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[enhancement] dynamically allocate `maxcpus`

Open jpdeleon opened this issue 4 years ago • 0 comments

https://github.com/enzoampil/fastquant/blob/e0c6a7e4b18c16075a42cfaa5f711a522e4c8f1e/fastquant/strategies.py#L528

There is no decrease in run time using built-in grid search in backtest compared to basic loop-based grid search using identical parameter grid. It may be good to increase maxcpus if input parameter in backtest is a list else maxcpus=1 (default).

See commit ffdd2fc322475266c10668bbb31e58cb1bd9a9cd in auto_grid_search.

jpdeleon avatar May 11 '20 07:05 jpdeleon