Improve the performance of Loading Exchange
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enhancement
- Dominant language
- Python
- Stars
- 48.7k
- Forks
- 7.7k
- PR merge metrics
- No merged PRs in 30d
Description
To simulating order execution for backtesting.
Qlib have to load quote data and create the Exchange.
Currently such an object is slow because all the quote data are load
Contributor guide
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First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by locating the Exchange construction path and the quote-data loading used for backtesting. Measure the current loading cost and inspect how much quote data is retained; done means a demonstrably faster Exchange-loading path with equivalent order-execution behavior and regression coverage.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- fintech-quant, performance
- Issue type
- Refactor
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100