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Empty strategy optimization consume all available memory

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    Empty strategy optimization consume all available memory

    Hello.
    Each my optimization start to consume all available memory.
    I removed code line by line from one of my strategy until this version:

    PHP Code:
    using System;
    using System.Collections.Generic;
    using System.ComponentModel;
    using System.ComponentModel.DataAnnotations;
    using System.Linq;
    using System.Text;
    using System.Threading.Tasks;
    using System.Windows;
    using System.Windows.Input;
    using System.Windows.Media;
    using System.Xml.Serialization;
    using NinjaTrader.Cbi;
    using NinjaTrader.Gui;
    using NinjaTrader.Gui.Chart;
    using NinjaTrader.Gui.SuperDom;
    using NinjaTrader.Data;
    using NinjaTrader.NinjaScript;
    using NinjaTrader.Core.FloatingPoint;
    using NinjaTrader.NinjaScript.Indicators;
    using NinjaTrader.NinjaScript.DrawingTools;
    
    namespace NinjaTrader.NinjaScript.Strategies.sIC
    {
        public class sEmpty_MemoryLeaks : Strategy
        {
            [Range(0, double.MaxValue)]                 
            [NinjaScriptProperty] 
            [Display(GroupName = "01. Size",         Order = 2)] 
            public double    HeigthMinSizeK        { get; set; }
            
        }
    } 
    
    Here is video of how optimization of this strategy passed: 40 iterations on 2-month history consumed all available memory (about 10 Gb).

    Monosnap screenshot tool for Mac and PC with own cloud storage. Take screenshots, record videos and upload files directly to the cloud. Just in one click.


    Win 10 Pro x64 version 1703, OS Build 15063.608
    NT8 8.0.9.0 64 bit
    fx.practic
    NinjaTrader Ecosystem Vendor - fx.practic

    #2
    Hello,

    Thank you for the post.

    I just wanted to provide a quick note to let you know I am currently reviewing this case. Once I have more details from testing I will reply back here.

    I look forward to being of further assistance

    Comment


      #3
      Hello,

      I just wanted to reply back on this item.

      During my testing, I had seen the memory increase but I had not seen the optimizer get stuck or otherwise affect the platform. Also, the memory was released sometime after my tests. I had run this past product management and it was determined to reduce the max kept results for your test to reduce the overall memory usage.

      Are you seeing a situation with realistic settings that is also increasing memory in a non-standard way? I see using less max results does decrease the overall memory use. In your example there is a maximum of 100 results, was there a reason you are trying to retain 10000?

      Please let me know if I may be of further assistance.

      Comment


        #4
        When I run optimization, I always want to keep all results of all iteration.
        So, I put excess number of results to not loose anyone.
        fx.practic
        NinjaTrader Ecosystem Vendor - fx.practic

        Comment

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