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Apply TA Strategy is Slow over 7 Seconds.

See original GitHub issue

    jays_ta = [
            {"prefix":"stochrsi","kind": "stochrsi"} #,{"prefix":"stochrsi","kind": "stochrsi"}
    ]
        start_time = time.time()
        my_strategy = ta.Strategy(name="jay's strategy", ta=jays_ta.copy())
        dframe.ta.strategy(my_strategy)
        print("--- %s seconds ---" % (time.time() - start_time))

It is print out over 7 seconds Dataframe is only 25 row. I do repeat my ticker so over 750 tickers x 7 second = 5.250 seconds = 87 Minute…

Please help, how to speed up ? Thank You,

Issue Analytics

State:
Created 2 years ago
Comments:6 (3 by maintainers)

Top GitHub Comments

1reaction

phicha20224commented, May 1, 2021

I run on another, notebook which only have 2 core/4thread lower than this pc which 4 core/8thread, but it faster… Thank You. I just read the docs, latest version have so many upgrade. its cool.

1reaction

phicha20224commented, May 1, 2021

D:>pip show pandas_ta Name: pandas-ta Version: 0.2.75b0

[+] Strategy: jay's strategy
[i] Indicator arguments: {'append': True}
[i] Multiprocessing 4 indicators with 7 chunks and 8/8 cpus.
********************** it slow here *********************
[i] Total indicators: 4
[i] Columns added: 10
[i] Last Run: Saturday May 1, 2021, NYSE: 8:20:16, Local: 12:20:16 SE Asia Standard Time, Day 121/365 (33.00%)
--- 4.706642150878906 seconds ---

put this

dframe.ta.cores = 0  # You might need to set this to zero to get a speed boost

and its fastest. Thank You…

[+] Strategy: jay's strategy
[i] Indicator arguments: {'append': True}
[i] No mulitproccessing (cores = 0).
[i] Progress: 100%|██████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████| 4/4 [00:00<00:00, 109.05it/s]
[i] Total indicators: 4
[i] Columns added: 10
[i] Last Run: Saturday May 1, 2021, NYSE: 8:21:55, Local: 12:21:55 SE Asia Standard Time, Day 121/365 (33.00%)
--- 0.043682098388671875 seconds ---