capnode / algoloop Goto Github PK
View Code? Open in Web Editor NEWWindows desktop algo trading with QuantConnect Lean engine.
License: Apache License 2.0
Windows desktop algo trading with QuantConnect Lean engine.
License: Apache License 2.0
What are the reasons to extend QuantConnect.Lean instead of having them as git Submodule / keep them as separate Repository?
Maybe the reasons are to modify the source, but as i see, most of the features have an Interface, you they can extended / cusotmized.
It it possible to use Chinese stock data to backtest?
Utilize as much as possible of available cpu cores for useful execution
When running backtest optimization with many parallel threads, the cpu utilization is decreased. Studies with the Visual Studio tool Concurency Analyzer shows that the cpu cores are occupied with thread syncronization and garbage collection. This behaviour increases by the number of backtest threads.
The current solution uses app domain to isolate backtest threads. All backtest execution is in the same process and uses the same garbage collector which blocks runing threads during garbage collection operation. Find out if separation by processes shows better perfomace.
Run backtest simulation with multiple threads. The cpu usage is not linear by the number of threads.
Use the tool Concurrency Visualizer to visualize this problem,
Windows 10
master
branchI see you're using LeanReader. The problem i see here (mybe i'm wrong), it will read only a single (zip) file. To read the market data across multiple zip files, you need another setup.
Here's what i've created:
https://gist.github.com/arakis/2120bd826066a440142a3a20649ff4f9
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