PureBytes Links
Trading Reference Links
|
Hi Tomasz,
Thanks for commenting extensively on this subject.
One thing that will definitely see big gains is to run the different
cases of an optimization in parallel. I sometimes run two instances
of AmiBroker on my dual-core processor, each doing its own
optimization run. Neither instance gets slowed down because of cache
issues.
Cheers,
Qin
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Hello,
>
> Support for multi-CPU / multi-core is already available in many
areas mainly related to database handling,
> for example:
>
> - selected real time plugins use multi-threaded processing of data
(IQFeed plugin, IB plugin)
> - Indicator Maintenance wizard is multi threaded
> - some internal operations regardling list view are done in separate
thread
> - automatic trading interface (IBController) runs in separate thread
> - AmiQuote is fully multi-threading program (it can run as much as
21 threads at the same time)
>
> As far as optimization is considered, it is not multi-threaded right
now. It is not a matter of
> "making it MT" but the matter of actually getting speed advantage.
You need to understand
> that things that run on multiple cores are not necesarily faster.
Actually they can be slower
> due to cache misses/invalidations/memory access conflicts/context
switching etc.
> There are functions (like Foreign) in the AFL that inherently lead
to data access conflicts when run on more than one CPU/core.
>
> I have done *many* benchmarks of various real-world scenarios and my
findings are that you need
> to be very careful on what you actually put into multi-threading
code because you may end up
> having actually slower result. This is especially the case for tight
hand coded loops that AFL uses
> to process arrays. They execute 2 to 3 times faster on single core
than when same loop is divided
> into multiple cores. You will start getting 10% advantage only when
you proceess arrays larger than 100000 bars.
> This is rare and not really worth effort as it simply bogs down your
computer and you can hardly move your mouse.
>
> So different approaches are tested on real-world data and real-world
code and I actually measure the time
> of execution, and will only release any MT addition *IF* speed
advantage is at least 40% under regular use.
>
> Please note that such tests and benchmarking is pretty time
consuming and I am not giving you any dates.
> We will see - the work continues.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "joelamibroker" <joelamibroker@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, August 23, 2007 4:22 PM
> Subject: [amibroker] Multi CPU anytime soon?
>
>
> > Hi,
> >
> > Support for multiple CPUs has been discussed for over a year now.
> >
> > Is there any chance that we will be seeing this feature for
optimisations?
> >
> > Joel
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
>
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|