- ago
When I run a backtest of a MetaStrategy with many child strategies, the loading data process and calculation of trades process work smoothly, I can open other strategies and work with them.

But after that a process of aggregation of trades starts, and this freezes the whole app completely.

I already made a post about a suboptimal performance during aggregation/sorting of strategies with a very simple setup to reproduce. But that requieres optimization of your engine, so not in v8 (as you told).

But in this ticket I'm asking if this aggregation/sorting can be done in parallel to the GUI thread. In my real life setup loading data takes ~3-5 seconds, running the strategies ~5-10 seconds, aggregation of trades ~5-7 mins (10.000 trades only on daily data of 7 ETFs)

Thank you
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Glitch8
 ( 6.24% )
- ago
#1
The temporary freeze is while updating the visualizers, and that needs to be done on the GUI thread.
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- ago
#2
That's interesting. So I guess one specific visualizer may be very slow under my circumstances. Is there any way I can isolate the issue? Say, somehow disable some visualizers temporary?
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Glitch8
 ( 6.24% )
- ago
#3
You can enable and disable them in Backtest Preferences.
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Best Answer
- ago
#4
The freeze is caused by the Correlations Visualizer. It's natural, as it's complexity is O^2. I disabled it, now everything works very fast.

Thank you
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Glitch8
 ( 6.24% )
- ago
#5
Thanks for isolating it. I find it a bit surprising, let me see if there’s any optimization we can do there.
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