mhallsmoore / qstrader

QuantStart.com - QSTrader backtesting simulation engine.
https://www.quantstart.com/qstrader/
MIT License
2.84k stars 851 forks source link

Removed logging calls and replaced with print statements for straight… #301

Closed mhallsmoore closed 4 years ago

mhallsmoore commented 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.