Parallel Computing Toolbox To Speed Up Multiple Webread Calls
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Carmelo Gonzales
on 27 Jul 2017
Answered: Kojiro Saito
on 30 Jul 2017
Hello All,
I am wondering if any of you have experience using the parallel computing toolbox, specifically with webread. I am currently working on a program to download, and process google finance data. Everything is going great, however the download time for aournd 300 stock stymbols is rather long. I am interested in speeding this up, and thought webread might be a good option. For example, here is a simplified version of the code I am looking to speed up.
%General set of tickers, usually 250+ in length
tickers={'AAIO','AAPL','FB','GOOGL','NVDA','TWTR'}
Length='10';
Freq='60';
for ii = 1:length(tickers)
wop=weboptions('Timeout',15);
temp=webread(strcat('https://www.google.com/finance/getprices?i=',Freq,'&p=',Length,...
'd&f=d,o,h,l,c,v&df=cpct&q=',tickers{ii},'&ignore=.csv'),wop);
data = textscan(temp, '%s%f%f%f%f%f%f', 'delimiter', ',', ...
'Headerlines', 7);
min=str2double(data{1});
min(isnan(min))=0;
op=data{2};
high=data{3};
low=data{4};
cl=data{5};
vol=data{6};
stocks(ii).ticker=tickers{ii};
stocks(ii).min=min;
stocks(ii).op=op;
stocks(ii).high=high;
stocks(ii).low=low;
stocks(ii).cl=cl;
stocks(ii).vol=vol;
end
To clarify, I do not currently own the parallel computing toolbox, I am just wondering if it may help my particular situation.
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Accepted Answer
Kojiro Saito
on 30 Jul 2017
It is not always the case that doing parallel would speed up because of the overhead time of a parallel pool, but I think Parallel Computing Toolbox will improve your webread time. For using it, you need to change from
for ii = 1:length(tickers)
to
parfor ii = 1:length(tickers)
assuming "local" cluster profile is set as a default.
You can evaluate Parallel Computing Toolbox by asking a trial from this page in order to confirm it will improve your calculation time.
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