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Friendly parallelization API for simple tasks #300

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Peque opened this issue May 22, 2018 · 0 comments
Open

Friendly parallelization API for simple tasks #300

Peque opened this issue May 22, 2018 · 0 comments
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@Peque
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Peque commented May 22, 2018

Embrace multiprocessing.Pool or joblib API:

https://stackoverflow.com/questions/9786102/how-do-i-parallelize-a-simple-python-loop

Or concurrent.futures.ProcessPoolExecutor():

https://towardsdatascience.com/heres-how-you-can-get-a-2-6x-speed-up-on-your-data-pre-processing-with-python-847887e63be5

None of them provide advanced serialization capabilities.

See robinvol-backtest/pool.py.

@Peque Peque added the feature label May 22, 2018
@Peque Peque added this to the 0.7.0 milestone May 22, 2018
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