More in-memory caching of building blocks

Hi Mark,

In SQ4, some building blocks are very slow to calculate (a good example is Highest In Range and Lowest In Range - VERY slow).  The calculation to find the values involves a lot of computation.

Now some users have computers with lots of fast RAM (even 128GB or more).  Where this is the case, it makes sense that for every parameter combination of a building block, it is used as a key to lookup the value where it has been calculated once.  So that only new parameter combinations are calculated, all others are looked up in a memory cache for fast results.

This should improve performance considerably.  For users with low RAM, the cache could be turned off and all calculations are make each time regardless.

Thanks,

Mikw
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  • Votes 0
  • Project StrategyQuant X
  • Type Feature
  • Status Refused
  • Priority High

History

m
#1

mikeyc

12.10.2017 22:18

Task created

MF
#2

Mark Fric

27.08.2018 09:23

Status changed from New to Refused

it would be very difficult to implement this, because of the way how indicators are used in SQ.

And I don't think it would improve the speed, the main performance enhancements lie in other things.


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