memory issue

[Tomgit1122]

Is there any way to choose what I want to save in res. I have to use multi process to deal with many strategies and I wish to save the memory by deleting the 'not important' output in the res class

[posidonius]

I figured this out recently when I moved to running backtests with Parallel from joblib. My solution was to return results of individual backtests like this:

    return {
        "stats": res.stats,
        "equity": res._get_series(freq=None),
        "returns": res.prices.to_returns()
    }

In the above, res is the result of a single backtest.

Then in my main process I bundled them up once all the tests were complete:

    results_bundle = {
        "stats":   [r["stats"]   for r in results],
        "equity":  [r["equity"]  for r in results],
        "returns": [r["returns"] for r in results]
    }

Hope this gives some idea of how to approach the problem. This dramatically decreased memory usage and allowed me to run tests much, much faster.