Comments (3)
I agree, it would be nice to bring back the optimizer ability to use all
processors.
On the other hand, since JBT deals with massive quantities of data, brute force
optimization would probably be impractical even with the full processing power
engaged. The D&C optimizer is a good alternative, and it can probably be
"smarter"
than it is now. I prefer focusing on good optimization algorithms rather than
on how
to utilize the processor(s) most efficiently. The former potentially gives you
improvements by multiple orders of magnitude, while the latter bounds your
improvements to some bounded percentages.
Original comment by [email protected]
on 10 Apr 2008 at 3:18
- Changed state: Accepted
- Added labels: Priority-Low, Type-Enhancement
- Removed labels: Priority-Medium, Type-Defect
from jbooktrader.
I confirm you strategy but tactically speaking it is easy to implement Thread()
constructor.
Javadoc descriptions
http://java.sun.com/javase/6/docs/api/java/lang/Thread.html
Java code examples are provided here:
http://www.exampledepot.com/egs/java.lang/BasicThread.html
It has smart implementation in Colt Java project. Source code and nice docs may
be
downloaded from http://dsd.lbl.gov/~hoschek/colt/
Colt is a set of Open Source Libraries for High Performance Scientific and
Technical
Computing in Java.
Kind regards,
Andrey Bogomolov.
Original comment by [email protected]
on 11 Apr 2008 at 5:43
from jbooktrader.
Fixed in release 5.07. Both optimizers (brute force and divide-and-conquer are
now
multi-threaded and they fully utilize all available processors. Optimizations
should
run about N times faster, where N is the number of processors.
Original comment by [email protected]
on 6 Sep 2008 at 9:00
- Changed state: Fixed
from jbooktrader.
Related Issues (20)
- Support for a deeper market depth HOT 2
- Bug in Calculation of Commission Fees HOT 2
- Bug in handling of isFilled field of com.jbooktrader.platform.position.OpenOrder class HOT 1
- Support for other brokers HOT 1
- A pause button on the optimizer HOT 2
- Password for data file ? HOT 1
- Ability to stop forward-testing or trading one strategy without affecting other strategies. HOT 1
- No market data for FX after IB server restarts at midnight EST HOT 2
- 404 in web console for strategy report HOT 1
- Network issues in the middle of order submission may result in duplicate orders HOT 2
- Enhancement: Allow the selection of the number of contracts to trade at run-time HOT 1
- java.lang.NumberFormatException when calculating oneSecondBalance HOT 3
- Forward test after 'Max number (3) of market depth requests has been reached' HOT 4
- Problem with chart representation of 'Net Profit' when scrolling
- The NTPClock object is called recursively when starting a Trade or ForwardTest session. HOT 3
- Correcting calculation of the Standard Deviation, and adding Iterable interface to MovingWindow.java HOT 4
- Divide-and-conquer progress going over 100% HOT 1
- Incorrect standard deviation calculation HOT 1
- Strategy may not rollover to new contract if jbook stays running through the volume crossover date HOT 6
- Exception in thread "main" java.lang.NullPointerException
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