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backtest too slow #617

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yieldbook opened this issue Sep 23, 2021 · 3 comments
Closed

backtest too slow #617

yieldbook opened this issue Sep 23, 2021 · 3 comments
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question Further information is requested stale

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@yieldbook
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❓ Questions and Help

It takes about an hour to finish the backtest of the CSI500 universe. Is there any possibility to speed up the backtest process?
Thank you!

We sincerely suggest you to carefully read the documentation of our library as well as the official paper. After that, if you still feel puzzled, please describe the question clearly under this issue.

@yieldbook yieldbook added the question Further information is requested label Sep 23, 2021
@you-n-g
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you-n-g commented Sep 23, 2021

@yieldbook
We are developing a new version of backtesting. #438
It will be much faster than the old one.
Please stay tuned for its release.
It will be before October

Thanks

@yieldbook
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Great! Looking forward to that!

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This issue is stale because it has been open for three months with no activity. Remove the stale label or comment on the issue otherwise this will be closed in 5 days

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