Data usage during backtest

Vonasi · 2017-11-06T23:24:46+00:00

I live on a boat and so have to rely on a 4G contract for my internet connection with a monthly limit on data usage. I’ve been backtesting strategies this last weekend and noticed that I was getting through an awful lot of my data allowance. I just installed Glasswire to monitor this and ran a backtest – PRT shockingly used almost 200MB for just one backtest run! I had not noticed this amount of usage previously – has something changed? Is there any way to reduce this consumption? If not can PRT consider developing a way that we can download data for testing once rather than every time that a backtest is run?

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11/07/2017 at 12:24 AM #51753 quote

Vonasi
Moderator

Master

I live on a boat and so have to rely on a 4G contract for my internet connection with a monthly limit on data usage. I’ve been backtesting strategies this last weekend and noticed that I was getting through an awful lot of my data allowance. I just installed Glasswire to monitor this and ran a backtest – PRT shockingly used almost 200MB for just one backtest run! I had not noticed this amount of usage previously – has something changed?

Is there any way to reduce this consumption?

If not can PRT consider developing a way that we can download data for testing once rather than every time that a backtest is run?

11/07/2017 at 1:07 AM #51755 quote

Despair
Blocked

Master

A feature to export data would be great. So one could analyze the data with for example matlab.

11/09/2017 at 11:42 AM #52095 quote

Nicolas
Keymaster

Legend

200mb of data usage is enormous, but theoretically possible though if it was an optimisation with many many orders …

11/12/2017 at 10:46 PM #52482 quote

Vonasi
Moderator

Master

From further testing it seems that if I have lots of optimization variables and lots of tick by tick data that needs analysing then data usage is massive. One or two variables at a time and not too many orders in the strategy and it drops off – but is still too high for my liking and too high for my GB purchasing wallet! The ability to download just once data for a market and then run multiple optimizations would be a fantastic addition to PRT for those of us that live a little off grid – i.e where fibre optics can’t ever get. Wires are old technology PRT must embrace us wireless folks!
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