alpacahq / alpacahq/pylivetrader

data.current efficiency

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Python
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Description

`data.current` API takes multiple assets as a parameter. However, it is split into each asset and calls backend's `get_spot_value` for each asset, even though the backend can query the current value a lot more efficiently if list of assets are given at a time. This is a heritage from zipline and should be addressed.

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