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Increasing slowness when backtesting #2

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Chocksy opened this issue Apr 26, 2024 · 0 comments
Open

Increasing slowness when backtesting #2

Chocksy opened this issue Apr 26, 2024 · 0 comments

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@Chocksy
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Chocksy commented Apr 26, 2024

There is this increasing slowness when backtesting where the processor stays at 160% and not that much memory happening but this is well documented here: https://www.quantconnect.com/forum/discussion/10071/increasing-slowness-with-large-universe-option-backtests/p1

This issue should be closed when a solution is found in this repo or by fixing it in lean.
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@Chocksy