V5.2 Cooperative Runtime Upgrade¶
Decision¶
Strategy V2 runtimes execute on a fixed-size cooperative evaluator pool. The one-thread-per-strategy runtime is removed rather than retained behind a legacy engine selector.
Each active strategy owns a generator and durable runtime identity. A generator runs one risk or signal cycle, yields its next due delay, and is then rescheduled on the bounded evaluator pool. One strategy is never evaluated concurrently.
Configuration¶
| Variable | Default | Purpose |
|---|---|---|
STRATEGY_MAX_ACTIVE |
100000 |
Admission ceiling for active runtimes in one worker |
STRATEGY_EVALUATOR_THREADS |
16 |
Fixed evaluator thread count |
BAR_IDLE_WAKE_INTERVAL_SEC |
60 |
Maximum wait for an eligible idle bar runtime |
STRATEGY_MAX_ACTIVE is not a capacity guarantee. Proven admission limits must
remain lower than the configured ceiling until load tests pass.
Lifecycle¶
- start commands create a runtime generator and schedule it on the evaluator;
- restore schedules desired runtimes without a serial three-second ready wait;
- the first successful yield marks a runtime ready;
- stop commands set the runtime stop event and wake a sleeping generator;
- runtime cleanup flushes state, releases shared feeds, and closes the run;
- leases and fencing remain authoritative for execution permission.
The runtime loop no longer queries qd_strategies_trading.status every cycle.
Desired-state changes must flow through the durable strategy command path.
Price isolation¶
Public feed reuse remains scoped by exchange, normalized market type, API family, exchange instrument ID, canonical symbol key, and complete subscription set. Equal symbols on different exchanges never share a price cache.
Remaining hyperscale work¶
The evaluator pool removes the OS-thread multiplier but does not by itself prove 100,000-strategy capacity. The next constraints are:
- per-strategy position and order reads;
- duplicated in-memory session and Pandas frame state;
- process-local rather than cluster-wide market-data sharing;
- direct order execution without account-partitioned gateways;
- lack of a durable partitioned event backbone;
- realtime protection scans for active positions.
The next release should extract immutable compiled artifacts, shared candle windows, and partition-owned hot state before distributing evaluator partitions across multiple processes.