When running backtests on a basket of stocks/instruments, I'm frequently finding that larger tests (either larger number of stocks, or longer period of time) are stalling out. E.g. I'm currently trying to run a backtest of a strategy across 3 months of data (I already pre-downloaded the historical data for all the stocks in advance) for 100 stocks. It has reached 97/100 after 10.5hrs (an overnight run) but stalled at this 97/100 point for the last couple of hours. My systems CPU is fine (1% being used) and memory isn't an issue (only 36% used, 4,326MB).
Are there any tips/tricks for how I can debug this? (e.g. I can't see which stock is failing to understand if its a problem with that specific stock or something else)
Any tips for how I can pre-estimate how long I can run a stock for? (waiting 10hrs to learn it stalls at 97/100 is frustrating, looking for ways to avoid this).
Any hidden ways of being able to pause/unpause a test to try and shake it free?
Many thanks
ChainsawDR
Comment