Increase the speed of the backtest calculation by caching the calculated candle data - Printable Version +- Gekko Forum (https://forum.gekko.wizb.it) +-- Forum: Gekko (https://forum.gekko.wizb.it/forum-13.html) +--- Forum: Technical Discussion (https://forum.gekko.wizb.it/forum-23.html) +--- Thread: Increase the speed of the backtest calculation by caching the calculated candle data (/thread-57877.html) |
Increase the speed of the backtest calculation by caching the calculated candle data - klitze2 - 03-05-2019 I am new to Geko and do not know the architecture in detail. Obviously, each backtestĀ calculation uses the minute data from the database. For multiple calculation of a strategy with unchanged candle size, e.g. 24 hour candles, the calculation would beĀ faster. The daily candles would have to be cached during the first calculation of the strategy (database / memory) and could be used again for the subsequent calculations. Am I correct? |