market_prices
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Review `daterange.GetterIntraday.daterange` for performance
daterange.GetterIntraday.daterange
is relatively slow and is called multiple times with each call to prices.base.PricesBase.get
(indeed, an instance of daterange.GetterIntraday
is created multiple times).
Review method to see if it can be sped up, to include:
- can calls to
exchange_calendar
methods be made with_parse=False
? Would it make much of a difference when all added up?