How to optimize calculation (Skopt vs grid)

[Benouare]

Hi,
I would like to use Bt with the optimize method.
When I use it with something like 1000 possibilities, it's take some time, but that's not too/so long.
But some times, I would like to use it with 300k possibilities/calculations.

So a part of the solution could(must) be to reduce the number of calculations, but an other part could be to have a big cpu or something like that to be able to make the calculation.

Currently, i am running backtesting on a Imac 2K10/11. I dont remmeber the exact configuration, but I think it's a I5 with 16 Go of ram. (edit : 2.7 i5 16go Ram)

So my question is : what kind of hardware should i have to optimise my calculation?

Cheers

[kernc]

with 300k possibilities/calculations

Foremost, with as wide hyperparameter space, I'd set Backtest.optimize(..., method='skopt') as showcased in parameter heatmap / optimization tutorial.

[Benouare]

That's a good tip! Thx