因子计算速度很慢,如何使用并行计算提速?

比如,需要计算Alpha147因子,脚本如下:

def alpha147SQL(vector) {
	...
}

input = select tradingdate, symbol, closeprice from loadTable("dfs://xxxx", "level2") where tradingdate = 2020.01.02
alpha147DDBSql = select alpha147SQL(closeprice) from input context by symbol
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1 个回答

Juntao Wang

可以使用分区内存表并行加速,代码优化如下:

def alpha147SQL(vector) {
	...
}

input = select tradingdate, symbol, closeprice from loadTable("dfs://shenwan", "level2") where tradingdate = 2020.01.02
db = database("", HASH, [SYMBOL, 20])
pt = db.createPartitionedTable(input, "input", `symbol)
pt.append!(input)
timer(10) { pnodeRun(clearAllCache) }
timer alpha147DDBSql = select alpha147SQL(closeprice) from pt context by symbol
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