ok.. what if we forget about strategies and cache their common denominator (indicators)... so effectively we get very wide file. Would this still be potential bottleneck in your opinion?
thanks On Sep 21, 11:32 pm, nonlinear5 <[email protected]> wrote: > > Did you ever considered caching some computations... if data doesn't > > change (you don't update historical data files) you don't need to > > calculate indicators nor positions for those days.... ever again.. > > right? > > > so we are maybe talking about huge time saving by only caching > > computations to the hard drive? > > Backtesting only takes seconds, even with relative large data files, > so caching is probably not going to improve the performance. As to the > optimization results caching, the cache would need to be so enormous > (literally billions of entries for each strategy), that it would > likely become the bottleneck, rather than the improvement factor. --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
