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Massive Speed & Memory Upgrade

Hello All,

We've been hard at work deploying various speed and memory upgrades to LEAN. You should see some of those affect your backtesting today. The benchmarks vary depending on your algorithm but the LEAN core has gone from:

Single Asset: From 17k/sec -> To: 55k/sec (+300%)
Multi Asset:  From  50k/sec -> To: 320k/sec (+600%)

We're actively working on the RAM as well - you might see reductions in RAM usage but we haven't measured the impact yet. We'll update this thread as the RAM usage improves. 

Happy coding! Big thank you to Stefano and Mike for their efforts!

QC Team

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Thank you Jared, I have now fixed it

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Works fine today with no bugs and with good speed improvment on multi asset algo

Thx 

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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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