SmartQuant Discussion

Project Instruments Limitation
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Author:  shomen [ Mon Apr 13, 2015 3:10 pm ]
Post subject:  Project Instruments Limitation

I'm using the OQ 3.14.0 and i wanted to know if there are any limitations for attaching say 1000 instruments under running project?
Following that i'd like to know overall performance results, if you have any, as for running multiple projects with more than 1 instrument under each project.
In the end i want to run my strategy on many instruments and i want be sure that the only limitation i have is hardware or should i expect some other application limitations.


Author:  Dr. Anton Fokin [ Mon Apr 13, 2015 5:35 pm ]
Post subject:  Re: Project Instruments Limitation


I guess the answer definitely depends on your startegy logic. You can add 1000 instruments in an empty startegy and the strategy should run fine, but if you add heavy calculations in OnBar/OnTrade, etc., you can easily eat up all CPU resources.


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