Execution Time with Minute data


#1

Executed buy_btc_simple.py from beginner tutorial with minute level data.
It’s still running even after 25 minutes.

Im using a quad core machine.

Any interesting ideas to speed up the execution time?

Thanks


#2

what do you mean by still running? An order hasn’t placed or filled?


#3

I meant the program execution time is around 1.5 hours. Trying to find if there are any ways to speed it up.


#4

mine takes roughly 30 seconds with two days of data. how much data are you backtesting?

your workflow for generating code should be something like

Build code / train code --> backtest --> test --> paper trade --> live.

  • The backtest step can be done multiple times with relatively small data sets of a few days and you can go build your code and re test with the same data over and over.

  • When finished backtesting and building, chose some data that you havn’t used yet, If you get similar results, proceed. If your results differ drastically, your code is overfit for the backtest data you were using.