Zorro uses more than 1GB of RAM when the asset function get called more than once per bar. I use Wine and I do not know if this problem happens on Windows. Could someone help me to workaround this issue for getting price data for other assets?
Code:
#define ENABLE_ERROR 1
function run()
{
int i;
set(PARAMETERS+FACTORS); // generate and use optimized parameters and factors
BarPeriod = 60; // 1 hour bars
StartDate = 2005;
NumWFOCycles = 10; // activate WFO
if(ReTrain) {
UpdateDays = -1; // update price data from the server
SelectWFO = -1; // select the last cycle for re-optimization
reset(FACTORS); // don't generate factors when re-training
}
if(ENABLE_ERROR) {
for(i = 0; asset(Assets[i]); i++);
}
while(asset(loop(Assets))) {
var dummy = optimize(1, 0.5, 1.5);
if(random() > 0) {
enterLong();
} else {
enterShort();
}
}
}
There is no workaround. When you load price data, it must be stored at some place, and that's the computer memory. For reducing the data, you can either use a shorter simulation period, or split the portfolio into groups of assets that you test separately.
