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+--- Thread: Backtest multitreading (/thread-1536.html)
Backtest multitreading - xFFFFF - 02-22-2018
Its possible? Now backtest use only 1 thread. NN strats tests take a lot time. Maybe when supporting other cpu cores will be better.
RE: Backtest multitreading - god - 02-25-2018
(02-22-2018, 05:21 PM)xFFFFF Wrote: Its possible? Now backtest use only 1 thread. NN strats tests take a lot time. Maybe when supporting other cpu cores will be better.
I would like to join into the request. I am optimizing strategy parameters via python script and every backtest on 2 months data takes about 5 seconds. Thus, with some 100k points to test at least, it takes unreasonably long time. Any multithreading alternative would be greatly appreciated
Thanks
RE: Backtest multitreading - Gryphon - 02-27-2018
(02-25-2018, 07:58 PM)god Wrote: I would like to join into the request. I am optimizing strategy parameters via python script and every backtest on 2 months data takes about 5 seconds. Thus, with some 100k points to test at least, it takes unreasonably long time. Any multithreading alternative would be greatly appreciated
Thanks
Not relevant to the feature request, but if you use something like gekkoga to optimise your parameters you can run tests in parallel. Set as may parallel tests as you have cores
RE: Backtest multitreading - god - 02-28-2018
(02-27-2018, 11:27 AM)Gryphon Wrote:(02-25-2018, 07:58 PM)god Wrote: I would like to join into the request. I am optimizing strategy parameters via python script and every backtest on 2 months data takes about 5 seconds. Thus, with some 100k points to test at least, it takes unreasonably long time. Any multithreading alternative would be greatly appreciated
Thanks
Not relevant to the feature request, but if you use something like gekkoga to optimise your parameters you can run tests in parallel. Set as may parallel tests as you have cores
It is not that relevant, you are correct. I did not know about gekkoga, so I wrote my own python script that optimizes parameters by parallelizing hte backtesting onto the given number of cores. However, this still takes quite some time if you want a few million datapoints