2. Actual Output or error message / 您得到的输出或错误信息:
``` text
====================================
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| BACK TESTING RESULT |
| |
====================================
qteasy running mode: 1 - History back testing
time consumption for operate signal creation: 5 sec 61.3 ms
time consumption for operation back looping: 24 min 40 sec 822.8 ms
investment starts on 2007-01-04 00:00:00
ends on 2017-12-28 00:00:00
Total looped periods: 11.0 years.
-------------operation summary:------------
Expected behavior / 期望的输出
A clear and concise description of what you expected to happen. / 简明扼要描述您期望得到怎样的输出
在老板本qteasy环境下运行,总运行时间约为40秒
Environment (please complete the following information) / 请提供更多环境信息:
Describe the bug / 描述bug内容 升级到最近版本qteasy后,运行大规模股票选股策略时(股票池数量300~400支股票)效率急剧降低,在升级前策略回测耗时40秒左右,升级新版本后耗时约24分钟
To Reproduce / 复现问题
alpha = MultiFactors() op = qt.Operator(alpha, signal_type='PT')
op.op_type = 'stepwise' op.set_blender("0.8*s0", 'close') op.run(mode=1, invest_start='20210101', invest_end='20220501', asset_type='E', invest_cash_amounts=[1000000], asset_pool=shares, trade_batch_size=100, sell_batch_size=1, trade_log=True)
Expected behavior / 期望的输出 A clear and concise description of what you expected to happen. / 简明扼要描述您期望得到怎样的输出 在老板本qteasy环境下运行,总运行时间约为40秒 Environment (please complete the following information) / 请提供更多环境信息: