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PostPosted: Thu May 23, 2013 7:05 am 
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Is the new framework integrated in OQ v3.7? I can only get 200~300 events per second on a i7 8 core CPU, so I am wondering what could cause the significant performance loss.

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PostPosted: Thu May 23, 2013 9:36 am 
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Hi,

do you mean 200-300 thousands of events? 200-300 events per second should be too low even for the old framework.

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Anton


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PostPosted: Thu May 23, 2013 4:46 pm 
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It is extremely slow in backtesting,

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P.S., I am using 250G SSD hard disk for storing the trade data, and 12G DDR ram.

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PostPosted: Thu May 23, 2013 5:11 pm 
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Well, are you sure that this is OQ backtesting/data engine, which emits data into your strategy at such slow rate, or your wavelet calculations?

Could you run an empty strategy and check data rate?


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PostPosted: Thu May 23, 2013 7:40 pm 
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The wavelet did take a lot of calculation, but the CPU usage was always below 30%.

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