|
PureBytes Links
Trading Reference Links
|
Tomasz, Paul -
The point that I was originally trying to show was that -
- Originally - "3,700 symbols, the execution time is 20 minutes on the first
run, and 16 minutes thereafter" - Then - with Tomasz's suggestion
- - First run after starting AB: 5'30"
- Subsequent runs: 2'10"
- Using local database: 0'23"
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> No, your tests shows that TC2000 itself accounts for 90% of run time (5 minutes with TC compared to less than half minute without
> link to TC).
>
> And yes if you are using TC2000 you can switch back and forth - select TC2000 as data source, run one AA over all symbols to copy
> data to AB local database, then switch data source to (local database) to avoid querying TC2000 for new data - this gives 10x
> speedup because
> slow TC2000 is not contacted anymore.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "polomorabe" paul.moore@xxx
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Sunday, September 13, 2009 8:28 AM
> Subject: [amibroker] Re: Backtest execution speed.
>
>
> > Thanks Bruce, Tomasz and Keith.
> >
> > Bruce, I checked with the simple AFL you suggested Buy=Sell=Short=Cover=0, and my results were:
> > - First run after starting AB: 5'30"
> > - Subsequent runs: 2'10"
> > - Using local database: 0'23"
> > So indeed, the AFL itself accounts for most of the run-time. Thanks for the tip.
> >
> > Keith, until he confirms himself, I believe Tomasz confirmed my understanding, ie, that with the source set to "local database",
> > no accesses from the TC2000 database are made. That is, after starting AB, the source must be set to TC2000 to ensure the local
> > database is updated. Afterwards, within the same AB session, the source can be set "local database" to maximise performance.
> >
> > Paul
> >
> >
> >
> > ------------------------------------
> >
> > **** IMPORTANT PLEASE READ ****
> > This group is for the discussion between users only.
> > This is *NOT* technical support channel.
> >
> > TO GET TECHNICAL SUPPORT send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
> > http://www.amibroker.com/feedback/
> > (submissions sent via other channels won't be considered)
> >
> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > Yahoo! Groups Links
> >
> >
> >
>
__._,_.___
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
![]()
__,_._,___
|