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Hi,
Given an unlimited budget (helps to identify what is possible, even if
not practical), what hardware configuration can deliver the best AB
performance?
There have been a number of threads touching on the topic. But, I'd
like to see if I can capture insights in a single place, and to
reflect the advancements available today.
Any comments on any or all sections below would be much appreciated.
My personal use case is for running custom backtests against 10 years
of EOD data across thousands of symbols. Others may feel free to add a
slant of their own in their replies.
CPU:
----
In messages #125311 and #125420 Fred has demonstrated how a multi core
system can be leveraged using MCO (see files section) to have
AmiBroker utilize all cores. Source:
http://finance.groups.yahoo.com/group/amibroker/message/125311?
threaded=1&l=1
http://finance.groups.yahoo.com/group/amibroker/message/125420?
threaded=1&l=1
- Can MCO still be used when the AFL employs AddToComposite? Does this
equate to overlapping writes that Tomasz warned against in message
#124368? Does MCO have a /IOPath equivalent to get around this as
described by Paul regarding IO in message #124432? Source:
http://finance.groups.yahoo.com/group/amibroker/message/124368
http://finance.groups.yahoo.com/group/amibroker/message/124432
- Are there any chip sets that are particularly better suited for
AmiBroker backtesting? For example; Intel offers Core 2 Extreme QX
series as well as Xeon 5400 series. From what I've read, despite
identical specs, "the four pre-fetchers inside an X5482 are optimised
for running workstation/server applications such as CAD, 3D rendering
and databases, the pre-fetchers in the QX9775 are tuned for desktop
applications and games." Am I correct in assuming that AmiBroker would
fall more into the desktop application category? Source:
http://www.custompc.co.uk/reviews/601998/intel-skulltrail.html
If the difference is not too drastic, the right motherboard paired
with a $300-$400 Xeon can easily be overclocked to match a stock $1500
QX9775. Source:
http://techgage.com/article/building_an_affordable_skulltrail_system/5
- Is there any evidence that AmiBroker would be better off in a single
chip setup (i.e. single quad core) vs. two chips (i.e. dual socket
quad core)? I've seen benchmarks where single chips outperformed
paired chips simply because software could not take advantage of more
than 4 cores. Yet, Fred's MCO setup would seem to have worked around
that limitation.
Memory:
-------
In message #124353 Tomasz has said that it is the RAM that is the
limiting factor for heavy optimizations since they will not fit in the
L2 cache. Similarly, in message #125651 Tomasz has said that "For
optimum performance, as much RAM as you can have and CPU with fast
floating point unit..." is the way to go. Source:
http://finance.groups.yahoo.com/group/amibroker/message/124353
http://finance.groups.yahoo.com/group/amibroker/message/125651?
threaded=1&l=1
- Does this imply that it would be better to move to a 64bit OS just
to gain access to more RAM? Is the RAM access on a 64bit OS still
maxed out at 4GB when running 32bit applications (compared to the
standard 2-3GB on a 32bit OS) as indicated in message #94875? Source:
http://finance.groups.yahoo.com/group/amibroker/message/94875
- Does the latency of FB-DIMM DDR2 800 have much of an impact on
AmiBroker as compared to plain DDR2 memory? There are motherboards out
there that allow big overclocking opportunities, but they use FB-DIMM
DDR2 memory. Would increased CPU speeds outweigh the penalty of FB-
DIMM memory?
- Is there a recommended swap file size? Tomasz has said that having a
swap file is better than not having one. Is there any benifet/drawback
of having a larger file vs. smaller file? Source:
http://finance.groups.yahoo.com/group/amibroker/message/124434
Hard Drive:
-----------
Hard drives typically come in 7200 RPM but are also available in 10000
RPM, either of which can be arranged in a Raid 0 setup for further
gains in speed.
- Running nothing but AmiBroker and having 12MB of L2 cache with 4GB
of RAM, would 10 years of EOD across 8000 symbols need to access the
drive beyond the first loading?
- Would a 10000 RPM drive or Raid configuration result in any
noticeable improvement in the above scenario?
OS:
---
32bit Windows vs. 64bit Windows.
- The AmiBroker website claims 25% speedup running 64bit AmiBroker on
64bit OS. It also says that 32bit plugins will not work with 64bit
AmiBroker, and that there are no 64bit data plugins available. Could
someone please clarify what is meant by data plugin in this context?
Specifically; If running a 64bit OS, would we have to run 32bit
AmiBroker to use a database from TC2007 or Premium Data? Or does this
just apply to plugins like the Interactive Brokers TWS Plugin? Source:
http://www.amibroker.com/x64/
- Are there any arguments in favor or against running 64bit Windows XP
vs. Windows Vista?
- Are there any arguments in favor or against the various versions of
Vista as compared to each other (e.g. Business vs. Home vs. ...).
Thanks.
Mike
P.S. In a perfect world, the information from this post could be
cleaned up and posted as a topic in the UKB, also potentially
satisfying Herman's request at
http://www.amibroker.com/feedback/view_bug.php?bug_id=1461
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