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Re: [amibroker] Re: Speed issues with Premium Data



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Looks like you found it,  you need both the datasource set to local & local storage enables.  (see attached).
 
The only issue with local data is occassionally you must switch to metastock as source or import the metastock data to get the most up to date prices.  But if as you say you just need a data set for
 
testing, using local data is definately the quickest. I do it that way myself when researching & running many backtests then switch back to metastock data when I need the updated data.
 
Dave
 
 
 
 
----- Original Message -----
From: ges x
Sent: Saturday, April 12, 2008 1:25 PM
Subject: Re: [amibroker] Re: Speed issues with Premium Data

Well, I think I just solved that problem.  I had turned on the "enable" radio button on the local data storage, but I had not selected "local database" in the drop down menu for data source. I thought I was supposed to leave it as "Metastock Data" This isn't necessary with the QP database.  But it is with PremiumData.  Now the constant disk access is gone and AB goes through all 18k delisted symbols on a moderately complex backtest in a fraction of the time.  And I never saw the broker.exe memory usage go over 250m.

Not sure if there is a downside to making this a local database, but, wow, is it much faster.  Instead of taking over 10 minutes, it took 2 minutes.

Thanks for all the help.  Sorry I was so slow on figuring it out.


On Fri, Apr 11, 2008 at 9:09 PM, ges x <ges8ges@xxxxxxcom> wrote:
Graham,

I checked the local storage check box, but it did not seem to increase the speed or diminish the disk accessing. Is this because Premium Data is in Metastock format?  Do I need to select "local database" as the data source in the drop down menu?  Or is it just that the database is too large for my memory and data settings?  I have allocated 1GB to AB for data (max megabytes), although when I check in Task Manager I can't ever see that it is using nearly that much and yet the data is not in memory.

OK, I just now monitored Broker.exe's mem use in Task Manager.  When I tested on the QP database (which all goes in memory after the first run through and is extremely fast), Task Manager showed that broker.exe was using about 542k memory.  When I switched over to Premium Data database and ran an exploration the mem usage never got much over 300k even though the database settings are the same, and when run a second time, the data is still accessed from disk and not from memory.

It is the nature of the systems I have developed that the explorations and tests must be run over most of the database so anything I can do to speed it up is a huge help.

I appreciate that AB is very fast, but if I can speed up the data access for these large Premium Data files I'll be more productive.  Maybe increasing my RAM from 2G to 4G would help, although that doesn't appear to be the issue from what I've seen in Task Manager. 


On Fri, Apr 11, 2008 at 4:35 PM, Graham <kavemanperth@gmail.com> wrote:

Enable local data storage in database settings window


--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com


On 12/04/2008, ges x <ges8ges@xxxxxxcom> wrote:
I think Paul's suggestion not to run so many symbols is a good one and I can pare down the list for many tests, but there are some for which I need to run over 20,000.

How do I go about putting the Premium data into native AB format?  This database will be used for historical backtesting and does not need to be updated, or not often, so it would make sense to move this over to native AB format.  Is this a simple process?

Thanks.





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