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bdh call on multiple (many) securities and a single field never completes in julia 1.11.0 (and 1.11.1) #25

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sob727 opened this issue Oct 27, 2024 · 2 comments

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@sob727
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sob727 commented Oct 27, 2024

The issue only occurs with julia versions of the newly released 1.11.x branch

I am calling bdh on multiple (many, sometimes a couple hundred or a couple thousand) securities with one single field (px_last). That call never terminates.

Workaround:

Remove the use of @sync and @async in the bdh function in bdh.jl so it points to a synchronization issue, but I'm unable to debug any further. Can make things super slow if you call a few thousands of tickers.

@sob727 sob727 changed the title bdh call on multiple (many) securities and fields never completes in julia 1.11.0 (and 1.11.1) bdh call on multiple (many) securities and a single field never completes in julia 1.11.0 (and 1.11.1) Oct 27, 2024
@felipenoris
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felipenoris commented Nov 10, 2024

Maybe due to the warning at https://docs.julialang.org/en/v1/base/parallel/#Base.@async

@sob727
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sob727 commented Nov 13, 2024

Replacing with Threads.@spawn doesn't do the trick. Also @async was working fine on 1.10 so I'm unclear what's going on here.

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