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PostPosted: Thu Mar 08, 2012 10:59 am 
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Dear Anton,
When will multi-thread optimization be add to OQ? Only Brute-Force is enough!
Thanks!


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PostPosted: Wed Apr 11, 2012 2:07 pm 
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Is there any product roadmap available? Thanks.
I wish this feature could be include in the next version.


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PostPosted: Wed Apr 11, 2012 2:56 pm 
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Hi,

I think you can get a basic understanding of our road map looking at this picture http://www.smartquant.com/products.php

Regards,
Anton


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PostPosted: Wed Apr 11, 2012 3:04 pm 
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Thanks, I have already read all the material you refereed. Actually, I want to know the timetable of the future development of OQ.
If the key features I am looking for will be developed in near future, I will wait, other wise, I plan to find alternative ways to solve the problem, for example self development.

Key features I need currently is
1. Multithreads simulation
2. Add Text Tooltip on certain bar in chart.

Thanks again.


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PostPosted: Wed Apr 11, 2012 3:08 pm 
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We've just updated this picture yesterday :wink:


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PostPosted: Wed Apr 11, 2012 5:32 pm 
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:D Do you have plan to develop the feature of Multi-thread optimization? Will this feature be added before June?


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PostPosted: Mon May 07, 2012 3:56 pm 
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qiugang00 wrote:
:D Do you have plan to develop the feature of Multi-thread optimization? Will this feature be added before June?


I 100% agree and support this request. Today's workstations usually have 4 (or even 6) cores. Multithread optimization will increase performance of this part 4-6 times - very significant!
I think need to add an option how many cores/threads can be used for optimization - in this case user could specify for example 3 of 4 existed cores which means that one core will be free for other tasks and optimization process will not slow down rest of the system.


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PostPosted: Thu May 17, 2012 12:22 pm 
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Currently, I am using tick data to optimize my model(about 6 million ticks). So the time of one backtest is quite long(5~8 mins) and it is very hard to do optimization. If I can utilize multi-core CPU. It will be a huge improvement of efficiency.
So, Hope OQ team will add this feature as early as possible :)


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PostPosted: Sat Nov 17, 2012 2:51 pm 
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I noticed that there is an experimental project in SmartQuant's website “C++ Ultra-Low Latency Framework ”, "which is Heavily multithreaded" in backtest. My question is: when can we have the similar function in OQ? Thanks!


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PostPosted: Sun Nov 18, 2012 11:49 am 
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Hi, we have ported c++ framework to c# and integrated it with Visual Studio http://www.smartquant.com/extension.php . We plan to sitch OQ and other products to this new framework in the beginning of 2013.


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PostPosted: Sun Nov 18, 2012 4:32 pm 
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Great, Hope you can ship the new product soon!
BTW, will you support multi-threads backtest in this new product?


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PostPosted: Sun Nov 18, 2012 6:45 pm 
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Multithreaded backtest is already supported in the new framework and helps showing 3+ Million events per second backtest speed on I7 CPU (5+ Millions in c++). Though multithreading in the case of pure backtest is more about clever balance loading and caching than about parallel calculations (which still can be customized and done through our new Scenarion concept and facillity, but this is another story). But in the case of multicore optimization multithreading rocks and scales optimization to 30+ Million events per second on 4Core (8 logical cores) I7.


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PostPosted: Mon Nov 19, 2012 5:53 am 
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Here, the new framework means what? the current version of OpenQuant?
Since scenario is already supported in current version, can I use it to do a multi-threading brutal force optimization? and How can I do it? Thanks!


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PostPosted: Mon Nov 19, 2012 9:50 am 
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The new framework means the new framework :) , not the current one. What I said is that the new framework design combined with (extended) scenario feature (which already exists in OQ) allows to construct custom multithreaded backtests.

Regards,
Anton


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PostPosted: Mon Nov 19, 2012 10:02 am 
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Thanks Dr. Anton!
Looking forward to running your new framework!


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