I have been trying to understand and build a server that I could use for backtesting and optimizing.
I bought a Dell Precision T7610 which has a
2x Intel Xeon E5-2697 v2 @ 2.69 GHz - 24 cores, 48 threads
Just for the reference, a single Xeon E5-2697 v2 CPU has a score of 9338 multi-thread and / 1742 single-thread according to Passmark (https://www.cpubenchmark.net/cpu.php....70GHz&id=2009)
The retail price of the Xeon CPU alone until Apr 2019 was approx $2500 per on a single CPU.
On the other side, the I7-4790k has 4 cores / 8 threads and a 8096 multi-thread score / 2485 single-thread score according to Passmark (https://www.cpubenchmark.net/cpu.php....00GHz&id=2275)
Considering the much higher productivity and performance capability of the server, I was expecting that the NT7 would be able to perform much faster.
I was surprised to see the opposite. An optimization that normally takes 25 minutes to complete on my I7 is taking approximately 1.5 hours to complete on the 2x Xeon server with the exact same settings.
I am using genetic optimization.
I was further surprised to see that on the Server, NT7 was utilizing only a single thread which resulted in ~4% utilization of the CPU capacity.
On the I7, it was again utilizing a single thread to near 100%, which resulted to ~12.5% CPU capacity.
Why is the optimization not utilizing 100% of the threads? Not being able to utilize more than 5% on a modern computer is really frustrating.
I am attaching a screenshot of the single thread resource meter from the Xeon Server.
What kind of computer do I have to buy to be able to speed up the optimization?
p.s. I also noticed that If I buy a $50 VPS and a $200 VPS, optimization speeds are almost identical. I assume this is because of the poor utilization of the multi threading again.
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