Intraday playback runs out of memory easily

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Intraday playback runs out of memory easily

Postby jek » 15 Jan 2011

I got around to trying out playback more in depth and it generally works very well!

For charts with daily and higher data it seems to just do the right thing.

The main limitation is with intraday bars and wanting to jump back in time a long way.

In that circumstance, you find that tsserver quickly starts to report that you are running out of memory.

It is possible to manually move the data range to end in the past, but with multiple instruments in a window, it is both tedious to do and tends to give throw errors from indicators while you are doing it.

Ideally, the playback would let you move "way back in time" to find an unfamiliar market and then play forward, managing a cache of the data that limits how much needs to be in RAM.

As it is, you are limited to just a few days of intraday data.

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Dave Masalov
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Re: Intraday playback runs out of memory easily

Postby Dave Masalov » 20 Jan 2011

Dear jek,

Please post your feature request in Project Management:

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