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Forums>StrategyQuant (formerly named Genetic Builder)>General Discussion>[How To] Tune SQ for max performance and reduce memory usage by 4 to 5 times

  • #130685 |
    Customer
    602 Posts

    I am currently total swamped with work, not sure when and if I can do it. But someone else might be able to help as well though…

    #130748
    Participant
    1 Posts

    Hello there. 

     

    I am Patricia, Director of Community at Azul Systems. Thank you very much for this dialogue and info share. If there is anything our team may be of help with in regards to using Zulu or our technologies, please do get in touch with me. 

     

    Please check out the following resources:

     

    http://zulu.org 

    http://azulsystems.com

     

    Twitter:

     

    Our CTO, Gil Tene:     @giltene   https://twitter.com/giltene

    Me:      @patricia_dugan  https://twitter.com/patricia_dugan 

    Azul Systems:  @azulsystems https://twitter.com/AzulSystems 

     

    We welcome all feedback! Please let me know how we may be of service.

     

    Many thanks,

     

    Patricia Dugan

    pdugan at azulsystems.com 

    #130771
    Customer
    312 Posts

    Hello Friends,

     

    First of all I would like to to thank Geek for his research under performance 🙂

     

    But…

     

    I have downloaded the Zulu Java, made same as in first post. What I see is no better performance. I have used Geek’s command line before install Zulu.

     

    After installing ZULU and start random generation in 95% cases I get :

     
      Generated new Strategy 0.186 – dismissed, reason: Invalid exit rules  …..   0.202 s.
      Generated new Strategy 0.187 – dismissed, reason: Invalid exit rules  …..   0.218 s.
      Generated new Strategy 0.188 – dismissed, reason: Invalid exit rules  …..   0.258 s.
     
    As far as I remember, when I was generating strategies, the reason for dismiss was too low NET or too big DD etc. Now most of them are dismissed by “invalid exit rules”. 
     
    What’s more, after back to “old” Java, I get same font as it was on Zulu , and still the same reason for dismiss. 
     
    Anyone also have same problems?

    btn_viewmy_160x33.png

    #131280
    Customer
    602 Posts

    Hi,

     

    I can assure that it has nothing to do with the Java runtime, it can´t influence any strategy generation process. This is also the reason why you get the same “problem” when switching back to Oracle´s Java or any JVM. The problem does come from somewhere else.

    #131281
    Customer
    312 Posts

    Of course, You are right. My SQ settings was messed 😉

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    #131292
    Customer
    602 Posts

    Good to hear. Which setting caused this behavior?

    #131295
    Customer
    312 Posts

    Hard to remind now… It was something about entry methods in Building Blocks, but I cannot remind it now exactly. 

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    #131296
    Customer
    312 Posts

    Hard to remind now… It was something about entry methods in Building Blocks, but I cannot remind it now exactly. 

    btn_viewmy_160x33.png

    #131347
    Customer
    734 Posts

    edit: never mind, fixed it

    #131565
    Customer
    22 Posts

    GreekTrader,

     

    thanks for creating such a good thread…

     

    i have applied the command line option as well as now trying with Zulu.    I am running for 10M TF (Russel) but strategy run time is pretty much same before and after (2 strategy per second avg).  However memory usage overall went down from before.

     

    May be because i am using 10M data.  I will play around with different time and will post my findings. i have tools-options- set to 2 threads. 

     

    I have low configuration in my PC now – AMD A10 5700 3.4 Gz dual core 12 GB

     

    i am running 2 instances on it. My CPU utilization at present upto 90 to 95% with 8.75GB. 

    #131583
    Customer
    21 Posts

    Hi Geektrader, I see that SQ comes with java 7. Did you test with the Oracle java 8 ?

    Do you use any command line option for Zulu also ?

    I just installed Zulu, will test and report back… thank you for your hints 🙂

     

    Regards

    #131634
    Customer
    31 Posts

    Hi geektrader,

     

    I’m trying both the command line and Zulu and these changes do make a big difference! Now generating strategies is much faster than before and memory usage is well managed  😀

     

    Thank you very much for the great tips, you rock!  

     

    Kind regards,

    kzfx

    #131831
    Customer
    602 Posts

    Anytime:)

    #132724
    Customer
    31 Posts

    Adrian

    The results are incredible (niesamowita poprawa czasu egzekucji) !  The program still puzzles me, but it happens 4 times faster now.  I am joining the chorus with thanks.

    Roman

    #132792
    Customer
    31 Posts

    My apologies to Geektrader for mistaken attribution of his  improvement.  

     

    Roman

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