Slow Backtester

Created at 13 Dec 2013, 11:42
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jobenb

Joined 07.10.2013

Slow Backtester
13 Dec 2013, 11:42


Hi guys

 

You really need to pay more attention to your memory handling and how you process market data so that it does not bring my whole operating system to a halt. Do stuff in smaller chunks and don't load everything in memory at once. There is a finite of resources available and to pump multiple instances with history data straight into memory is absurd.

Do stuff in batches and only load your buffer as you go through your loop for upcoming data. Having one huge array in memory with generated ticks & bar data is not the way to go.

Please make cAlgo more responsive.

Well done on the platform so far. I can't wait for the improvements! :-)

 

Thank you.


@jobenb
Replies

Spotware
13 Dec 2013, 14:58

Thank you for the kind words and your feedback. We will work on improving the backtesting.


@Spotware