WFO testing speed
5 replies
kleung88
7 years ago #116369
‘‹Does anyone know if it’s possible to improve the WFO testing speed ?
I have the following scenario :
Total number of tests is 15008, for all my WFO test. The counts usually run very fast from 0 to 15000, depending on the computer memory. If I start the SQ the frist time, it will take around 5 minutes to count from Zero to 15000. Then, it will crawl slowly from 15001 to 15008 before it stops. The quickest time is around 15 minutes for completion from Zero to 15008.
From Zero to 15000, the Memory Consumption monitor shows it consistently capped below 250K memory level. Once 15001, it jumps up very quickly until the ceiling it hit ( currently at 1.5 Mb ). The memory will not release by itself nor there is any memory dump. SQ will run slower and slower on the next task, until one quits SQ and restart the program before the memory is released.
So, is it possible to improve the running time please ?
Mark Fric
7 years ago #141694
unfortunately there’s no fix for SQ3 but we are making a better testing and optimization engine in the new SQ4 in which we will fix these slowdown and memory problems.
Mark
StrategyQuant architect
kleung88
7 years ago #141696
Noted, thanks Mark for your update.
kleung88
7 years ago #142013
Hello Mark, I like to report on Walk-Forward Matrix, not sure if this is the same issue like WFO testing. I am using the following setting :
OOS% : 20 / 40 / 10
WF runs : 5 / 15 / 2
Total number of tests : 15198
The tests ran very quickly from 1 to 15000, within 10 minutes, and the memory consumption stayed at below 1Mb.
Starting from 15001, it started to run very slowly, while the memory consumption steadily climbed up to 6Mb. It only counted from 15001 to 15131 over the past 8 hours.
Two questions :
Is that the same issue like WFO test on SQ3 architecture that we previously discussed about ?
Will it work if I limit the runs only up to 15000, and how to do this set up ?
Appreciate your further advice, thanks !!!
ralphkguinn
7 years ago #142220
mabi
7 years ago #142254
I noticed it is alot faster with 40 cores working on it in the end then with 4 cores even if the GHz i higher so it does something more then ideling. 😀
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