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Re: [amibroker] Quad-core test results



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Trading Reference Links

How long? See Moore's law:


http://en.wikipedia.org/wiki/Moore's_law


herman


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Friday, May 23, 2008, 12:17:30 PM, you wrote:


>

I understand … At present one would think that some AFL’s running some group of symbols may have no or even negative results and some will be at the other end of the spectrum …

 

As the leading edge of hardware gets faster, has more on chip memory and more cores one would think this has greater and greater appeal.

 

Given that it wasn’t that long ago that a 20 MB hard drives was a luxury it makes me wonder how long it will be until on chip memory begins expanding by powers of two … Today 12 MB seems to be max … Maybe in a year or three a GB+ will be common … 

 


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Tomasz Janeczko

Sent: Friday, May 23, 2008 11:52 AM

To: amibroker@xxxxxxxxxxxxxxx

Subject: Re: [amibroker] Quad-core test results

 

Hello,

 

I am not saying that I won't implement that. I am only trying to cool down expectations.

Expecting that N cores will run N times as fast as single core on application that is as memory intensive as AmiBroker

is very far from realistic. That is the point I am trying to make.


Best regards,

Tomasz Janeczko

amibroker.com

----- Original Message ----- 

From: Fred Tonetti 

To: amibroker@xxxxxxxxxps.com 

Sent: Friday, May 23, 2008 3:26 PM

Subject: RE: [amibroker] Quad-core test results

 

TJ,

 

I’m not sure I’d classify these tests as non serious nor irrelevant …

 

I think while we at least sort of understand the speed limitations in terms of whether or not everything fits into on-chip memory, you may be overestimating what percentage of the user community who do optimizations would be loading enough data so that it doesn’t fit on chip especially as on chip memory gets larger and larger.

 

Maybe it wouldn’t provide any speed increase for those wanting to load a zillion bars of intraday data for half a zillion symbols, utilizing multiple cpu’s and/or cores may very well provide major speed increases for those who have systems and data that do fit in on chip memory and as such imho this is still a very worthwhile enhancement to AB. 

 

As an example … The optimization test I happened to perform was on EOD data for a list of 670+ ETF’s for all quotations.  While there are varying lengths of data for these symbols, in total there are better than 475,000 bars of data and I noticed no increase in run times when running the same optimization on multiple copies of AB.  I would have thought this would have been enough data to not fit in on chip memory but even if for some reason I’m not calculating how much memory this should take correctly, the fact that it does run just as fast with two copies of AB as compared to one would seem to illustrate that this is not a pointless enhancement.

 

Fred

 


From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Tomasz Janeczko

Sent: Friday, May 23, 2008 2:38 AM

To: amibroker@xxxxxxxxxxxxxxx

Subject: Re: [amibroker] Quad-core test results

 

"For background, the test was an optimization run on a single ticker, which is how I will be running all my other tests ( ticker was QID, 468 EOD data bars ). All tests used the same code with different param settings, all tests had about 46,000 opt steps."

 

These tests are irrelevant. Single ticker END OF DAY 468 bars is ONLY 14976 BYTES of memory. That's 14K or 0.014MB. Fits ENTIRELY in on-chip CPU cache.

On ANY CPU (even the most low-end cpu).

 

The entire discussion was that *SYSTEM* (non-CPU) MEMORY SPEED is the limit 

===============================================

and this applies of course to cases when data did NOT FIT in on-chip memory.

 

Single-ticker 468 bar optimization is TOO TRIVIAL to be relevant.

 

Run something serious that requires at least 20MB of RAM so it can't sit in the cache!


Best regards,

Tomasz Janeczko

amibroker.com 

 


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