RC111 out of memory error in backtest

I have 32 GB of memory .
In the backtest the sq takes all memory.


Attachments
Retest_settings.xml
(20.16 KiB)
log_2018_09_27 - Kopie.rar
(140.18 KiB)
out of memory error.png
(22.10 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Low

History

t
#1

tnickel

27.09.2018 18:59

Task created

t
#2

tnickel

27.09.2018 19:37

Attachment backtest of 5000 strategies.png added

you can make backtest of 5000 strategies and the memory is full.

I used 48gb in the second backtest

MF
#3

Mark Fric

28.09.2018 18:49
did it work with 48 GB or not?


also, how many trades do you have per strategy? I can't see from the screenshot if it is 1900 or 19000.

t
#4

tnickel

29.09.2018 11:02

This are 1900 Trades.


With 48GB it works


thomas

MF
#5

Mark Fric

04.10.2018 07:37

Status changed from New to Refused

we looked at it, but the problem is that it simply requires more memory than 32 GB.Youu either should use more memory (as you did) or load less strategies into retester. 


Or, optionally reduce number of cores used, so that less backtests are running in parallel, and the total memory required is lower.


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