetricsMoney = on; 
ComputeMetricsPips = on; 
ComputeMetricsPercent = on; 

This would be complementary to the general performance option of SQX

Like that we would have results in money for some snippets , percent results for other snippets, and pips results for another group of snippets.
Some snippets would have their results in money, percent and pips available, some none to speed up SQX calculus.


This would speed up greatly SQX calculus, SQX would work only on the snippets we really need.


We would find much more strategies per hour.







Please see linked video
https://drive.proton.me/urls/0END2EK5MR#bLF4byqO7Tnl

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  • Votes +1
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

History

E
#1

Emmanuel

01.06.2023 15:49

Task created

E
#2

Emmanuel

01.06.2023 15:49
Voted for this task.
E
#3

Emmanuel

01.06.2023 15:53

Description changed:



As we are building Strategies, we need some strategies results in Money, some in Percent, some in Pips.


In the performance option (image 0), we can select the calculus type for all Snippets, This is a great improvement because when we select only one type of results instead of 3 (money, pips, percent), SQX is processing 50 % more strategies.


1/   However we may need calculus in 'percent' only for few snippets and the rest in 'money' . This mean that SQX will lose a lot of time on calculating all snippets in percent.


2/ Furthermore, some snippets may be older and we do not use it with the actual template, we may keep it for future template.


3/ We are adding more and more snippets, we need a way to tell SQX to not calculate them individually, otherwise our SQX will be slower and slower as we are adding more snippets


In the parameters snippets, it could be something like :


ComputeMetricsMoney = on; 
ComputeMetricsPips = on; 
ComputeMetricsPercent = on; 



Like that we would have results in money for some snippets , percent results for other snippets, and pips results for another group of snippets.
Some snippets would have their results in money, percent and pips available, some none to speed up SQX calculus.


This would speed up greatly SQX calculus, SQX would work only on the snippets we really need.


We would find much more strategies per hour.







Please see linked video
https://drive.proton.me/urls/0END2EK5MR#bLF4byqO7Tnl

E
#4

Emmanuel

01.06.2023 15:56

Description changed:



As we are building Strategies, we need some strategies results in Money, some in Percent, some in Pips.


In the performance option (image 0), we can select the calculus type for all Snippets, This is a great improvement because when we select only one type of results instead of 3 (money, pips, percent), SQX is processing 50 % more strategies.


1/   However we may need calculus in 'percent' only for few snippets and the rest in 'money' . This mean that SQX will lose a lot of time on calculating all snippets in percent.


2/ Furthermore, some snippets may be older and we do not use it with the actual template, we may keep it for future template.


3/ We are adding more and more snippets, we need a way to tell SQX to not calculate them individually, otherwise our SQX will be slower and slower as we are adding more snippets


In the parameters of the snippets class, we could have something like :

ComputeMetricsMoney = on; 
ComputeMetricsPips = on; 
ComputeMetricsPercent = on; 

This would be complementary to the general performance option of SQX

Like that we would have results in money for some snippets , percent results for other snippets, and pips results for another group of snippets.
Some snippets would have their results in money, percent and pips available, some none to speed up SQX calculus.


This would speed up greatly SQX calculus, SQX would work only on the snippets we really need.


We would find much more strategies per hour.







Please see linked video
https://drive.proton.me/urls/0END2EK5MR#bLF4byqO7Tnl


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