3.31.2010

Framework Optimizations Complete

The framework optimizations I mentioned in my previous post are now complete. Backtesting my current in progress strategy has been reduced from about 5 mins per month of simulation to ~30 seconds. Quite an increase. I think anything to increase speed from here on out will most likely be minor tweaks. At this point, I can increase the polling frequency if I chose and still keep the processing demand extremely low.

I would now in fact be focusing on testing and vetting the strategy for use, except for the fact my main machine is down for the count. This fact wouldn't be a huge issue if my SVN server didn't also happen to be running on it during this interim period. Right, I know what your thinking. Git is SO much cooler than SVN. I agree. However, there is little reason to migrate at this point, given the other pressing issues. After all, I don't have easy access to the code; let alone migrate it.

No comments:

Post a Comment