crosscheck "higher BT precision" slowing down the build process significantly

i have some build task with selected TF only precision - without crosscheck i am building lets say 300k strats per hour



if i add only simple MC test - 1M precision testing - my build task slowed down to 70k strats


this behavior is not logical - the slowdown should be max 50% and this will be only if every strategy goes through the ranking criterias of selected TF only


but i could have 0 strategies in databank after the filters and have this slowing down and from rejected stats i see that 1M precision was not used and filtered nothing


the slow down should be in a few percentage

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  • Votes +5
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

h
#1

hankeys

26.05.2020 07:26

Task created

h
#2

hankeys

26.05.2020 07:27
Voted for this task.
ML
#3

Lewis

27.05.2020 07:38
Voted for this task.
PH
#4

PhoebeHe

27.05.2020 07:41
Voted for this task.
MF
#5

Mark Fric

27.05.2020 08:19

Status changed from New to Waiting for information

it depends on the setting - how big % of strategies are filtered before the cross check. You cannot say that the slowdown should be max 50%.


If you'll attach your config here I can look at it.

h
#6

hankeys

27.05.2020 12:27
understood, main test on selected TF only could last 0,3 sec, but 1M precision could be 3 sec
MF
#7

Mark Fric

27.05.2020 12:42

Status changed from Waiting for information to Refused

IH
#8

clonex / Ivan Hudec

29.05.2020 11:59
Voted for this task.
JK
#9

Insanity82007

17.06.2020 10:20
Voted for this task.

Votes: +5

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