Hi , My area of expertise is Big Data and distributed computation. I am just curious : Using Cuda you'll still stay in the context of single box , but using such framework like Storm (CEP) http://storm-project.net/ can process simultaneously in different machines. Does it make sense to use JbookTrader in context of distributed environment?
On Tue, Apr 16, 2013 at 5:39 PM, Eugene Kononov <[email protected]>wrote: > > 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. > > > -- 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.
