+1 888 340 6572
MultiCharts Project Management
previous_open_issue.png
Go to the previous open issue
previous_issue.png
Go to the previous issue (open or closed)
star_faded.png
Please log in to bookmark issues
feature_request_small.png
Open Feature request MC-1987

Loading Data before backtest - painfully inefficient

action_vote_minus_faded.png
8
Votes
action_vote_plus_faded.png
next_issue.png
Go to the next issue (open or closed)
next_open_issue.png
Go to the next open issue
Description

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:


http://www.multicharts.com/discussion/viewtopic.php?f=1&t=49209

Steps to reproduce this issue

See above.

Comments (1)
#0
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??

History
Issue basics
  • Type of issue
    Feature request
  • Category
    Performance
  • Targeted for
    Not determined
  • Status
    Under Review
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (2)
People involved
Times and dates
  • Posted at
  • Last updated
Issue details
  • Resolution
    Not determined
  • Severity
    Critical
Attachments (0)
There is nothing attached to this issue
Commits (0)
There are no code checkins for this issue
Duplicate issues (0)
This issue does not have any duplicates