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Portfolio123 » List all forums » Forum: Feature Suggestions » Thread: Speeding up Sim calculations |
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Total posts in this thread: 2 |
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DennyHalwes
Advanced Member UNITED STATES Joined: Apr 28, 2004 Posts: 1532 Status: Offline |
Marco, Two things: Could you add a filter for Universe on the Performance page for the Ranking Systems? This would make the performance comparisons of different ranking systems more meaningful for use in Sims that use Universe as a buy rule. Also, one of the biggest delays on this site is the time it takes to run a sim before I can run the next sim. When I thoroughly study an investment approach through many combinations of buy and sell rules it can take many hours running 20 to 50 Sims. I thought that since the calculation of Rank Values for each stock, for each week is the most time consuming part of running a sim, a great computer processor time savings could be made by saving the Rank values of each stock, for every week, for each unique Ranking System in a separate file to be used over and over. Since memory space is very cheap, and processor time is expensive and time consuming, this would enable different Sims using the same ranking system to be run in a fraction of the time it takes now. The Rank data could be stored by Rank System name, Author, and date created to make each Rank data file unique. Then anytime a sim was run using an existing Ranking System, the sim would be able to call up the existing table of rank values, apply the buy and sell rules, calculate the results, and be done! If a ranking system was deleted, the Rank Data File associated with it would be deleted also. Denny ---------------------------------------- "The significant problems we face cannot be solved at the same level of thinking that we were at when we created them". Albert Einstein |
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marco
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Denny, I've been thinking of adding something like a rule, that way it's much more flexible. You could then just say for example: "Universe(NYSE) And Price > 5". I've added this to the to our to-so list. We're adding a new server to the compute farm soon. It's going to replace two old servers that I think are a bottleneck right now. Sounds like you are a programmer. I don't want to give away our secrests, but your proposed solution is solid and we've implemented in a similar fashion.  ---------------------------------------- Portfolio123 Staff |
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Speeding up Sim calculations
