Posted By: dh85
High Zorro Memory Usage with PRELOAD Flag - 11/13/19 12:09
Dear all,
I noticed an excessively high memory usage (about 550 MB) when running Zorro in Trade mode with PRELOAD flag set for 34 FX assets and LookBack = 120.
I have minutely .t6 price data in my History folder, but only require daily bars for my strategy (that's why I use BarPeriod = 1440). I would expect Zorro to preload the minutely price data available in the History folder, load and append the remaining (missing) historic data from the broker, aggregate it to days and therefore consume much less memory than what I observe. This issue only appears in Trade mode; in Test mode, the memory consumption is on normal low levels. Without the PRELOAD flag, it's also working fine. I have tested this with Zorro 2.15.3 and 2.20.2.
Please find below my test script.
If anyone could help on that issue, this would be great. Also, if this is normal and expected, please let me know as well.
Many thanks in advance,
Daniel
I noticed an excessively high memory usage (about 550 MB) when running Zorro in Trade mode with PRELOAD flag set for 34 FX assets and LookBack = 120.
I have minutely .t6 price data in my History folder, but only require daily bars for my strategy (that's why I use BarPeriod = 1440). I would expect Zorro to preload the minutely price data available in the History folder, load and append the remaining (missing) historic data from the broker, aggregate it to days and therefore consume much less memory than what I observe. This issue only appears in Trade mode; in Test mode, the memory consumption is on normal low levels. Without the PRELOAD flag, it's also working fine. I have tested this with Zorro 2.15.3 and 2.20.2.
Please find below my test script.
Code
void run() {
set(PRELOAD);
BarPeriod = 1440;
LookBack = 120;
if(is(INITRUN))
{
while(loop(Assets)) asset(Loop1);
}
}
If anyone could help on that issue, this would be great. Also, if this is normal and expected, please let me know as well.
Many thanks in advance,
Daniel
