Support Board
Date/Time: Fri, 24 Jan 2025 18:43:33 +0000
Post From: Very Slow Accurate Replay Backtesting
| [2019-01-21 18:19:44] |
| MichaelPPTF - Posts: 69 |
|
Hello there, I've been running some backtests on Emini and found it very slow. It took well over an hour to run a year's worth of backtesting. I am using spreadsheet system for trading, and 1 tick data storage, speed was set to 1 mil. My CPU is AMD Ryzen 1800X that has 8 cores and 16 threads, 32 gig of ram, and the data is stored on an NVMe SSD, so system isn't the bottleneck here. CPU utilization was only around 10% while memory usage was only 100 MB or so. Please shed some light, thanks! |