cAlgo: Bad performance and low CPU utilization when backtesting

Created at 19 Mar 2015, 18:37
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cprcrack

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Joined 15.02.2015

cAlgo: Bad performance and low CPU utilization when backtesting
19 Mar 2015, 18:37

In cAlgo, it's great being able to select the max CPU usage in the Optimization tab. Personally I always use the 100% setup as this decreases the waiting time.

However, this CPU setting is not available in the Backtesting tab. I have a quad-core CPU and cAlgo is only using about 25% of the CPU when I run backtests. Please add the same setting so that backtests can be executed with 100% of the CPU and thus the wait time be reduced by a factor of 4. This will really improve the experience when you are constantly backtesting stuff.

Thanks.

@cprcrack
Replies

cprcrack
19 Mar 2015, 18:39

And if you don't want to add the CPU configuration option there, please at least increase the default usage from 25% to 75% or 100%. There's really no reason to use only 25% if you can use much more (which I assume you can because you can when optimizing).

@cprcrack

Spotware
20 Mar 2015, 12:57

Dear Trader,

Optimization is a process of multiple backtestings. When you configure CPU resources in Optimization, you actually configure number of parallel backtestings.

In general case it is not possible to parallel single backtesting, because cBot execution in the middle of backtesing can depend on previous trades. So, single backtesting can use only one core, that is why Resources slider is not available in Backtesting tab and that is why backtesting takes only 25% of your quad-core CPU.

@Spotware

cprcrack
20 Mar 2015, 13:23

Thanks for the detailed answer, it makes a lot of sense.
@cprcrack

lec0456
20 Mar 2017, 20:32

I found this thread which is relavant to an issue I have been trying to get resolved related to speeding up backtesting with multi-core processors and tick data.Has there been any progress?

@lec0456
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