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Very slow simulation date: 2016-10-24

aj165602aj165602 Posts: 105
in Under The Hood

Across many universes, this date takes an exceptionally long time to simulate, creating a real bottleneck in terms of productivity. Could someone take a look, please?

Comments

  • aj165602aj165602 Posts: 105

    On a 3-year simulation (with the multi-day option unchecked) this day takes 39 minutes to complete, versus 2 minutes for every other day.

    This particular example is a script in which every stock in the SP400 list is traded each day.

  • ms778834ms778834 Posts: 28

    Do you request data using md.bar.load_daily_bars()?
    If so, for how many days have you requested the data? You can paste your code or a portion of it here, if you are comfortable with sharing it, to help us diagnose.

  • aj165602aj165602 Posts: 105
    edited June 2017

    Thanks. I have sent the CloudQuant team my submission hash.

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