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High Zorro Memory Usage with PRELOAD Flag #478604
11/13/19 12:09
11/13/19 12:09
Joined: Jun 2019
Posts: 14
D
dh85 Offline OP
Newbie
dh85  Offline OP
Newbie
D

Joined: Jun 2019
Posts: 14
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.

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

Re: High Zorro Memory Usage with PRELOAD Flag [Re: dh85] #478610
11/14/19 15:28
11/14/19 15:28
Joined: Jul 2000
Posts: 27,070
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,070
Frankfurt
I'm not sure if the 550 MB are ok or not, but the support got your email and they will look into the issue.

Re: High Zorro Memory Usage with PRELOAD Flag [Re: dh85] #478612
11/14/19 15:30
11/14/19 15:30
Joined: Jun 2019
Posts: 14
D
dh85 Offline OP
Newbie
dh85  Offline OP
Newbie
D

Joined: Jun 2019
Posts: 14
Thank you very much jcl, much appreciated.

Re: High Zorro Memory Usage with PRELOAD Flag [Re: dh85] #478637
11/18/19 04:45
11/18/19 04:45
Joined: Jun 2019
Posts: 14
D
dh85 Offline OP
Newbie
dh85  Offline OP
Newbie
D

Joined: Jun 2019
Posts: 14
FYI - I have received the following feedback from Zorro Support:
Quote
the reason for the high memory footprint was preloading M1 data, as opposed to loading H1 data by direct download. Since the M1 data is later internally converted to D1 anyway, it is indeed possible to largely reduce the memory allocation in this case. This will be implemented in the next beta version. Thank you for notifying us about this issue.


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