Imporve Reality Check performance

Posted By: AdamWu

Imporve Reality Check performance - 08/23/20 17:51

Hi! When doing a 1000 times SHUFFLE reality check, Zorro read .fac and .par files every time. It cost a lot of time. Since the .par/.par files are the same. Is there a way to make Zorro read these two files only once?
Posted By: jcl

Re: Imporve Reality Check performance - 08/24/20 13:26

If it's WFO, they must be read every time. If not, they could theoretically only be read once, but this would normally not save any time. The delay by parameter reading is negligible within a backtest run.
© 2024 lite-C Forums