Out of memory in backtest

9718853
31 Jan 2015, 00:11

RE:

If your backtest is modest then it wouldn't take 3 hours... A backtest should complete hundreds, even thousands of trades in minutes...

Presumably you are testing a simple system that doesn't close trades often? 

Or you are referring to an optimisation test which can take hours? I leave mine over night to complete and sometimes longer....

Are you running a backtest or optimisation?

cjdduarte said:

My computer has 4GB of RAM. I'm trying to make a modest backtest, expected to 3h to complete, however the application consumes all memory and is catching, being necessary to finalize the application.

Do you have any way to optimize this?
The same robo run on a notebook (only slower) with 3GB of RAM without problems.

 

Sds,

Carlos

 

cjdduarte
04 Feb 2015, 17:31

RE: RE:

sorry, really I meant optimization and not to backtest.
I concluded that it was because of the amount of simultaneously open orders. I managed to solve here reducing it. Thanks for the feedback.

Ian_Drummond said:

If your backtest is modest then it wouldn't take 3 hours... A backtest should complete hundreds, even thousands of trades in minutes...

 

Presumably you are testing a simple system that doesn't close trades often? 

Or you are referring to an optimisation test which can take hours? I leave mine over night to complete and sometimes longer....

Are you running a backtest or optimisation?

cjdduarte said:

My computer has 4GB of RAM. I'm trying to make a modest backtest, expected to 3h to complete, however the application consumes all memory and is catching, being necessary to finalize the application.

Do you have any way to optimize this?
The same robo run on a notebook (only slower) with 3GB of RAM without problems.

 

Sds,

Carlos