GPU Optimization

It would be good if SQ4 could be run with GPU Optimization using OpenCL or CUDA, so it runs much faster
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  • Votes 0
  • Project StrategyQuant X
  • Type Feature
  • Status Refused
  • Priority High

History

f
#1

fm663

25.01.2018 22:53

Task created

MF
#2

Mark Fric

29.01.2018 06:49

Status changed from New to Refused

this is not possible due to the way how backtester works. There is no way to keep it flexible and at the same time be able to run on GPU
m
#3

mabi

30.01.2018 11:04
Maybe in improver for exits only then it do not need to be so flexible :)
f
#4

fm663

01.02.2018 00:08
You could use OpenCL or CUDA for calculations for indicators etc. It should speed up significantly.

 


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