Stop recomputing OHLCV indicators after every new bar
📰 Dev.to · Kael Zhang
Optimize your backtesting workflow by avoiding redundant OHLCV indicator calculations to improve performance
Action Steps
- Identify performance bottlenecks in your backtesting workflow
- Implement a caching mechanism to store previously calculated OHLCV indicators
- Apply incremental calculation techniques to update indicators only when new data arrives
- Configure your backtesting framework to utilize the cached indicators
- Test the optimized workflow to ensure correctness and measure performance gains
Who Needs to Know This
Quantitative traders and developers working with large datasets can benefit from this optimization to speed up their backtesting processes
Key Insight
💡 Caching and incremental calculation of OHLCV indicators can significantly improve backtesting performance
Share This
💡 Stop wasting compute resources! Optimize your backtesting workflow by avoiding redundant OHLCV calculations
Key Takeaways
Optimize your backtesting workflow by avoiding redundant OHLCV indicator calculations to improve performance
Full Article
A four-year, 15-minute crypto backtest is about 140k bars for one symbol. With 50 symbols, that is...
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