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> The programing guide lists the 8600M and 8700M as having 32
>computing
> cores. Not sure what they are clocked at.
core clock/shader clock/memory clock Mhz
8600M GT 475/950/700
8700M GT 625/1250/800
There's always the 9800 GTX with 112 cores.
brian_z
--- In amibroker@xxxxxxxxxxxxxxx, "dloyer123" <dloyer123@xxx> wrote:
>
> The programing guide lists the 8600M and 8700M as having 32
computing
> cores. Not sure what they are clocked at. Power is an issue. The
> desktop versions need dedicated power connectors. The big cards
need
> two.
>
> Actually, when I am doing development on my laptop, I just use the
> emulator. It is about 100x slower than my desktop system, but
still
> about 20x to 50x faster than Ami alone. The speed difference in
> emulation mode is mostly due to the precomputed and cached price
> arrays.
>
> Tomasz: I suspect that there is an opportunity to trade memory for
> speed, even with 1 core. Memory is cheap and would be a simpler
way
> to get a performance boost than porting to multi core, GPU or CPU.
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@>
> wrote:
> >
> > Dell has 3 off the shelf
> > > laptops in their entertainment/performance range that use
GeForce
> > > 8600M and 8700M with 256MB & 2*2456MB (min 256 required for
CUDA?)
> >
> > Mobile ones are very poor cousins. Belive me. I own brand new
> notebook (ASUS) with GeForce8600M
> > and it is SLOW in 3D. I mean SLOW. Did I mention that it is SLOW?
> >
> > In 3D Mark it gets the same results as my 3 year old desktop
6600GT.
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: "brian_z111" <brian_z111@>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Tuesday, August 12, 2008 12:40 AM
> > Subject: [amibroker] Re: Freakishly fast backtest using 64 cores
> >
> >
> > > DL
> > >
> > >
> > > I am following at the top level and understand what you are
doing
> OK
> > > (you make me wish I had learnt programming/IT).
> > >
> > > I like your CPU.
> > >
> > > Allowing niche trading is what AB is all about?
> > >
> > > I'll put my money on MS/"general purpose computing on GPU" - I
> don't
> > > think the masses are in love with MS but for 80% of people who
> can do
> > > 80% of what they want with MS the price to move elsewhere is
too
> > > high - they are just in love with max output for min input.
> > >
> > > If you go to the trouble to write a plug-in do you think it
will
> be
> > > around long/require much ongoing support from you?
> > >
> > > I can see the benefits of the speed - for a group of traders it
> is a
> > > definite edge they would have for a year or two (I don't think
> any
> > > other trading software will be seeing this for a while? -
> especially
> > > in the AT area where more crunching could be done fast enough
to
> keep
> > > up with live data.
> > >
> > > I don't blame Tomasz for not sitting his backside on the
cutting
> > > edge - too dangerous for developers with long term clientele.
> > >
> > > Not having a go at Tomasz - to clarify - Tomeasz said GEForce
> 8800
> > > can't be put in a notebook?
> > >
> > > To my understanding there seems to be a reasonable number of
> laptops
> > > around that could use your method e.g. Dell has 3 off the shelf
> > > laptops in their entertainment/performance range that use
GeForce
> > > 8600M and 8700M with 256MB & 2*2456MB (min 256 required for
CUDA?)
> > >
> > > I looked at the GeF links in Paul's post but they didn't have
> much
> > > specific info there that I could see - I assume the above cards
> wiil
> > > run your system.
> > >
> > > I am not a buyer for now but good luck with it and what you
have
> done
> > > already is a good contribution to AB - once someone on the
block
> has
> > > a new super-dooper gadget pretty soon the neighbours want one
too
> and
> > > demand grows.
> > >
> > > brian_z
> > >
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "dloyer123" <dloyer123@>
wrote:
> > >>
> > >> This uses the mid range video card that happened to come with
my
> > >> system, a 9800GT. The newer 260 and 280 cards are 3 to 4
times
> > >> faster. The 260 can be found at best buy for $300. Some
> laptops
> > >> have compatible cards as well.
