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Imporve Reality Check performance #481297
08/23/20 17:51
08/23/20 17:51
Joined: May 2020
Posts: 45
A
AdamWu Offline OP
Newbie
AdamWu  Offline OP
Newbie
A

Joined: May 2020
Posts: 45
Hi! When doing a 1000 times SHUFFLE reality check, Zorro read .fac and .par files every time. It cost a lot of time. Since the .par/.par files are the same. Is there a way to make Zorro read these two files only once?

Re: Imporve Reality Check performance [Re: AdamWu] #481303
08/24/20 13:26
08/24/20 13:26
Joined: Jul 2000
Posts: 27,986
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,986
Frankfurt
If it's WFO, they must be read every time. If not, they could theoretically only be read once, but this would normally not save any time. The delay by parameter reading is negligible within a backtest run.


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