FreeBSD 8 and JBookTrader

[bluemaster]

JBook and Eclipse installed on FreeBSD 8 speed performance for back
testing and optimisation. 12.7 times vs. Windows crap. X11 and KDE.
My question: Is it possible to run live trading from shell script and
command prompt without java GUI

[nonlinear5]

> JBook and Eclipse installed on FreeBSD 8  speed performance for back
> testing and optimisation. 12.7 times vs. Windows crap.

12.7 times faster? On the same box?

> My question: Is it possible to run live trading from shell script and
> command prompt without java GUI

Yes, it's certainly possible, with some code modifications. However,
I'd note two things:

1. In the forward test and trade modes, JBT consumes very little
memory and CPU. You can run dozens of strategies simultaneously
without any degradation in performance. I doubt that you would see
much improvement by running without the GUI.

2. What's really slow is backtesting (because it needs to deal with
huge data files with millions of data points and keep the chart data
in memory) and optimization (because the optimizer permutates through
a large number of parameters). If your optimizer runs 12.7 times
faster on FreeBSD, there is certainly a value.

[new_trader]

sounds interesting!
which windows version do you have: windows 7/vista/xp in 32 or 64 bit
mode?
which version of free BSD in 32 or 64 bit mode?
what is your machine configuration: CPU and memory?

[bluemaster]

[bluemaster]

I think FreeBSD superior performance is due using swap and ram in much
beta way than windows, on top of that TCP/IP stack is native to BSD.
( execution speed)
I know JBookTrader GUI consumes very little memory and CPU but X11 and
KDE using memory to and I will be happier to run form command prompt
without GUI

[bluemaster]

Dual Boot xp windows service pack 3 and FreeBSD 8
Hard Disk Barracuda SCSI ( 10000 rpm)
CPU : Dual 2.4 Ghz Intel
RAM: 4 Gb
Swap :4 Gb
Kernel: Generic
File System : soft updates

[new_trader]

I am really sorry for being a little "doubtful":
is it really factor 12.7? -> this would be really fantastic!
what was the baseline for your timing tests:
which JBT Version, which dataset, which sample strategy?

do you know a good working FreeBSD Live CD or how did you manage to
get your dual boot running smoothly?

On Jun 11, 9:42 pm, bluemaster <s...@ac.com.au> wrote:

[bluemaster]

Just go to http://www.freebsd.org/
Download FreeBSD 8 iso image and try it .
It is easy to run xp with freebsd comes with boot manager just install
BSD on different partition or disk.
The best part it is for FREE.

[new_trader]

thanks for your support!

did you install the amd64 (64bit) or i386 (32bit) version?

[bluemaster]

i386 ( 32 bit)

[John-Crichton McCutcheon]

If JBT were running on a headless unix environment such as FreeBSD 8,
then how would TWS run?
Aren't TWS and JBT required to be on same box ?

[new_trader]

which jdk do you use?
original from sun or Diablo Caffe JDK?

On Jun 11, 9:42 pm, bluemaster <s...@ac.com.au> wrote:

[bluemaster]

original from Sun

[bluemaster]

FreeBSD running Linux version of TWS with no problem ( kernel linux
support build in) , can be run from second box

On Jun 12, 7:55 am, John-Crichton McCutcheon

[ShaggsTheStud]

Are you having to use swap?  If you are, there's your problem! :P

[bluemaster]

Open JBookTrader
go to ->Configure->Preferences->TWS Connection and set to TWS in China
if you wont

[nonlinear5]

We should use the same benchmark for meaningful comparison. Let's
settle on this optimization job as a performance benchmark:

1. JBT version 7.05
2. Data file: http://code.google.com/p/jbooktrader/downloads/detail?name=ES-GLOBEX.zip
3. Strategy: Equalizer
4. Optimization options: brute force as search method, PI as selection
criteria, 300 minimum trades

This will run 29,400 strategies using the data file with 2,037,873
data points. For verification, the top parameters returned by
optimizer are 34-3900-14, net profit is $6757 on 311 trades.

My results on a 64-bit Vista, i7-920 processor, 6Gb RAM: 688 seconds.
This can also be expressed as a raw speed of 87,083,526 lines per
second:
(29,400 * 2,037,873) / 688 = 87,083,526

Just so that we are not overwhelmed with numbers, just report your OS,
processor, RAM size, and the number of seconds to complete the
benchmark.

[Eugene Kononov]

Also, the CPU utilization should be near 100%, with all processors engaged.

