Closed mhallsmoore closed 4 years ago
…forward output (for now). Added optimisations to daily_bar_csv to improve speed of Pandas get_loc calls when asking for bid/ask data. Added LRU cache to get_bid and get_ask. Removed pre/post market events (for now) to speed up daily backtests.
…forward output (for now). Added optimisations to daily_bar_csv to improve speed of Pandas get_loc calls when asking for bid/ask data. Added LRU cache to get_bid and get_ask. Removed pre/post market events (for now) to speed up daily backtests.