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STR file size loading speed

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kleung88

Customer, bbp_participant, community, 32 replies.

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7 years ago #116363

Is there any implication in the .str file size generated from the Build Strategies ?

 

I have detected some performance issue during retesting, especially during the randomized MC robustness test.  Some of the strategy files can be loaded and saved quickly, and the robustness test result can be clicked out for view quickly, but some of them took the memory to the limit and caused the PC to hang up.

 

I found that under the Build Strategies process, the chain of strategy file sizes can be just below 100Kb for each.  But then, all the sudden, the file size along the chain can suddenly jumped up to over 6Mb.  At some point, I even saw some file sizes over 30Mb for each.  The largest file size spotted was 58Mb.  6Mb file caused some slowness during the Robustness results checking, but still acceptable.  As for those over 30Mb, they usually cause the program to hang up.  Pressing the “Perform Memory Cleanup” gave no response either.

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tomas262

Administrator, sq-ultimate, 2 replies.

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7 years ago #141664

Hello,

 

thanks for reporting this. It has been forwarded to Mark 

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Mark Fric

Administrator, sq-ultimate, 2 replies.

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7 years ago #141695

file size depends mostly on the number of trades that were produced by the strategy. If strategy produces a very big number of orders (more than 10k) its file size will be also big.

 

You can limit the maximum number of trades the strategy produces, or filter out the strategies that have too many trades.

Mark
StrategyQuant architect

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kleung88

Customer, bbp_participant, community, 32 replies.

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7 years ago #141697

I see.  It just seem a bit odd to me there’s such a drastic difference between the file sizes within the same build strategies run, where all chosen building blocks are the same among all generated strategies. in the same run.  Also, I was using H4 timeframe, not the lower ones, and I suppose the number of trades should be manageable.  Just a bit skeptical if anything on my side might have been operated incorrectly too.

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