C
Hello.
I'm having troubles with calculating the expected optimization memory usage.
I need it to split big parameters dict during optimization into chunks if memory usage is too high.
I came up with this function.
But it doesn't work always.
Please help!
inputs:
params - dict | with strategy parameters for the optimization
start, end - datetime | start and end of the ticker data
freq - str | ticker data freq (15Min, 1H, etc)
def memory_gen(params, start, end, freq, threads=8, log=False):
period_len = len(pd.PeriodIndex(freq=freq, start=start, end=end))
params_len = 1
for param in params:
if type(params[param]) == list:
if not params_len == 1:
params_len *= len(params[param])
elif params_len == 1 and len(params[param]) > 1:
params_len = len(params[param])
n = 20.0
memory = round((period_len * params_len) * n / 1000000 + 0.200 * threads, 2)
if log:
logger.info(freq, memory)
return memory
