Enhance Python Back Testing Program
Budget: $250 – $750 USD
Understand the current back testing program written in Python and schema created in Athena .
Make the changes to solve following two items
1. bt_back_test_positions should persist after the final run; iteration , currently its persisting per iteration and then empty after final , even though aggregated transaction indicate there should be some positions.
2. Need to profile peak thread count and memory usage by Master Connection and Account Connection threads. 3. Generate and estimate of vCPUs and Memory needed to scale to 2000 accounts for 1 year. There should be no de-gradation of performance from current by you introducing the logic of fixing bt_backtest_positions and profiling. Currently it takes 14 minutes to run for 1 week, given the current configuration .
Test will execute on r8i.96xlarge Linux server with 384 CPUs and 2.9 TB memory
You will be given total 12 hr acces during EST to Athena , S3 and server to test and produce results
Project must complete in 48 hours
Only those located in USA Europe, India with uninterrupted internet access and who can work during est times need to apply .
Make the changes to solve following two items
1. bt_back_test_positions should persist after the final run; iteration , currently its persisting per iteration and then empty after final , even though aggregated transaction indicate there should be some positions.
2. Need to profile peak thread count and memory usage by Master Connection and Account Connection threads. 3. Generate and estimate of vCPUs and Memory needed to scale to 2000 accounts for 1 year. There should be no de-gradation of performance from current by you introducing the logic of fixing bt_backtest_positions and profiling. Currently it takes 14 minutes to run for 1 week, given the current configuration .
Test will execute on r8i.96xlarge Linux server with 384 CPUs and 2.9 TB memory
You will be given total 12 hr acces during EST to Athena , S3 and server to test and produce results
Project must complete in 48 hours
Only those located in USA Europe, India with uninterrupted internet access and who can work during est times need to apply .
Related categories:
Python
Linux
Data Processing
Software Architecture
Software Testing
Data Analysis
Performance Tuning
Backtesting