Hello.
How can I improve historic data loading times? I am designing a one-minute bar trading strategy that trades just a single symbol, but I am spending more time loading the data than designing its rules, and it's just a year, I should use at least 4 years.
How can I improve historic data loading times? I am designing a one-minute bar trading strategy that trades just a single symbol, but I am spending more time loading the data than designing its rules, and it's just a year, I should use at least 4 years.
Rename
What is the data provider?
Hello espodumenus,
without knowing your general configuration, I am making some assumptions. Based on these, you may consider the following.
Ascii data
Cache the symbol(s). You can do this if you run a strategy and load the "All Data" from the ascii dataset. In this case, binary files are created for WL. This step is particularly useful for low time frames such as 5 or 1 minute data. Once the binary is cached, it is used as the source.
Visual Studio vs. WL Editor
If you are only working on strategy rules, just use the WL Editor. Working with Visual Studio has the major disadvantage of having to reload the data every time you run a new run if a change has been made in the strategy code.
When you make a change in the strategy code in WL, the data remains in memory. A new run for the strategy in this way does not require the data to be reloaded.
Ideas
Just enable/disable the data providers (datasets) when working with unlinked data. I have no proof, but I think you save time in the loading process because the disabled data is not loaded/scanned.
If you give a more concrete picture of your setup, some other things could be improved.
without knowing your general configuration, I am making some assumptions. Based on these, you may consider the following.
Ascii data
Cache the symbol(s). You can do this if you run a strategy and load the "All Data" from the ascii dataset. In this case, binary files are created for WL. This step is particularly useful for low time frames such as 5 or 1 minute data. Once the binary is cached, it is used as the source.
Visual Studio vs. WL Editor
If you are only working on strategy rules, just use the WL Editor. Working with Visual Studio has the major disadvantage of having to reload the data every time you run a new run if a change has been made in the strategy code.
When you make a change in the strategy code in WL, the data remains in memory. A new run for the strategy in this way does not require the data to be reloaded.
Ideas
Just enable/disable the data providers (datasets) when working with unlinked data. I have no proof, but I think you save time in the loading process because the disabled data is not loaded/scanned.
If you give a more concrete picture of your setup, some other things could be improved.
Event Providers are notoriously slow to fetch data. If you're not using the Events, disable them.
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