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Slow generation speed

Hi,
the generation speed is very slow.
The CPU consumption is nearly 100% but the SQ test only 2000 Strategies per hour.

I use only the orginal data for generation.

I thing there is a bug.

I attached settings and logfiles
thomas

Attachments

StrategyQuant.rar

(518.38 KiB)

slow speed config.xml

(170.21 KiB)

speed.jpg

(85.89 KiB)

Votes 0
Project StrategyQuant X
Type Bug
Status Fixed
Priority Normal

History

tnickel

14.10.2017 00:15

Task created

mabi

15.10.2017 15:56

I found that if you untick trailing stop in building blocks the generation speed increases 8 fold. I am using 1 min resolution and on EURUSD 2003 - 2014 i get 3600/hour with trailingstop activated and 21000 per hour when trailingstop is deactivated. All other stop on/off have no effect. My CPU usage with trailing stop activated was only 25 % but de activated it is 100%.

MABI

Mark Fric

16.10.2017 08:22

thank you, it seems it is trailing stop that has come ineffectivity, I'll look at it.

Mark Fric

10.11.2017 14:01

Status changed from New to Fixed

fixed, along with many other backtest-related performance issues

Votes: 0