On a small data set (2 days of minute data) catalyst normally takes about 30 seconds to execute with a very basic strategy.
- Is there a way to speed up testing?
- will there ever be the possibly using GPU acceleration?
- is there a way to re-execute only part of the code without unloading / re-loading data, so that memory management is performed better?
I’m executing the catalyst code from another bit of python code and will be re-executing hundreds / thousands of times. (using an evolving algorithm to tune parameters)