B130: Low CPU usage still an issue

Low CPU usage is still an issue with optimisations in B130, even though this task says the issue is fixed: https://roadmap.strategyquant.com/tasks/sq4_6891


The issue is not fixed.


Config file attached + custom filter snippet.

Attachments
RetDDPerYear.java
(1.07 KiB)
project.cfx
(94.51 KiB)
Low CPU Usage.png
(648.22 KiB)
  • Votes +4
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

JK
#1

Insanity82007

12.11.2020 07:46

Task created

JK
#2

Insanity82007

12.11.2020 07:46
Voted for this task.
o
#3

Enric

12.11.2020 14:57
Voted for this task.
IO
#4

oilsok

13.11.2020 03:15
Voted for this task.
BS
#5

BobS

13.11.2020 11:51

Attachment CPU_description.png added

Attachment low_CPU_retest.png added

CPU_description.png
(3.81 KiB)
low_CPU_retest.png
(120.33 KiB)
Low CPU usage in Retester, B130, dev1
b
#6

bentra

14.11.2020 20:51
Voted for this task.
MF
#7

Mark Fric

18.11.2020 08:49

Status changed from New to Waiting for information

Bohumil, Can you please also attach your config? I still cannot reproduce it
MF
#8

Mark Fric

18.11.2020 12:50

Status changed from Waiting for information to Fixed

I made a fix for Retester, it should now use full CPU.


As for builder with genetic evolution - it is not possible to make it 100% without any user configuration, the problem is that genetics has to wait until backtests for all strateigies in generation are finished. The backtests are parallel, but some strategies are backtested faster than others, so there is some waiting for slower ones.


The solution is to increase your number of islands - every island is a separate genetic evolution engine.

JK
#9

Insanity82007

19.11.2020 09:52
Hi Mark,


Thanks. I already use 16 islands to maximise my CPU usage. 


it was mainly anything that runs optimisations that I had the issue with e.g. SPP and WFM. 


I'm still using B129 RC1 and this fully utilises the CPU for optimisations, until the optimisations start running out in the retester e.g. I currently have a databank with 124 remaining strategies in it that I'm doing WFM testing on using a automatic retest task. I've tested 122 out of 124 so far and the last to are taking AGES to complete because my CPU usage is only 10%.


I notice the same issue with Monte Carlo tests.If I start running out of strategies to test e.g. if I have 1 or 2 left to test out of 100, my CPU usage will keep dropping until it's virtually not being used while the last test takes a very long time to finish.


Has this issue been fixed too?


Is this in the current downloadable B130 dev version?


Thanks




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