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bt/backtest.py:506: PerformanceWarning: DataFrame is highly fragmented.

Open posidonius opened this issue 5 months ago • 0 comments

bt/backtest.py:506: PerformanceWarning: DataFrame is highly fragmented. This is usually the result of calling frame.insertmany times, which has poor performance. Consider joining all columns at once using pd.concat(axis=1) instead. To get a de-fragmented frame, usenewframe = frame.copy() return self.backtests[strategy_name].strategy.get_transactions()

posidonius avatar Sep 02 '24 06:09 posidonius