Backtesting an ICT strategy at 184 speed: timezone-cache + bisect lookup
📰 Dev.to · Marco Messina
Optimize backtesting by reducing pandas datetime overhead to achieve faster results
Action Steps
- Identify performance bottlenecks in your backtesting code
- Implement timezone-cache to reduce datetime overhead
- Apply bisect lookup for faster data retrieval
- Test and compare the performance of your optimized code
- Refine your backtesting strategy using the accelerated results
Who Needs to Know This
Data scientists and software engineers can benefit from this technique to improve the efficiency of their backtesting processes
Key Insight
💡 Reducing pandas datetime overhead can significantly improve backtesting performance
Share This
🚀 Boost backtest speed from 27min to 9sec with timezone-cache + bisect lookup! 📊
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