Short answer is yes, if it is cost and effort efficient. JBT is more or less 100% parallel in optimization mode. All it takes is code to make it happen.
On Wed, Apr 17, 2013 at 12:27 AM, Oleg Ruchovets <[email protected]>wrote: > 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. > > > -- 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.
