fastquant
fastquant copied to clipboard
[enhancement] dynamically allocate `maxcpus`
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
.