Takes too long time to generate Performance report file

Posted By: 7th_zorro

Takes too long time to generate Performance report file - 09/02/21 23:45

I have tested large set of assets.
Simulation time seems fast enough but generating performance report file takes relatively too long.
for example, simulation : 2 min, report generation : 16 min.
I added NOFACTOR parameters, MonteCarlo = 0; aleady, but it seems not much help.
I want to know which part of performance report takes too long time and disable that part.
Posted By: jcl

Re: Takes too long time to generate Performance report file - 09/03/21 07:26

The factor generation. Make sure that NOFACTORS is really set.
Posted By: 7th_zorro

Re: Takes too long time to generate Performance report file - 09/03/21 07:33

I am sorry for mistyping.
I aleady added NOFACTORS. (Because of this no testtrades.csv file generated.)
It takes relatively too long when backtesting large assets list.
Can you add any other selecting options for generating performance report file?
Thank you.
Posted By: jcl

Re: Takes too long time to generate Performance report file - 09/03/21 07:36

NOFACTORS should have no effect on testtrades.csv. Can you post that report here? Maybe some metric has an unusual value. The report is slower with many assets, but should normally not be this slow.
Posted By: 7th_zorro

Re: Takes too long time to generate Performance report file - 09/03/21 08:16

I thought testtrades.csv generated during simulation.
I have no idea why testtrades.csv file not generated when set NOFACTORS flag.
I am sorry can't post report file.
Maybe I can test further if detailed options for generating report exist.
Posted By: jcl

Re: Takes too long time to generate Performance report file - 09/03/21 08:44

Difficult without knowing what the problem is. If you cannot post it here, can you send it to support? Maybe they can see the reason.
Posted By: 7th_zorro

Re: Takes too long time to generate Performance report file - 09/03/21 09:00

OK. I will send to support team.
Posted By: 7th_zorro

Re: Takes too long time to generate Performance report file - 09/07/21 04:29

It's my mistake.
set function with comma works correctly. (previously I used plus)
© 2024 lite-C Forums