How to improve performance of WLP? Does 64bit VS 32bit Windows matter?
Author: tschwei
Creation Date: 5/19/2017 8:20 PM
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tschwei

#1
Hi guys,

I know I'm in the minority, but I'm running WLP on an oldish dual-core 32 bit system.

It has been running out of memory errors often (although I have 4gb ram, WLP gets OOM errors at a little over 1gb used), and is slow to run strategies with SP500 and/or >6 year data ranges and % equity position sizes. Sometimes it takes over an hour to display the backtest performance report.

I notice that WLP only uses 50% CPU utilization (1 core). I don't see any way to allocate more memory to WLP?

I'm willing to upgrade to a new system, but would like to know:
Will upgrading to a 64bit Windows improve/reduce the OOM errors?
Will it speed up strategy execution?
Will getting a quad/8-core system help?

Thanks!
Tim
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Eugene

#2
Hi Tim,

QUOTE:
(although I have 4gb ram, WLP gets OOM errors at a little over 1gb used)

32-bit OS is generally unable to utilize them all: Is Wealth-Lab Developer/Pro 6 able to use 4(6,8...) Gb of RAM when running on a 64-bit OS?

QUOTE:
Will upgrading to a 64bit Windows improve/reduce the OOM errors?

It is expected to eliminate them. Don't settle for less than 8GB, the more the better: RAM is cheap these days.

QUOTE:
Will it speed up strategy execution?

While Wealth-Lab won't max out your CPU load at 100% even if you get an 8-core, modern CPUs are faster. A Strategy backtest is generally single-threaded, only some aspects of WL are parallelized. Anyway I'd expect a natural speed boost from using actual hardware (a Core i7 with a robust SSD and 8-32GB RAM).

QUOTE:
Sometimes it takes over an hour to display the backtest performance report.

I don't know what kind of complexity your systems have and whether their code requires optimization but it'd be interesting to find out by what order of magnitude will the upgrade speed things up.
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tschwei

#3
Thanks Eugene!

It sounds like a new Core i7 system with 8GB+ should make a big performance improvement and no more out of memory errors.
FYI, I just realized one of the reasons it took so long to display the backtest results was because I had "By Symbol" checked in the visualization settings. That REALLY slows down displaying the performance report (and IMO isn't terribly helpful).

Thanks,
Tim
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Eugene

#4
QUOTE:
"By Symbol" checked in the visualization settings. That REALLY slows down

Disabling unnecessary visualizers is one of the first performance troubleshooting tips. I guess the slowdown is caused by the specific usage of DataSeries in your Strategies, whatever it may be.
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Eugene

#5
In addition, I hope that upgrading would eliminate some odd issues like the one in your ticket 27742.
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