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[FEATURE] Add multiprocessing support to backtest #370

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ahmadsl opened this issue Apr 28, 2021 · 3 comments · May be fixed by #402
Open

[FEATURE] Add multiprocessing support to backtest #370

ahmadsl opened this issue Apr 28, 2021 · 3 comments · May be fixed by #402
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enhancement New feature or request help wanted Extra attention is needed

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@ahmadsl
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ahmadsl commented Apr 28, 2021

Optimization of complex strategies takes too much time. Adding multiprocessing can solve the problem.

backtrader.cerebro can be used. definition.
@ahmadsl ahmadsl added the enhancement New feature or request label Apr 28, 2021
@mikeejazmines mikeejazmines added the help wanted Extra attention is needed label Dec 17, 2021
@mikeejazmines
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Hi @ahmadsl the default actually becomes all available cores as stated in the link you provided.

This is further discussed in the backtrader docs here: https://www.backtrader.com/blog/posts/2015-07-23-multicore-optimization/multicore-optimization/

maxcpus = None -> Use all available CPUs
maxcpus = 1 -> Do not run multicore
maxcpues = 2 … -> Use the indicated number of cores

If you have other suggestions for optimization please do let us know! Thanks :)

@ahmadsl
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ahmadsl commented Dec 17, 2021

@mikeejazmines, thanks for your reply. But I want to config this in Fastquant wrapper.

@mikeejazmines mikeejazmines reopened this Dec 18, 2021
@mikeejazmines mikeejazmines linked a pull request Dec 18, 2021 that will close this issue
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@mikeejazmines
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@ahmadsl my bad! Understood. I have created the PR here #402 I will just test it and merge it when done

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Add an option to change the number of cores enzoampil/fastquant
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@ahmadsl @mikeejazmines