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Hello. I recently purchased the B2 node for backtesting use. My backtests show the cpu is only utilized 1% - 10% and the tests take 30 minutes to an hour for 5 years of 1 minute data. Is there anyway to speed this up so CPU is utilized at 100%. Thank you!
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Louis Szeto
Hi VSai S
Sorry for the delay. This was most likely due to the limitation of Python global interpretor lock (GIL), so only single-thread of the CPU to control the Python interpretor. That means the core issue is the Python language itself.
There are several solutions to help with this situation. There are Cython libraries that allow the compiler to generate more effcient C code to boost the speed of I/O which is particularly helpful for big data analysis, e.g. numba to handle pandas dataframe (example). You may also consider code in C# which is the other language we support.
Best
Louis
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
VSai S
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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