Optimization does not use all CPU power

Added 20 strategies to optimize. CPU usage only 20%. CPU utilization during building process is 100% as usual.

Build 121

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  • Votes +3
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

VO
#1

GRoundofInferno

22.05.2019 16:57

Task created

h
#2

hankeys

23.05.2019 08:33
Voted for this task.
MF
#3

Mark Fric

24.05.2019 10:02

Status changed from New to Waiting for information

how many cores do you have?
m
#4

mabi

26.05.2019 02:46
When SQX  have been running for avail these operations slows down and it uses less CPU power..  I have been using optimizer alot after each session i restart SQX.. Yesterday i added 300 strategies for WF it started at 100% this morning it is at 16% cpu usage so i have to save and restart.
VO
#5

GRoundofInferno

26.05.2019 11:28
Agree with mabi. When SQX works for a long time, CPU utilization drops greatly. In any mode (Builder, Retester or optimizer.)

I have AMD EPYC 7401P 24-Core Processor 2.00 GHz

BS
#6

BobS

28.05.2019 10:44
Voted for this task.
BS
#7

BobS

28.05.2019 10:46
Same problem on Intel i9. Must restart SQ every time
m
#8

mabi

29.05.2019 23:45
If doing a workflow with Retest WF optimizations it becomes really slow after avail.  It works better much better in optimizer then in crosschecks which i am running parallel on 2 * 40 threads Xeon cpu,s . On One Cpu i am running retest with crosschecks and on the other cpu in Optimizer ( 2 SQX). It is the same 1300 strategies on each . Optimizer WF is still on max cpu usage after 15 hours wile Crosscheck WF on the other cpu is now on 3%.
m
#9

mabi

30.05.2019 00:00
Voted for this task.
m
#10

mabi

30.05.2019 00:17

Might be a bug in Walkforward Crosschecks since +50% that have passed actually fails doing the same in Optimizer. Maybe that's why it slows down when a strategy test that actually stalled shows up as passed instead of a failed test . Previous versions of SQx (119?) when hitting stop during an operation the unfinished ( under process) ones showed up as failed now they show up as passed.


Doing WF in crosschecks on selected time keeps up CPu load wile in 1 minute it slows to nothing.

MF
#11

Mark Fric

13.06.2019 10:05

Status changed from Waiting for information to Fixed

paralellization of optimizations is improved in B122.


as for bug, I checked it but I haven''t found any bug. If you think uyou found a bug please opena new task and attach the same strategy from retester and then from Optimizer.


But if you are using very small number of optimizations it could be that the results are too random and they can be different every time you run it.

You should run optimizations with at least 10.000 optimizations to depend on it.


Votes: +3

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