Here is the "minimal" reproducible example...
Just change #define MY_ALIST "Assets\\oanda.csv" to one that includes "AUDUSD","EURUSD" and histo from 2016 to 2018.
Only 2 assets and 2 algos are used, maybe i have done something wrong or there is a problem...
TRAINMODE1. First hit TRAIN, you see how the time does increase and Zorro is getting slower and slower....
2. Change TEST_NO_ADVISE to TRUE, hit TRAIN again, that's really fast!
AUDUSD AL0 | Bars 72751 | Bar 1000 | 976.77 ms
AUDUSD AL0 | Bars 72751 | Bar 2000 | 1079.94 ms
...
AUDUSD AL0 | Bars 72751 | Bar 7000 | 4884.04 ms
AUDUSD AL0 | Bars 72751 | Bar 8000 | 5679.69 ms
TEST_NO_ADVISE TRUE
AUDUSD AL0 | Bars 72751 | Bar 8000 | 8.87 ms
AUDUSD AL0 | Bars 72751 | Bar 9000 | 7.34 ms
...
AUDUSD AL0 | Bars 72751 | Bar 18000 | 12.68 ms
AUDUSD AL0 | Bars 72751 | Bar 19000 | 9.96 ms
1. Change TEST_NO_ADVISE back to FALSE
2. Hit TEST, you see how much time the simple calls need? It looks fast but wait...
3. Change TEST_NO_ADVISE to TRUE, hit TEST again, that's really fast!
Just calling the advise framework and getting simple returns does take so much time, has no one seen that before?
