Скачать или смотреть 10x Speed Up of Equity Fundamentals on QuantConnect

QuantConnect has achieved a significant speed-up in fundamental data backtesting, with a 10x improvement. This lets users filter and rank assets based on their investment potential much faster.

The platform made several engineering advancements to achieve this improvement. Firstly, they switched from ZIP-JSON files to a parquet file format, which significantly improved the efficiency of loading the data. Secondly, they reduced the data loaded to only the necessary properties, optimizing the strategy's scalability.

Lastly, by carefully choosing the data property types, they doubled the effective speed. These updates resulted in up to a 75% faster benchmark test compared to zipline, allowing the QuantConnect community to explore new ideas that were previously computationally inaccessible.

The improvements are backward compatible and applicable to research, backtesting, optimization, and live trading.


Subscribe to Our YouTube Channel: http://www.youtube.com/c/Quantconnect....

Get Started: https://www.quantconnect.com

View Tutorials: https://www.quantconnect.com/tutorials

Join Our Community Forum: https://www.quantconnect.com/forum/di...

Contribute to LEAN: https://github.com/QuantConnect/Lean/

Follow Us on LinkedIn:   / quantconnect  

Follow Us on Twitter:   / quantconnect