Use the GPU during optimisation
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Hello,
does anyone knows if it is possible to use the GPU during the optimisation ?
I have seen the parameter maxcpu but I don't if it include GPU.
https://www.backtrader.com/docu/optimization-improvements.html -
The optimization is based on the standard
multiprocessing
module.Moving that to the GPU would require for example adding
PyCuda
. A quick glance at the documentation shows that code has to be written specifically for it. It is not simply meant to replacemultiprocessing
An alternative would be to use
numba
for CUDA, which would require lots of decoration with unknown results. Furthermore thenumba
approach is probablynumpy
array centered and as such unlikely to produce a huge benefit given the non-use ofnumpy
arrays.A migration to an architecture with underlying
numpy
arrays would be required. A possibility would bedask
, which follows thepandas
paradigms whilst at the same time allowing distribution andGPU
usage (by means ofnumba
)Short answer: no.
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Thank you , My dream was it would be simple to implement . Now , back to the reality :) good night
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