> Just wondering if anyone has looked at use parallel processing for > optimizing strategies yet. I've been using the NVIDIA's CUDA library for > other heavy lifting jobs with good results. There's a project called JCUDA > which supplies a Runtime API with Java bindings for CUDA. If no one has > written anything for this yet, I may take it on as a side project. > >
Yes, we are actively working on this. We are using aparapi: https://code.google.com/p/aparapi/ Riunning the JBT optimization on he high end GPU (AMD Radeon 7900 series) indicates a speedup in the order of 1000 times faster. The big drawback is that it required a complete re-write of the multiple JBT classes, essentially flattening the object-oriented model into array processing of this type: final float inA[] = .... // get a float array of data from somewhere final float inB[] = .... // get a float array of data from somewhere (inA.length==inB.length) final float result = new float[inA.length]; for (int i=0; i<array.length; i++){ result[i]=intA[i]+inB[i]; } What kind of speed up do you get with CUDA/NVidia? How much modifications to the JBT code did it require? -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/jbooktrader?hl=en. For more options, visit https://groups.google.com/groups/opt_out.
