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update batch sizes to minimize idle cores #295

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Mar 31, 2021
Merged

update batch sizes to minimize idle cores #295

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c17c168
update batch sizes to minimize idle cores
binarymason Mar 31, 2021
9582e0c
Update backtesting/backtesting.py
kernc Mar 31, 2021
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3 changes: 2 additions & 1 deletion backtesting/backtesting.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1333,7 +1333,8 @@ def _optimize_grid() -> Union[pd.Series, Tuple[pd.Series, pd.Series]]:
names=next(iter(param_combos)).keys()))

def _batch(seq):
n = np.clip(len(seq) // (os.cpu_count() or 1), 5, 300)
bs = np.ceil(len(seq) / (os.cpu_count() or 1)).astype(int)
n = np.clip(bs, 1, 300)
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for i in range(0, len(seq), n):
yield seq[i:i + n]

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