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Performance issues with 2000 candles & Backtesting #125

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OrionRiftStudios opened this issue Feb 20, 2022 · 0 comments
Open

Performance issues with 2000 candles & Backtesting #125

OrionRiftStudios opened this issue Feb 20, 2022 · 0 comments

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@OrionRiftStudios
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OrionRiftStudios commented Feb 20, 2022

Hello.
I am testing this library for backtesting.

But I realize the performance of this library is poor. I have a sample data 4hr candles with 1 year of data around 2200 candles
I apply a very simple strategy for testing the Macd Cross Bullish/ Bearish.
the back test it takes around 10 minutes.

I would like to know how I can improve the performance but the code is a little bit complicated to understand because I need more documentation to understand how is this library is working.

After some profiling I realize using LINQ and Expressions is impacting the performance of the back testing.

any suggestions to improve the performance?

Thank you so much!

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