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Tomasz, Paul, All -
Apologies for the duplicate posts - I hate the Yahoo rich text editor !
I'll have to give up on posting till I can type and drink coffee at the
same time :-)
Here's all I was trying to show -
Originally, Paul said - "3,700 symbols, the execution time is 20 minutes
on the first
run, and 16 minutes thereafter"
Then, with Tomasz's suggestion, Paul reported these times running a
dummy Buy=Sell=Short=Cover=0 AFL -
- First run after starting AB: 5'30"
- Subsequent runs: 2'10"
- Using local database: 0'23"
By my calculations, if scan time went to 0, Paul is still going to be
left with approx. 13 minutes of processing time. Far too much and a
large opportunity for optimization of the AFL.
-- BruceR
--- 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
> >
> >
> >
> > ------------------------------------
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>
------------------------------------
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