> > >>
> > >> The video card has its own memory, mine has 512MB, some have
as
> > > much
> > >> as 1GB. This memory is very fast, once it is loaded from the
> main
> > >> system. Nvidia has a professional line of products that have
> much
> > >> more memory.
> > >>
> > >> Get get the best performance, my AFL code makes one pass over
> the
> > >> data, calling a Dll. The Dll takes all of the data needed by
> the
> > >> calculation and loads a copy to the video card. This upload
is
> > > slow,
> > >> the entire upload takes about 45 seconds for all 1000 symbols.
> > >>
> > >> Once all of the data is uploaded, the Dll loads a "kernel"
into
> the
> > >> graphics cores that perform the actual computation and
generates
> > > the
> > >> trade list. This part is very fast and performs all of the
same
> > >> functions that my AFL version does. The resulting trade list
is
> > > the
> > >> same.
> > >>
> > >> Because the data loaded into video memory, it can be resused
for
> > > many
> > >> passes over the data with different optimization values. So,
> > >> hundreds of combinations of optimization values can be tried
per
> > >> second.
> > >>
> > >> For non optimization runs, the Dll just loads one symbol into
> video
> > >> memory and processes it. Counting the overhead of moving data
> to
> > > the
> > >> video card and extracting the trade list for a single symbol,
> the
> > >> result is similar to AFL code alone. This lets me test the
code
> > > and
> > >> make sure it is correct.
> > >>
> > >> This approach works best when the data only needs to be loaded
> > > once,
> > >> then "resused" many times. It also works best when there is a
> lot
> > > of
> > >> data to work with.
> > >>
> > >> What is more interesting to me and what would be more useful
for
> > >> others would be a general drive that requires no Dll changes
to
> > >> modify the system. The performance would not be as good as
hand
> > >> optimized code, but would still be much better than AFL code
> > > alone.
> > >> It would take trading system design to a whole new level. It
> would
> > >> provide enough performance to make working with Intra day data
> as
> > >> easy as daily data is today.
> > >>
> > >> Writing such a driver would be hard, but I have already done
> some
> > >> prototypes and design work. I am tempted to do it for my own
> use.
> > >> If I made it available to others supporting it would be a
PITA.
> > >>
> > >>
> > >>
> > >>
> > >> --- In amibroker@xxxxxxxxxxxxxxx, "Paul Ho" <paul.tsho@> wrote:
> > >> >
> > >> > I'm very interested
> > >> > could you elaborate a bit more
> > >> > What model of Nvidia chipset are you using, and with how
much
> > >> memory?
> > >> > Not sure exactly what you mean when you say
> > >> > It uses AmiBroker to load the symbol data and perform
> > > calculations
> > >> > that do not depend on the optimization parameters. Once
loaded
> > > into
> > >> > video memory, repeated passes can be made with different
> > >> parameters,
> > >> > avoiding any overhead.
> > >> > Can you give me some examples. I presume when your dll is
> called.
> > >> AB passes
> > >> > one or more arrays of data belonging to 1 symbol, is that
true?
> > >> > Not sure exactly what the rest mean either. How many
functions
> > > are
> > >> you
> > >> > running in your dll, and what does each of the do?
> > >> > Great of you to share your insight.
> > >> > Cheers
> > >> > Paul.
> > >> >
> > >> >
> > >> >
> > >> > _____
> > >> >
> > >> > From: amibroker@xxxxxxxxxxxxxxx
> > > [mailto:amibroker@xxxxxxxxxxxxxxx]
> > >> On Behalf
> > >> > Of dloyer123
> > >> > Sent: Tuesday, 5 August 2008 9:19 AM
> > >> > To: amibroker@xxxxxxxxxxxxxxx
> > >> > Subject: [amibroker] Freakishly fast backtest using 64 cores
> > >> >
> > >> >
> > >> >
> > >> > Greetings,
> > >> >
> > >> > I ported part of my AFL backtest code to a plugin, that
takes
> > >> > advantage of the graphics math cores on the video card that
> are
> > >> > normally used for 3d graphics.
