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Backtesting Performance

I gotta say, I'm starting to get the feel for the QC platform and it's growing on me.  :)  Nice work to everyone who is contributing to the platform.

One of the things I've seen posted in various place on the internet, and even the QC blog is, "you can now run a 10 year, event driven backtest in 33 seconds. Your algorithms are running on beautiful i7x3930’s .....".  

But, I'm not seeing anything near to that performance.  I thought maybe I was doing some bad practices in my OnData() handling.   So, I added a Stopwatch() and a global long counter and added up all the time spent in OnData().  Total time was < 17 seconds for a OneMinute resolution backtest dating Oct 26, 2016 - Dec 7, 2016 (a mere 30 trading days).  However, the test itself took a full 203 seconds to run.

Here's a log snippet.  I could share the algorithm if it'd be helpful, but really it's not doing that much.

856 | 22:30:19: Total OnData time: 16710ms
857 | 22:30:24: Algorithm Id:(bc6456b94c68f572cd464d15592c0bcf) completed in 203.01 seconds at 27k data points per second. Processing total of 5,570,619 data points.
858 | 22:30:27: Your log was successfully created and can be downloaded from: http://data.quantconnect.com/backtests/24684/407135/bc6456b94c68f572cd464d15592c0bcf-log.txt

Perhaps the issue is I'm not yet a paying member.  I'm still "feeling out" the QC platform so I haven't yet pulled the trigger on the $20/mo.  Perhaps I need to be paying member to get the exceptional perf that I'm seeing promoted?  That would make sense.  But, I don't want to become a paying member and find that my back tests are still timing out when I try to go beyond OneMinute resoution and 30 trading days.
 

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You're backtesting far far more than the benchmark, 5,570,619 data points is 6x the benchmark 1M data points. That said it has slowed down somewhat recently (78 sec for 10 years) due to much higher demand and we're upgrading the backtesting infrastructure this week.

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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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