Speed Enhancements #1330
Open
Speed Enhancements #1330
+151
−57
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
The Gemini backtesting framework appears to be deprecated. This moves it to the list of obsolete projects.
…ather than generating the full slice first. ~12% speed improvement
…changing positions at all. ~13% time saving
kernc
requested changes
Dec 20, 2025
Owner
kernc
left a comment
kernc
left a comment
There was a problem hiding this comment.
Apologies for the late review. Some comments left ...
| arr = self.__cache[key] = cast(_Array, self.__arrays[key][:self.__len]) | ||
| return arr | ||
|
|
||
| def current_value(self, key: str): |
Owner
There was a problem hiding this comment.
This commit would be accepted, but as a private (underscored) method, for internal use only (below).
Comment on lines
+873
to
+875
| open_price = data.current_value("Open") | ||
| high_price = data.current_value("High") | ||
| low_price = data.current_value("Low") |
| def pl(self) -> float: | ||
| """Profit (positive) or loss (negative) of the current position in cash units.""" | ||
| return sum(trade.pl for trade in self.__broker.trades) | ||
| return self.__broker.unrealized_pl |
Owner
There was a problem hiding this comment.
Memoization via functools.lru_cache or cached_property strongly preferred!
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
4 participants
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
I've included here some speed enhancements from my video:
https://youtu.be/LSo4ghiAPvk
Running the SMA strategy from the README on my machine this PR gives a roughly 40% reduction in total runtime for
bt.runTests all pass