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Run same strategy on multiple day in parallel
http://www.smartquant.com/forums/viewtopic.php?f=86&t=15014
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Author:  azuric [ Fri Feb 05, 2021 11:10 am ]
Post subject:  Run same strategy on multiple day in parallel

Hi,

If i have 10 days i want to run each strategy for each day in parallel.

so i effectively run day 1 on core 1, day 2 on core 2 etc

Similar to the way you would run the optimizer but effectively different days are being run on each core instead.

Is there a way i can leverage the optimizer to do this, or is there another solution. Note i am not concerned about overnights since i close off at end of day?

Author:  skuvv [ Mon Feb 08, 2021 10:02 am ]
Post subject:  Re: Run same strategy on multiple day in parallel

Hello azuric,
Each solution has one entry point to start. So you cannot run two solutions from one application and it requires to run two(or more) applications with their own solutions.

Author:  azuric [ Mon Feb 08, 2021 12:45 pm ]
Post subject:  Re: Run same strategy on multiple day in parallel

In scenario can i create an optimization universe of days and add this to the start date and stop date is one day after? if so how do i get the values in the optimization universe back to the start and end date?

Author:  skuvv [ Tue Feb 09, 2021 9:40 am ]
Post subject:  Re: Run same strategy on multiple day in parallel

You can not use Start/Stop DateTime as variable for optimization universe. We don't have this feature.
Do you need this?

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