Enhancement: Optimized preloading of static pandas datafeeds
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eicnix commented
In my current setup preparing my pandas dataset on Cerebro start takes about ~40% of the whole execution time (in addition to actually loading the data from a database). This rather high portion is due to two points: The data is modified row-wise instead of column-wise and this process is executed once for every strategy optimization run.
Giving the static nature of data during backtesting the dataframe can be prepared in a more efficient manner and cached between strategy optimization runs.