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Jan
2012-09-09 01:57:11
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Hi Quantshare-Team,
are there any plans to make Quantshare utilize multiple cores of modern processors? When running large backtests I saw that Quantshare utilizes only one processor core. E.g. with a Intel Core I7, only 13% of the processor calculation power are utlilized. As some backtests might take days today, that would be a great way to speed-up calculation.
Thanks
Jan
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QuantShare
2012-09-10 14:52:22
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Are you referring to backtests or optimizations?
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Jan
2012-09-10 22:33:44
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I am referring to the optimization of trading system backtests. E.g. if I have a trading system that I want to optimize with 5 variables, and each of them has 10 iterations, I end up with 100K backtests. That's of course a lot of backtests, and I rather aim at a lower number, but even if it is only 10K backtests, utilizing 8 cores instead of 1 would speed-up the calculations tremendously.
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QuantShare
2012-09-11 11:10:31
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This will be implemented soon.
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clonex
2012-09-11 12:32:27
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Great!!! Ill be happy
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Jan
2012-09-14 09:27:46
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Thanks, this will be a great step forward in terms of backtesting performance.
Best
Jan
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Jan
2012-10-29 00:40:39
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I just saw that this feature is now implemented for optimizations - for anyone interested, in each trading system go to "Settings" => "More Settings" and enable Multithreading.
Kudos Quantshare Team for implementing this, optimization backtesting speed increased approx. 100% for optimizations. Just curious, I expect this only to work for optimizations (where is for shure the biggest need) - does it also affect a single backtest? And I've just discovered that although multithreading is used when optimizing a trading system - however this setting does not test the trading system with multicore processing in the Optimizer Module (e.g. using the GA or PBIL method). Will that be added or how do I enable it.
Anyway, thanks again, big step forward
Jan
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QuantShare
2012-10-29 10:56:05
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Hi Jan,
Currently, this works only when optimizing a trading system. It doesn't work when backtesting a single trading system.
The PBIL optimizer will support multithreading in the next release.
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clonex
2012-10-29 12:35:19
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And what about Genetic Optimizator? Thank You,
Clonex
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QuantShare
2012-10-29 12:40:13
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The GA optimizer will not support multithreading in the next release (Lot of changes are necessary and PBIL optimizer is almost the same). It will maybe in a future version.
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GS
2012-10-30 17:49:28
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What about multithreading option for screener? Currently it takes too much time, specially if we have ranking and composites.
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QuantShare
2012-10-31 17:45:16
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This will be implemented later.
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GS
2012-11-01 03:01:05
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OK, since we use screener in the live market, whereas back testing and optimization can be done during off market hours, it will be in the interest of users to give higher priority of having multithreading option for screener.
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