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130rc2 DataBank columns performance

Based on logging, it looks like custom columns in SQ.Columns.DataBanks are getting called, even if its not used anywhere (filters, ranking or database display columns).



Not sure if this applies to the sqx provided columns or not. If it does, then it'll be contributing to performance penalty a lot as there are too many of them, plus combinations for long/short/both/is/oos/etc.



Can you look into improving so these gets called when necessary, rather than all the time?

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  • Votes +1
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

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MF
#1

Mark Fric

07.12.2020 08:51

Status changed from New to Refused

no, we cannot use "lazy" method of computing them, it would be very difficult to determine when they should be computed.

The performance penalty is not that big.

Votes: +1

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