Some questions (Intraday data + Signal generation on the fly)

[jslearn81]

Hi Community,

Thanks for creating this package. I am slowly picking up the workflow and intend to make some contributions once i get more familiar. Two questions i have:

Q1: I am working on futures commodity data with intraday tick level data down to the minutes. I notice the framework runs sequentially. Is there any way to speed things up a bit ? Currently it is running about 20s for each day but i have 6 months of intraday backtest to run

Q2:

I am writing some customized pair trading strategy. It doesnt make sense to compute the signal beforehand (via additional_data) as i have many possible pairs I have logic to pre-select pairs and calculate the signal on the fly. How can i establish such workflow in this FW ?

Thank you and Regards James

[samuel-cmcc]

Q1: Can you generate the signal before running the backtest? I don't think there' any way around it if you need to run a calculation every single minute.

Q2: Would it be possible to generate the signal in an Algo and store it in temp?