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Re: [amibroker] Re: OT: Given unlimited budget, what's the IDEAL hardware configuration



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From: phlsti
Sent: Friday, October 17, 2008 5:18 PM
Subject: [amibroker] Re: OT: Given unlimited budget, what's the IDEAL hardware configuration

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--- In amibroker@xxxxxxxxxps.com, "Mike" <sfclimbers@...> wrote:
>
> 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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