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  1. pandas too slow for event driven backtesting

    not everyone knows how to write c/c++. python is not the most efficient way, but it is convenient.
    Post by: Marshall, Feb 11, 2022 in forum: App Development
  2. pandas too slow for event driven backtesting

    I know the datetime64 data type in numpy. But this is not helping. I am not trying to perform arithmatic calculation on datetime. Just trying to...
    Post by: Marshall, Feb 10, 2022 in forum: App Development
  3. pandas too slow for event driven backtesting

    yes, I think numpy ndarray is the correct direction. I have timed the speed of numpy and pandas indexing. For numpy, indexing takes at the level...
    Post by: Marshall, Feb 10, 2022 in forum: App Development
  4. pandas too slow for event driven backtesting

    Hi looking for some suggestions for how to store minute resolution data in memory for a better performance for backtesting. I am writing my own...
    Thread by: Marshall, Feb 10, 2022, 19 replies, in forum: App Development
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