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[new_trader]

my results:
CPU: Intel Core2 Duo P9500@2,53 GhZ
OS: XP 32bit
RAM: 3GB
Number of seconds: 4475

-> Eugenes setup is faster by a factor of 6,5

On Jun 12, 5:36 am, Eugene Kononov <eugene.kono...@gmail.com> wrote:
> Also, the CPU utilization should be near 100%, with all processors engaged.
>

> On Fri, Jun 11, 2010 at 11:22 PM, nonlinear5 <eugene.kono...@gmail.com>wrote:
>
> > We should use the same benchmark for meaningful comparison. Let's
> > settle on this optimization job as a performance benchmark:
>
> > 1. JBT version 7.05
> > 2. Data file:
> >http://code.google.com/p/jbooktrader/downloads/detail?name=ES-GLOBEX.zip
> > 3. Strategy: Equalizer
> > 4. Optimization options: brute force as search method, PI as selection
> > criteria, 300 minimum trades
>
> > This will run 29,400 strategies using the data file with 2,037,873
> > data points. For verification, the top parameters returned by
> > optimizer are 34-3900-14, net profit is $6757 on 311 trades.
>
> > My results on a 64-bit Vista, i7-920 processor, 6Gb RAM: 688 seconds.
> > This can also be expressed as a raw speed of 87,083,526 lines per
> > second:
> > (29,400 * 2,037,873) / 688 = 87,083,526
>
> > Just so that we are not overwhelmed with numbers, just report your OS,
> > processor, RAM size, and the number of seconds to complete the
> > benchmark.
>
> > --
> > You received this message because you are subscribed to the Google Groups
> > "JBookTrader" group.
> > To post to this group, send email to jbook...@googlegroups.com.
> > To unsubscribe from this group, send email to

> > jbooktrader...@googlegroups.com<jbooktrader%2Bunsu...@googlegroups.com>
> > .

> > For more options, visit this group at
> >http://groups.google.com/group/jbooktrader?hl=en.
>
>
>

>  cpu.png
> 72KViewDownload

[dafa]

The result on my windows 7 64-bit , i7-750 processor, 4Gb RAM: 610
seconds.

[nonlinear5]

> The result on my windows 7 64-bit , i7-750 processor, 4Gb RAM: 610
> seconds.

I don't see i7-750 on the Intel home page. Is that i5-750? Just
wondering what makes your system faster than mine, the processor or
Windows 7.

[dafa]

sorry my typo, it is i5-750(win7 ultimate, JVM still use 32 bits), I
ran 2 more same test on the
same boxt(all 3 runs-> 34-3900-14, profit is $6757, 311 trades on
first row) , this time got
634secs, 713secs

[new_trader]

my results on DesktopBSD based on FreeBSD 7.2:

CPU: Intel Core2 Duo P9500@2,53 GhZ

OS: DesktopBSD 7.2 32bit
RAM: 3GB
Number of seconds: 2116

!!!THAT IS MORE THAN 2 TIMES FASTER THAN MY RESULTS ON XP!!!


my results on DesktopBSD 64 bit based on FreeBSD 7.2:

CPU: Intel Core2 Duo P9500@2,53 GhZ

OS: DesktopBSD 7.2 64 bit
RAM: 3GB
Number of seconds: 2586

[nonlinear5]

> my results on DesktopBSD based on FreeBSD 7.2:
> CPU: Intel Core2 Duo P9500@2,53 GhZ
> OS: DesktopBSD 7.2 32bit
> RAM: 3GB
> Number of seconds: 2116
>
> !!!THAT IS MORE THAN 2 TIMES FASTER THAN MY RESULTS ON XP!!!

Nice, I'll give DesktopBSD a try. The other thing is to experiment
with a faster JRE, such as JRockit.

[bluemaster]

recompile kernel and watch perfomance increace even more
remove kernel support for hadware what is not in use

Install "freenx" from ports
cd /usr/ports/net/freenx
make install clean

and you can run eclipse from remote location

[new_trader]

@bluemaster
what is your factor xp vs. bsd with the test configuration eugene
proposed?

do you have some links how to boost the bsd kernel?

[new_trader]

I have tried another JVM on XP:
it is the JVM from SAP, SAPJVM

CPU: Intel Core2 Duo P9500@2,53 GhZ

OS: XP 32bit
RAM: 3GB
Number of seconds: 1986 -> twice as fast as Sun JVM

the problem is: it is only available to SAP customers or SAP
employees...