Out of memory loading ticks in backtest

[vasilvestre]

I'm loading a full year with 2025 SOL/USDC ticks, the backtest loads 5-6 GB, then crash.
I've implemented a "resume" feature in my ticks download script, which creates one .paquet file per day. Is there any recommendation to load paquets file?

[cjdsellers]

Hi @vasilvestre

Thanks for reaching out.

I'd recommend you look into the high-level backtest API and configure with a chunk_size so that you stream the data from the backend in chunks rather than all at once. I hope that helps!

https://github.com/nautechsystems/nautilus_trader/blob/develop/nautilus_trader/backtest/config.py#L365
https://nautilustrader.io/docs/nightly/concepts/backtesting#high-level-api

[vasilvestre]

I must have misunderstood this part :

For parameter optimizations: Use BacktestEngine.reset() to run multiple strategies against the same data.

I will switch to high level API. Thank you for helping ! I hope this thread will help people in the future.

[vasilvestre]

Is it possible to use Ticks and High level API? I'm not sure if it's a good idea but I don't see any thing specifics in doc about this