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#32 Optimise resource usage
Originally created by: jbaron
In order to run roboquant better/cheaper on virtualised environments, CPU & memory usage could be further reduced. This is especially true for example for running Notebooks on public sites like MyBinder that have limited capacity.
Goals
- Reduce startup times
- be able to run midsize back-tests on limited memory (for example < 512Mb heap)
Possible areas of interest
- Check if switching to OpenJ9 JDK could be an alternative (for example for the Docker image used by MyBinder.org)
- See if additional Hotspot JVM configuration helps to reduce memory & start-up time (potentially at the cost of slightly lower throughput)
- See if docker image can be optimised so less has to be downloaded when initially started
- Are there still optimisations in roboquant code that could help. Possible things to look at are: release resources earlier, optimise access patterns to large collections, inline more methods, keep price history as floats (instead of Doubles).
Originally posted by: jbaron
Quick update: can run decent sized back-test (SP500 going back to beginning) on 200MB heap space. This is better than expected.
Als optimised the docker image by adding a run notebook statement, so most libraries referred to by roboquant get pre-loaded.