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Some of you may have read a
number of recent exchanges I made with others about the speed of execution of a
particular piece of code which did "ordinal rankings". I complained that
Watchlists with 450 or so symbols were taking hours and Tomasz and Paul Ho wrote
back and said that they were experiencing execution times on the same code in
the order of minutes.
After doing all sorts of
things, and seeing no meaningful changes to the execution times, I decided to
experiment with my database source.
My only (current) database
source is the FastTrack database. My database settings are FastTrack
database plugin, Local data storage: disabled, Number of bars:
50000.
I have previous subscribed
to QuotesPlus, and while I ended my subscription in Oct of 2007, lazy me still
had the database installed with the following settings: QuotesPlus plugin; Local
data storage: enabled; Number of bars: 100000 (ha, I get too zealous with the
zero key).
A run with the same code,
on approximately the same size Watchlist (452 members) showed Paul Ho's original
code (single indicator) to complete in about 45 seconds, while my modified code
(two indicators) was on the way to completion in about 22 minutes compared to
the 1 hour 30 to 50 minutes I was seeing with the FastTrack
database.
So I am left to wonder
whether the FastTrack plugin and its interface with the FastTrack data is the
reason the retrieval is so slow compared to the QuotesPlus plugin. Or,
whether the Local Storage enabled is the key factor. Further, I suspect
but am not sure that the number of bars I stick in the box has little to do with
the access times (in this case of EOD data) but I am not
sure.
I would like to hear the
pros (faster times) and cons (wasted HD space??) of having local storage
enabled. Can some one share before I convert my FastTrack data to local
storage for a test.
Thanks for your
advice.
Ken
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