Back

Is it just me or is it painfully slow and complicated to develop on QC ?

Hi, just wandering if anyone else was having this issue. 

I know I'm not a programmer (I'm a finance guy) but developping an algo on QC is incredibly/slow painful for these reasons:

  1. Launching a backtest takes AT LEAST 20-30 seconds each time. And when there's a bug (which happens 99% of the time for a newbie like me) it gets really annoying
  2. The Research app only allows to test certain aspects but not all of the code. For instance, universe selection is not possible. Consequently, selecting a universe requires multiple backtests which brings me back to point #1
  3. The website itself is super slow.... as if the display was way too crowded. Im running on this setup

 So I'm posting this in the hope that someone could tell me that I'm 100% wrong with a list of tricks and ways for me to do things better. Basically, I want someone to tell me I'm an idiot and prove to me why. Thanks in advance,

Update Backtest







0

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.


Hi Stephane, sorry you feel like that. It will never fast enough for us, we are doing active research to make it faster. We are even posting bounties to open source contributors to improve the performance. We record the performance of every bit of code and are working to improve them.

There might be a specific issue with your algorithm that we can improve. Please feel free to send it through here and we can suggest optimizations.

What browser are you working on? It should be snappy in Chrome -- but we have noticed people with hundreds of backtests have issues even in Chrome. You can avoid this by not optimizing parameters via backtest.

It might not be much comfort but if the backtest spin up takes a while; remember to factor in the time you'd otherwise spend:

  • Buying, downloading, processing and cleaning financial data (months).
  • Debugging mistakes in your own backtesting engine, which have patched by the community (years).
  • Writing your connection to a brokerage, and then porting your algorithm to work in live mode (months). 

On average we're saving you about 2 years =D vs 30 sec backtest spin up. We'll get that to 5 sec, and we'll add debugging, it just takes time.

0

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.


Hi Jared and, as always, thanks a lot for taking the time to reply.

#1 Glad to hear that im not an (complete) idiot. In other words, I don't seem to be the only one in this situation.

#2 I completetly agree with you: building my own plateform would take MUCH longer than what im doing right now.

To answer your question: Im using Chrome.

In the end and don't get me wrong, as I once said, I believe QC has a superior product than many of your competitors and that it why I use it to code. I just wish there was a faster and more efficient way to develop (I dare say: Learn to code with LEAN). I think, in the end, being able to use the research app more broadly would probably end up freeing server power for you guys and speed things up for us... does that make sense ? I mean, I think we would all win with a faster/more efficient developement tool and test the final product with a few backtests.

Again, thanks a lot for your time and for building this plateform which I humbly think has a lot of potential.

0

Hi Stephane,

Our engineers have updated LEAN and the system (specifically the versions of Mono and PythonNet) which has sped things up a bit, and we're making some front-end updates which we expect to result in performance improvements. You can track the progress of these changes and any updates on GitHub.

0

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.


hi Jack,

I just wanted to thank you for taking the time to update us on the progress. What you guys are doing is not simple but it is extremely appreciated.

Best,

0

In my case, the execution (backtest) seems to take forever (minutes). The deployment takes ~15s or more. Any ideas?

0

Muthu, I'm assuming you mean the initial warmup phase of the process? It could be down to the load on the backtesting nodes at the time you submitted the backtest. I find, in general, that live servers are a bit faster than backtest nodes. 

0

Ok, it is still running. It was deployed around 

10 | 23:53:53: Backtest deployed in 14.63 seconds

0

just terminated it. Please see what went wrong. New back tests taking longer time too. I was trying to log strike deltas for 2018. May be too much datapoints?

2 | 09:46:49:

Algorithm Id:(486cadc9af0c5a4e5935c8e7debefb9f) completed in 22255.59 seconds at 19k data points per second. Processing total of 421,425,028 data points.

0

IMHO current problems of QC is not in backtest lags, it's bit annoying but I you can live with it. It's more like your number 2 - you use backtests one after another just to put 2-3 additional self.Debug() calls to better understand what's going on inside. And I clearly see what can help:

1. Live debugging obviously

2. Get more typical examples available. Becauce every newbie doing same things before he understands. You got code for screening QC500 universe but I spent hours to understans how to enumerate all securities from that universe on daily basis. I got couple solutions and got no idea what is more efficient (ActiveSecurities list, UniverseManager class, simply storing in self.symbols after fine filter). For some reasons I couldn't get historical data for that universe unless I call AddSecurity for every new symbol etc. 

Don't get me wrong Jared, I'm not complaining.  You guys doing work and I know you hiring to get it done faster -just some perspective from other end of the pipe. 

0

Artem: YES !!! I went through the exact same thing. I agree 100%

(I literally went through the exact same situation with the universe management and AddSecurity stuff)

I hope those comments are taken as constructive because, I repeat myself, I believe QC has a far better product than most of the competitors... we just want to be able to code on it efficiently and take full advantage of it.

thanks

0

Muthu you're processing nearly 500 billion data points, it's not going to get much faster than that I'm afraid. Perhaps it's worth looking at why you're using so much data and if your algo can be optimised to use less than that? 

0

Didn't realize the options  data resolution is Minute only. I was trying to get familiar with options related API

and logging strike,  price, greeks etc. for 1 year time frame! :)

0

Update Backtest





0

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.


Loading...

This discussion is closed

 
";