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Open Feature request MC-2630

Quote Manager Export Scales Poorly When Exporting Large Data Sets - Make Parallel?

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If I export a great deal of data from Quote Manager, it exports each item one-by-one in serial. While this is underway, my CPU, memory, and disk are all under-utilized. It takes a great deal of time to process all of the symbols for export. It looks like it could drastically improve performance by processing the items in parallel.

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user-offline.png  dataheck (dataheck)
Mar 14, 2020 - 13:37

I have an AMD Ryzen 7 3700X 8-Core processor, 64 GB of RAM, and two SSDs. My MC database is on one SSD, and I dump data to the other one.

It takes 12068 seconds (3.4 hours) to export 400 of my fields. I regularly export 1431, as of this writing, but it will likely grow.

QuoteManager is utilizing 7.5% of my CPU and less than 1% of my disk's bandwidth.

Whatever its doing, it should be able to do it faster. I process the exported data on my own using Python (package it up into a bunch of pickled dataframes) and it takes 50 minutes to process with my (multiprocessing) code. Total export took around 4.5 hours from QuoteManager.

I seem to also be exporting so many records it overflows the record counter - probably using a signed integer:

(-211800000000 records in 15840 sec)

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