Neverending System Parameteer Permutation
Hello
Earlier it was no problem to make an SPP with 50.000 variations. Now it is a neverending story even at 30.000 - 40.000.
Why? Can it be, that I am using the newest GraalVM? But if I make just a simple Randomize Parameters (Monte Carlo) with 1000 variations and by 200 strategies (= it means 200.000 tests!) I have no problems...
Best regards
Csaba
Earlier it was no problem to make an SPP with 50.000 variations. Now it is a neverending story even at 30.000 - 40.000.
So it is very slow.
Why? Can it be, that I am using the newest GraalVM? But if I make just a simple Randomize Parameters (Monte Carlo) with 1000 variations and by 200 strategies (= it means 200.000 tests!) I have no problems...
Best regards
Csaba
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Votes 0
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Project StrategyQuant X
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Type Bug
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Status Fixed
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Priority Normal
History
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MF
Mark Fric
02.11.2020 16:31Status changed from New to Fixed
We found one problem in Optimization engine that probably cased this, it should be fixed now. Please check it when development build of new version 130 will be released (most probably on 9/11/2020).
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Votes: 0
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I think, the above mentioned case is not a bug after all.
I think, the GraalVM 2.1.1 was "guilty".
With the GraalVM 2.1.0 is everything ok, but with the 2.1.1 is the the SPP extremely slow...
UPDATE 2
I think, after all, the SQX Build 129 could have problem. I made a test: I used Graal VM 2.1.0 both in SQX 129 and 128.
In 128 was everything ok, in 20 minutes were the 50.000 combinations done. But in 129.... Neverending....
Brg, Csaba