125 generating correlation table is very slow

Hi computing correlation table for 250, strats is very slow . could be done in faster way? on hedt machine it tooks 15 minutes
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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

IH
#1

clonex / Ivan Hudec

05.11.2019 16:43

Task created

MF
#2

Mark Fric

26.11.2019 11:14

Status changed from New to Fixed

I optimized some parts of it, it is now much faster.


There is still big room for optimizations, we'll leave them for later.


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