Why is backtesting speed very slow?

Zeroc

This is my code :

class SmaCross(bt.SignalStrategy):
    def __init__(self):
        sma1, sma2 = bt.ind.SMA(period=10), bt.ind.SMA(period=30)

cerebro = bt.Cerebro()
cerebro.addstrategy(SmaCross)

dataframe = pd.read_csv(r'D:\aaa.csv', index_col=0, parse_dates=True)
print(dataframe)

dataframe['openinterest'] = 0
data = bt.feeds.PandasData(dataname=dataframe,
                        fromdate = datetime(2015, 1, 1),
                        todate = datetime(2016, 12, 31)
                        )
cerebro.adddata(data)
start = datetime.now()
cerebro.run()
stop = datetime.now()
print(stop-start)
cerebro.plot()

The total processing time is 15 mins 50 sec ,
What settings should I make to speedup ?

Thanks.

backtrader

@zeroc said in Why is backtesting speed very slow?:

What settings should I make to speedup ?

Probably you want to reduce your dataset to the actual data you are processing

If not, then Python is the wrong choice for you.

Zeroc

@backtrader
Thanks reply ,
I find this thread how-to-speed-up-backtest

the dataset he used is 6 months , and he takes 96 seconds to run , but my dataset is one years and taks 15 mins . that's crazy...

I don't know what caused this difference in time.

backtrader

@zeroc said in Why is backtesting speed very slow?:

the dataset he used is 6 months , and he takes 96 seconds to run , but my dataset is one years

To start with you have a start and end dates which are 2 years apart and not 1 year.

@zeroc said in Why is backtesting speed very slow?:

data = bt.feeds.PandasData(dataname=dataframe,
                        fromdate = datetime(2015, 1, 1),
                        todate = datetime(2016, 12, 31)
                        )

But the fact that those dates are 2 years apart doesn't mean that the actual source dataset may not contain 100 years.

Furthermore, even if your dataset is 2 years long, it may contain 1-second bars, which doesn't yield the same numbers of bars as if you have 1-day

Running through 2 years of daily bars is a decent computer with 2 simple moving averages takes well under 1 minute.

greg nwosu

@backtrader i think its the plotting, i experience very slow performance when producing plots

backtrader

backtrader is not a charting platform and charting is only meant as a visual feedback/aid.
matplotlib: https://matplotlib.org/

greg nwosu

@backtrader sorry i LOVE backtrader, im not really experiencing performance issues anymore, made backtrader run with python=3.7.3 , instead of python 3.5 as recommended on the compatibility list. And now my plotting is fine.