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Hi,
Usually how many backtest can run same time when we do LEAN CLI locally and are there any parameters that need to tweak to allow more backtest to run same time?
Currently, I run 16 backtest same time with LEAN CLI (different algorithm). It doesn't have error but the speed seems slow. I checked my CPU/RAM, it still has enough resources.
Thanks,
henry
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Jared Broad
This is not controlled by LEAN at all; it's up to your computer. Likely it's your disk read speed bottlenecking the backtest performance.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Jovad Uribe
Henry,
Try using Dask. It enables you to use parallel processing. It has significantly sped up my backtests.
Cheers
Abhishek Gupta
Hi Jovad,
Could you suggest how to use dask for local lean cli. My backtests are taking ages to run in local lean cli
Non Compete
I also suggest checking and trying to increase your docker resources. On Mac it's under settings → resources in docker desktop. Settings is the gear symbol in the dashboard.
Henry111
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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