> > >> >
> > >> > I was able to get a several thousand fold performance
> improvement
> > >> > over AFL code alone.
> > >> >
> > >> > My goal was to reduce the 25 seconds AFL code alone uses for
a
> > >> single
> > >> > portfolio level back test to less than 1 second, allowing
> multi
> > > day
> > >> > optimization and walkforward runs to complete in a more
> > > reasonable
> > >> > time, and also just to see how fast I could get it to run.
> > >> >
> > >> > The backtest runs over 1 year of 5 minute bars for about
1000
> > >> > symbols. 1 year of data normally takes 25 seconds for
> AmiBroker
> > >> > alone, or 18 seconds for 6 months of data. A typical
> optimization
> > >> > run takes hundreds of these passes per walk forward step,
> taking
> > >> > hours.
> > >> >
> > >> > Using the Nvidia CUDA API, running on my mid range video
card.
> It
> > >> > was much faster. Much, much, much faster. How fast?
> > >> >
> > >> > It reduced the run time from 25s to... 4.4ms. That is more
> than
> > >> > 200/s!
> > >> >
> > >> > I didnt believe the timing when I saw it at first. So, I put
> > > 1,000
> > >> > runs in a loop and sure enough, it ran 1,000 iterations in
> about
> > > 4
> > >> > 1/2 seconds. This far exceeded my gaol or expectations.
> > >> >
> > >> > The resulting trade list matches that obtained by the AFL
> version
> > >> of
> > >> > this code.
> > >> >
> > >> > I estimate that it is processing 32GB of bar data/sec.
> > >> >
> > >> > Getting this to work at peak performance was tricky. Most of
> what
> > > I
> > >> > have learned about code optimization does not apply.
> > >> >
> > >> > It uses AmiBroker to load the symbol data and perform
> > > calculations
> > >> > that do not depend on the optimization parameters. Once
loaded
> > > into
> > >> > video memory, repeated passes can be made with different
> > >> parameters,
> > >> > avoiding any overhead.
> > >> >
> > >> > For non backtest/optimization runs, the code just evaluates
> one
> > >> > symbol and passes the data back to AmiBroker
> buy/sell/short/cover
> > >> > arrays, making it easy to test, validate and visualize the
> > > trades.
> > >> > There is very little performance gain in this case.
> > >> >
> > >> > There are problems, however. To run optimizations at peak
> speed,
> > > I
> > >> > can not use AmiBroker to calculate the optimization goal
> > > function.
> > >> > So, I am in the process of writing code to match signals and
> > >> > calculate the portfolio fitness function. Once I do this, I
> will
> > > be
> > >> > able to perform full optimizations and walk forwards at 3
> orders
> > > of
> > >> > magnitude faster than is possible with AmiBroker alone.
> > >> >
> > >> > Also, this is not general purpose code. Changing the system
> code
> > >> > means changing a dll written in C. However, there is no
reason
> > > that
> > >> > this could not be made more general.
> > >> >
> > >> > I have made some prototypes of "Cuda" versions of basic AFL
> > >> > functions. The idea is to queue the function calls into a
> > >> definition
> > >> > executed by a micro kernel running on the graphics cores.
The
> > >> result
> > >> > would be the ability to use the full power of the graphics
> cores
> > > by
> > >> > modifying AFL code to use Cuda aware versions with no
changes
> to
> > > C
> > >> > code. It would be an interesting, but big project.
> > >> >
> > >>
> > >
> > >
> > >
> > > ------------------------------------
> > >
> > > 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
> > >
> > >
> > >
> >
>
------------------------------------
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