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lsanschargrin / jbooktrader

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JBT does not use 2 processor while strategy optimizing #3

Closed GoogleCodeExporter closed 9 years ago

GoogleCodeExporter commented 9 years ago 
What steps will reproduce the problem?
Start any strategy optimization process. Brute force.

What is the expected output? What do you see instead?
I expect computing using all processors power.
Look at the screen shot attached.

What version of the product are you using? On what operating system?
Windows xp sp2, jbt 2.08

Original issue reported on code.google.com by andrey.b...@gmail.com on 10 Apr 2008 at 2:14

Attachments:

GoogleCodeExporter commented 9 years ago 
I agree, it would be nice to bring back the optimizer ability to use all 
processors.
On the other hand, since JBT deals with massive quantities of data, brute force
optimization would probably be impractical even with the full processing power
engaged.   The D&C optimizer is a good alternative, and it can probably be 
"smarter"
than it is now. I prefer focusing on good optimization algorithms rather than 
on how
to utilize the processor(s) most efficiently. The former potentially gives you
improvements by multiple orders of magnitude, while the latter bounds your
improvements to some bounded percentages.

Original comment by eugene.k...@gmail.com on 10 Apr 2008 at 3:18

GoogleCodeExporter commented 9 years ago 
I confirm you strategy but tactically speaking it is easy to implement Thread()
constructor.

Javadoc descriptions 
http://java.sun.com/javase/6/docs/api/java/lang/Thread.html 

Java code examples are provided here:
http://www.exampledepot.com/egs/java.lang/BasicThread.html

It has smart implementation in Colt Java project. Source code and nice docs may 
be
downloaded from http://dsd.lbl.gov/~hoschek/colt/
Colt is a set of Open Source Libraries for High Performance Scientific and 
Technical
Computing in Java.

Kind regards,
Andrey Bogomolov.

Original comment by andrey.b...@gmail.com on 11 Apr 2008 at 5:43

GoogleCodeExporter commented 9 years ago 
Fixed in release 5.07. Both optimizers (brute force and divide-and-conquer are 
now
multi-threaded and they fully utilize all available processors. Optimizations 
should
run about N times faster, where N is the number of processors.

Original comment by eugene.k...@gmail.com on 6 Sep 2008 at 9:00