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Memory limit too low for tick data?
#459632
05/29/16 11:31
05/29/16 11:31
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Joined: May 2016
Posts: 180
Prague
pcz
OP
Member
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OP
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Joined: May 2016
Posts: 180
Prague
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Hello, I'm getting Error 060: TIC memory limit exceeded. Citation from manual:
"Zorro can not allocate a too large memory resource - such as the ticks buffer for a simulation in TICKS mode, or the price buffer for a large simulation period and small bar period. The script can not be executed and Zorro must be restarted. This happens when the PC is either running low on memory (a Win32 process has 3 GB max.), when a too-large single block of memory is allocated, or when the memory is fragmented through many previous simulation or training runs. In the latter case the fragmented memory can be released simply by re-starting Zorro. Otherwise, memory can be saved by splitting the portfolio into separate strategies, reducing the simulation period (f.i. by setting a EndDate or MaxBars limit), not using the TICKS flag, and using M1 rather than T1 price data."
I'm trying to backtest only one year of tick data for one symbol with no optimization. I have Win7 64bit with 12GB in VirtualBox so the PC memory size is not a problem. The .t1 file has 328 MB. The original .csv file has 0.91 prices per second which is not that much for tick data.
The memory is not full or fragmented. I can't split the portfolio as it is only one symbol and one strategy. Setting MaxBars, EndDate or turning off TICKS flag doesn't help either - I guess it's because the whole .t1 file is loaded at once.
Using M1 instead of T1 is not an option for me. I've noticed that when doing so, the results can be quite different (I'm testing a strategy with thousands of trades per year - even small details matter).
The ability to test tick data was one of the main reasons I bought Zorro in the first place. So my question is: Is there any way to get around this problem? Is it maybe possible to increase the memory limit somehow? Thank you in advance for the reply. Cheers!
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Re: Memory limit too low for tick data?
[Re: pcz]
#459643
05/29/16 17:21
05/29/16 17:21
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Joined: Dec 2014
Posts: 206
Germany
Smon
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Joined: Dec 2014
Posts: 206
Germany
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Exact same question here. I can't get lower than 2s Ticks until running into the memory issue. Limiting the backtest to one month doesn't help either.
By the way, what is
Error 057: not enough price ticks
?
Backtest is running after this Error without problems.
Last edited by sdh309795gaas; 05/29/16 17:21.
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Re: Memory limit too low for tick data?
[Re: jcl]
#459662
05/30/16 11:04
05/30/16 11:04
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Joined: May 2016
Posts: 180
Prague
pcz
OP
Member
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OP
Member
Joined: May 2016
Posts: 180
Prague
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The minimal example would be quite simple:
function run()
{
History = ".t1";
StartDate = 2015;
EndDate = 2015;
while(asset(loop("EUR/USD"))){}
}
This is for the FXCM data (EUR/USD for 2015 is the largest file). The exact error message is: "Error 060: TIC memory limit exceeded (788 MB)" 788 is twice the file size.
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Re: Memory limit too low for tick data?
[Re: pcz]
#459808
06/07/16 12:16
06/07/16 12:16
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Joined: May 2016
Posts: 180
Prague
pcz
OP
Member
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OP
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Joined: May 2016
Posts: 180
Prague
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Another similar problem - I get the same error when trying to backtest two years of data for a symbol if the sum of file sizes is cca 500 MB+. Minimal example for FXCM data:
function run()
{
History = ".t1";
StartDate = 2014;
EndDate = 2015;
while(asset(loop("EUR/USD"))){}
}
Again - trying in VirtualBox with Win7 64bit and 12+ GB RAM.
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