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Faster simulation #426

Merged
merged 8 commits into from
Apr 14, 2024
Merged

Faster simulation #426

merged 8 commits into from
Apr 14, 2024

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yakir4123
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@yakir4123 yakir4123 commented Mar 10, 2024

Now that I return to jesse, I want to try again this PR that makes jesse run faster by simply skip unused candles.
https://medium.com/@yakir4123/this-is-how-i-accelerated-jesse-a-python-framework-to-run-16-times-faster-part-i-4fce9c6ecef7
https://medium.com/@yakir4123/this-is-how-i-accelerated-jesse-a-python-framework-to-run-16-times-faster-part-ii-ec3a718095b3

I've tested it several times on different strategies.
Here is an example of timing the regular jesse algorithm for 2 years a strategy of route of 1h:

image

and with my algorithm:
image

  • All the testes passed, the only thing that might be a problem that still I need to check is how well it works with several routes.
    I think there may be a challange in there but that already can be used for optimization process where there is 1 route.

@saleh-mir
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This is probably the best pull request this project has seen.

@saleh-mir saleh-mir merged commit 1182617 into jesse-ai:master Apr 14, 2024
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2 participants