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hyu2707 / goquantdata

python based trading engine for equities and cryptocurrency
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[P1] improve minute level backtesting speed #31

Closed hyu2707 closed 3 years ago

hyu2707 commented 4 years ago

right now the minute level backtesting is slow (too many data session), we need to find out a way to improve speed. data cache may improve the data loading speed.

hyu2707 commented 4 years ago

add checker for time, only run algo each hour seems partially solved the issue