strategy execution time: long computation until nextstart
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Hello,
I am trying to reduce computation times for my strategy. I simply print out the current date in
__init__
,start
andnextstart
methods of the strategy and have the following prints:init: 2018-05-27 05:06:15.768504 start: 2018-05-27 05:06:15.769504 nextstart: 2018-05-27 05:10:23.435145
what might be the reason of such a huge gap between
start
andnextstart
? what is the broker doing during that time? I would be very happy to find out whether there is a way to reduce that time spent. -
You give us only times. You may be processing 1 million ticks. Why do you expect the processing of 1 million ticks to be fast?
If you are looking for speed and using Python you are using the wrong tool. Go for C++
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@backtrader lol, easy buddy. I am just asking. So I am guessing the answer is: it collects the data between
start
andnextstart
? -
@eduedix said in strategy execution time: long computation until nextstart:
it collects the data between start and nextstart?
You were asking for a speedup. And the answer to get a speedup is to process less data, because you may be passing 1 million ticks of which only 100 thousand are actually of your interest, or you may be resampling the data, which you could have already pre-resampled outside of the platform (reducing the amount of data)
Same as you are asking for a speedup when mixing
1-minutee
and1-Day
timeframes without understanding the implications of operating simultaneously with different timeframes.You are looking for speed, hence the recommendation to use C++ (other compiled or jitted languages without the dynamism and instrospection of Python will also offer speedups)
Read the docs to understand what happens between
start
andnextstart
: Docs - Strategy