The different performance in quantopian and zipline

[Tony Wang]

Hi all

I submited a issue here (https://github.com/quantopian/zipline/issues/2122) some days ago. The question is about the performance of zipline. I have tested the same algo (https://www.quantopian.com/posts/why-the-same-algo-in-quantopian-and-local-zipline-has-a-big-gap-in-the-consuming-time-of-backtest) in quantopian and zipline of local machine. But the time consumed has a such large gap. Only 500M of total 14G Memory has been used, and one  of 5 cores run in 100%. 

Googled around and didn't find any solution for this case, Could anyone here help me to fingure out how to reduce the gap and what's the best practice to run backtest in local.

Thanks！

[Joe Jevnik]

What are you using to replace the Q1500US in zipline? Can you post the algo you were running wth zipline to compare to the one you ran on Quantopian?

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[Tony Wang]

Hi Joe

Thanks for your reply. I pasted the local code in gist here (https://gist.github.com/tonywangcn/ad8dc87d54f7d9c07ea3d3f9489acf6c). 

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Tony Wang 

Warm Regards

[Tony Wang]

Hi Peter

Thanks for your suggestion. Actually I didn't know much about Pipeline, what's the advantage of it, I will try it later, thanks again!

On Fri, Mar 30, 2018 at 8:25 PM Peter Harrington <peter.b.h...@gmail.com> wrote:

HI Tony,

Why are you not using Pipeline in your Zipline setup?  It works, the example algos work with Pipeline if you need some help getting started.  Pipeline provides a large software speedup.  

I have benchmarked similar algos on Quantopian and my laptop and I get about 2x speedup with my laptop for similar code, and can get even better speedup with a server.   You need to make sure you are using the best software you can, which is Pipeline.  

I hope that helps, 

Peter

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