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I was kind of looking forward to Tomasz'z response to this - it would
have been classic. But, it looks like he is doing other things. So,
I'll offer one quick observation while I'm here.
There are many speed-up opportunities available for a 123 ticker cross
correlation app. But, the first is obvious. The matrix is TRIANGULAR.
If that doesn't ring a bell, Wiki it. But the bottom line is that N*N
calculations are not need. Assuming 1 for the diagonal N*(N-1)/2
calculations are enough - approximately 1/2.
So, this will cut your time considerable and there are some other things
such as SetBarsRequired() that will help also. But your are still
calculating a lot of results and targets of fractions of a second are
probably not realistic.
--- In amibroker@xxxxxxxxxxxxxxx, "gmorlosky" <gmorlosky@xxx> wrote:
>
> Thanks - So I am really doing 123 * 123 in the orginal example... How
do I speed that up ?
>
> Yes - the example was a partial list as I left off some of the
"lesser" functions, but I have included all below (119 symbols).
>
> Function name Call Count Total Time[ms] Time per Call [ms]
> StrExtract 120 0.530 0.004
> CategoryGetSymbols 1 0.125 0.125
> GetCategorySymbols 1 0.107 0.107
> Param 6 0.038 0.006
> paramcategory 1 0.034 0.034
> ParamList 4 0.031 0.008
> ParamToggle 4 0.031 0.008
> NumToStr 1 0.030 0.030
> StaticVarGet 3 0.019 0.006
> array operator - 1 0.015 0.015
> paramlistnum 1 0.014 0.014
> ParamTrigger 2 0.010 0.005
> _SECTION_BEGIN 1 0.008 0.008
> Status 1 0.005 0.005
> IIf 2 0.003 0.002
> StrLen 1 0.002 0.002
> _SECTION_END 1 0.002 0.002
> EnableScript 1 0.002 0.002
> StrFind 1 0.002 0.002
> EnableTextOutput 1 0.001 0.001
> GetChartID 1 0.000 0.000
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, Tomasz Janeczko groups@ wrote:
> >
> > The list looks incomplete. Your formula probably uses
> > 123 * 123 (=15129) calls to Foreign function to generate heat map /
> > correlation for 123 symbols. That's
> > where it apparently spends most time.
> >
> > gmorlosky wrote:
> > > Explain something to me. This particular indicator code (HeatMap
of 123 symbols)runs like a dog (5 seconds or more to complete. I have no
plugins or scripting. The details of each function are below. Is it the
StrExtract and/or the *Symbols, that needs to be sped up ? and how ?
> > >
> > > Function name Call Count Total Time [ms] Time per Call [ms]
> > > StrExtract 123 0.563 0.005
> > > CategoryGetSymbols 1 0.403 0.403
> > > GetCategorySymbols 1 0.285 0.285
> > > Param 6 0.038 0.006
> > > ParamList 4 0.035 0.009
> > > Paramcategory 1 0.033 0.033
> > > ParamToggle 4 0.032 0.008
> > > NumToStr 1 0.030 0.030
> > > AddColumn 1 0.023 0.023
> > >
> > >
> > >
> > >
> > > ------------------------------------
> > >
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>
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