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Does Lean engine local run the (multi?-)algorithm (or multi-symbols) on multiple threads (on different cpu/cores)?

Hi,

I noticed that in Launcher/config.json

// algorithm class selector

"algorithm-type-name":

One can only specify 1 algorithm for Lean to run.

I find this discussion:

https://www.quantconnect.com/forum/discussion/3303/how-to-use-rollingwindow-on-multiple-equities-and-indicators/p1 

and Algorithm.CSharp/MultipleSymbolConsolidationAlgorithm.cs

My question is can the Lean engine fully take advantage the hardware multi CPU/core, and run either (multi?-)algorithm (or multi-symbols) on multiple threads (on different cpu/cores)? if yes, any instruction / example on how to do it?

Thanks.!

 

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BTW, I'm only talking about backtest on multi-CPU/core, right now.  Not live-trading (if yes, that will be even better).

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LEAN uses as many cores as there are available, but is bottlenecked by the synchronization of the data. It depends largely on how much data you're synchronizing the wall-clock speed of your backtest.

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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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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.


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