Backtest not utilizing all CPU ?

HI,

I just run a Z1 test on a Z620 dual xeon CPU server (Windows 2012R), surprisingly I see there is only 1 cpu/thread is utilised in the Resource Monitor. The same test I run on a N6000 PC (windows 10), all 4 threads werre used up 100%. May I know if there is setting or config on the server that I missed ?

Maybe you forgot the NumCores setting? (Zorro S required)

https://zorro-project.com/manual/en/numcores.htm

@Grant, thank you for your reply. This is Z1 strategy, I am not sure about he NumCores is set as -1, otherwise, can I set it in the ini or as a parameter on the command line ? Or the multicore is only available for WFO (Train mode) instead of the test mode ?

NumCores should be set to a positive number (i.e. number of cores), unless you want to reserve 1 or more cores for other processes.

From what I understand, multicore is only available in train mode for WFO and R-packages. Multicore uses command line, but not the other way around.

I don't have the Z1 source code, so I have no clue about it's settings. Maybe JCL can answer that question?

@Grant, thank you for your reply. I just use Z1 to benchmark a workstation to see if it will backtest and train faster before i make a purchase decision. If multicores or dual CPU does not help in backtest and training, then I may consider a single CPU with faster speed instead of dual CPU server that have many threads.

Multicore support will def speed up training time, but speed is -IMO- pretty irrelevant compared to a script being profitable.

Backtest is always single core. Multicore is for training.

Good point

Thanks. Is there plan or ways to make backtest faster by fully using all cores/threads ?

I don't know your trading plan, but backtesting usually takes less than 1-2 minutes. It's the training that takes much more time.