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@cjdsellers I think the proposition of @rsmb7z makes sense, even if @pwyngaard didn't follow up. Having the ability to use spread orders would make nautilus trader more general and useful...

Why not try to integrate xtensor with taco for this, as they seem to be the state of the art for tensor contraction ? https://github.com/tensor-compiler/taco I guess the difficulty will...

I once managed to make it work by downgrading as well, but it didn't work on another system, it's not a reliable solution. It would be good if somebody in...