@support
Hello I resolved the issue
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I moved the function and copied pasted the appropriate import s to a ,py file and named it strategy .py
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i commented out the strategy_long(...) function from my notebook
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then :... inserted in the notebook: from strategy import * before running the optimizer.
4 ) and it works FYI for asset by asset 20 cores about 2,5 times faster counting wall time
NOTE : I think this procedure gets around Windows Python GIL. however, it does not appear to be explained in the python Docs