Hi there,
I'm learning to test strategy with the JF API.
When I enable the Processing Statistics on the TesterClient, it writes a lot of useful info on where the most processing time is spent, such as:
Processing statistic:
Function Time Calls Percent
Ticks/Bars internal processing 19m 58s 111.20ms 75060053 47.62%
Ticks/Bars/Account Info data writing for charts 13m 10s 24.29ms 76546988 31.4%
Account information calculations 6m 47s 90.65ms 83985518 16.18%
onTick method calls 1m 23s 488ms 68784521 3.32%
...
By far, the majority of time is spent on
Ticks/Bars internal processing and
Ticks/Bars/Account Info data writing for charts, but not sure what it exactly means.
And since I'm only using the command line tester, could I somehow save the time for
Ticks/Bars/Account Info data writing for charts, maybe by setting some flags?
Currently it is taking quite some time to test my strategy, I'm trying to understand which part of it could be improved by:
- code optimization
- more processing power: such as building a new machine with the new AMD Threadripper:)
- faster IO: I tried using RAM disk for the cache directory but it made literally no difference
Many thanks for any insight!
best,
Billy
