it has been reported in Alphien Dashboard under optimization that,
Optimisation
The payout function should run in under 2 minutes
Does this hold true for only a single re-balancing date run or for the entire backtest evaluation period ?
Hello,
Yes you are right. The running of payout for the entire backtest period can take longer. Whats important for us is that it is optimised enough to run ‘relatively fast’ if given only a small subset of data.
Hope this answers your question.
Yes it does. Thanks !
Hello Yongcheng, the running time varies from day to day. I do observe that sometimes i can genereate a single rebalance result within 10 seconds while at other times, it can take more than two minutes. I kindly of think it depends on the server.
In a single backtesting, you usually take years of data. It is quite hard to control the running speed for both single round of training or for the whole backtesting period.
Don’t worry too much about the running time. We will be reviewing your code once you submit it, and we will follow up if there are any major issues.
Got it! Thank you! 