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Open Feature request MC-1987

Loading Data before backtest - painfully inefficient

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When running a backtest the Portfolio Trader first "loads the data". When using a large number of strategies (in my case 6200 stocks) this can be painfully slow especially when using e.g. minute data over a long backtest period.

It seems the system does not take advantage of the many cores available in modern processors.

By allowing Portfolio trader to calculate and load the data using parallel processes, the process can be speeded up significantly depending on the number of cores/threads available for use.

See discussion here:


Steps to reproduce this issue

See above.

Comments (1)
user-offline.png  BlueFightingCat (bluefightingcat)
Jan 21, 2016 - 06:41

Just to give you some perspective:
To download the 1minute and daily data for the same 6200 US stocks it takes me approx. 2-3 hours using QCollector from the same data provider. In this 2-3 hours I get all the data from 2007 onwards. 
To run a backtest in Portfolio Trader using 15minute and daily data for the same 6200 Stocks from the same data provider takes me over 24 hours. The backtest time frame is approx 6.5 months. 
What is Multicharts doing with the data that makes this so slow??

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