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Open Feature request MC-131

Intraday playback runs out of memory easily

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Description

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.

Steps to reproduce this issue

Create hourly, daily, and weekly charts that span a couple of months.

"Jump" back to an early time with global turned on.

Notice that you run out of memory.

Comments (8)
#0
user-offline.png  Alex MultiCharts (Alex MultiCharts)
Jan 21, 2011 - 04:20

Please, send us your workspace.

#0
user-offline.png  jek (jek)
Jan 21, 2011 - 13:30

Use the ReplayMemory.wsp workspace.
Click "Jump" in the Replay toolbar.
Click as little as 5 days back in the daily bar chart (second from right).
Click the "Global Mode" button.
Observe that memory is exhausted quite soon.
You would like to be able to click back a year and have it "just work".  i.e. figure out how to manage the start/end times and load the data in incrementally so that it doesn't consume a lot of memory and doesn't require adjusting lots of market data end times.

#0
user-offline.png  Alex MultiCharts (Alex MultiCharts)
Jan 22, 2011 - 02:03

ReplayMemory.wsp workspace - i am sorry, but where is it?

#0
user-offline.png  jek (jek)
Jan 22, 2011 - 03:20

Every time I try to upload a file I get the error:
There was an error with your upload: This filetype is not allowed
I tried switching from Firefox to IE but that didn't fix it.
I didn't notice the error message the first 2 times - it was "in line" rather than a pop-up or something that stood out (other than being red).
Is there some trick to uploading?
**I tried making a zip of it but that gave the same error.
**

#0
user-offline.png  jek (jek)
Jan 26, 2011 - 11:05

Well I renamed the .wsp file to be .png and the upload succeeded.
It is not a png but a workspace.
It doesn't seem to like wsp file types...

#0
user-offline.png  Stan_MultiCharts (Stan_MultiCharts)
May 12, 2011 - 21:05

Dear Jek, 
When loading a lot of tick data and jumping to an early date will result in a LARGE amount of data going to your RAM. While we optimized memory usage in MultiCharts 7, our platform is still 32 bit, which means it can use maximum 2 GB of RAM. This means, eventually, if you load a large enough chart, you will run out of memory - that's the limitation of the current version. 
We are planning on releasing a 64 bit version later on this year, we are hoping to have a first working version by the end of summer 2011. With 64 bit, you should not experience running out of memory issues.

#0
user-offline.png  jek (jek)
May 13, 2011 - 00:43

Dear Stan,
"When loading a lot of tick data and jumping to an early date will result in a LARGE amount of data going to your RAM."
The ReplayMemory.wsp example only contains Month/Week/Day/Hour time resolutions, not minute or tick. 
Hour resolution is a lot larger than tick and is the largest resolution that allows intraday visibility.
Given that it runs out of resources with hourly, you should acknowledge that the replay feature only works for intraday for a short time in the past.
You can call this a feature request, but it really doesn't work for looking at 2 months ago.
I will re-upload that workspace (I labeled it as a png even though it is a txt file of the workspace) so that you can look at it.

#0
user-offline.png  jek (jek)
May 13, 2011 - 00:55

FYI, I use blank lines to separate paragraphs and your PM system turns that into span elements that don't get rendered properly.  Doesn't anyone else use blank lines and doesn't it bother you?

History
Issue basics
  • Type of issue
    Feature request
  • Category
    Performance
  • Targeted for
    MultiCharts 8.0 (RELEASED)
  • Status
    Released
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (3)
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  • Posted by
    user-offline.png  jek (jek)
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  • Severity
    Normal
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