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RE: [amibroker] Re: double (64-bit) precision



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Hello,

Some of us still do not have "couple of GB" of RAM :-)
(Myself I have only 512MB in my main computer and 192MB on notebook)

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "qqqqq_99999_qqqqq" <qqqqq_99999_qqqqq@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, April 17, 2004 1:04 AM
Subject: [amibroker] Re: double (64-bit) precision


> Thank you for the detailed answer.
> 
> I just thought a 5,000-symbol portfolio with 20-year daily data on a
> couple of GB of RAM was *practical*...
> 
> regards,
> ysk
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
> wrote:
> > Hello,
> > 
> > 1. Not easy but doable. Problem is with the existing plugins - they
> would ALL need to be rewritten.
> > 
> > 2. Raw calculation speed is not a problem because calculations are
> processed anyway using FPU which is almost 
> >     as fast in 32 bit IEEE as in 64 bit IEE. The problem is the
> MEMORY and accessing 2x larger data blocks.
> > 
> >     Note that internal calculations and intermediate result storage
> are 64 bit already but just results
> >     and data fields are stored in 32 bit floating point format. And
> this is mainly to conserve memory usage.
> >     Eventual speed drop would be the result of 2x memory size
> required (for example: things that fit into CPU cache
> >     would not fit anymore - if data do not fit into the cache it
> means HUGE drop in performance). 
> > 
> >    64 bit precision means DOUBLING memory requirements.
> >    It may not be a problem for you but several people are trying to
> calculate things on 500000 data bars.
> >    Currently each such array consists of 4MB. Quote data (OHLCVOI -
> 6 * 8 * 500000 bytes = 24MB).
> >    This means that 500000 bars of single security would take 24MB of
> CONTINUOUS memory.
> >    This becomes a problem because on Windows RAM is very often
> fragmented and even if you have for example
> >    128MB ram free there is no 24MB continuous block.
> >    Also when running portfolio backtests memory is required to hold
> entry/exit prices and if this would need
> >   to be in 64 bit then people running backtests on large portfolios
> (>1000 symbols) would not be able to
> >   run them at all.
> > 
> > Frankly from my point of view it does not make any sense. 32 bit
> floating point provides accuracy of
> > 1e-7 it is: 0.00001%. 
> > 
> > I simply can not imagine how anyone would consider 0.000001%
> accuracy inappropriate for financial
> > application. If you are trading say portfolio worth $100000 (one
> hundred thousands dollars) 32bit floating point provides results
> > that are accurate +/- $0.01 (plus/minus one cent).  Practical
> accuracy is better because INTERMEDIATE
> > calculations and results in backtester are performed in full 64 bit
> so total profit and other reported figures are
> > much more accurate (upto 15 significant digits)
> > 
> > This is why I don't think if moving everything to 64 bit has ANY
> *practical* merrit.
> > 
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message ----- 
> > From: "qqqqq_99999_qqqqq" <qqqqq_99999_qqqqq@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Friday, April 16, 2004 6:12 PM
> > Subject: [amibroker] double (64-bit) precision
> > 
> > 
> > > Tomasz,
> > > 
> > > 1) How easy is it to convert AmiBroker to double (64-bit)
> precision ?
> > > 
> > > 2) How much sacrifice in terms of speed do you expect from the
> > >    conversion?
> > > 
> > > TIA
> > > 
> > > regards,
> > > ysk
> > > 
> > > 
> > > 
> > > 
> > > Send BUG REPORTS to bugs@xxxx
> > > Send SUGGESTIONS to suggest@xxxx
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> > > Yahoo! Groups Links
> > > 
> > > 
> > > 
> > >  
> > > 
> > >
> 
> 
> 
> 
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
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> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
> Yahoo! Groups Links
> 
> 
> 
>  
> 
> 


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