3. Will re sampling in backtrader reduce back testing time?
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Will re sampling in backtrader reduce back testing time?

  • T

    I have access to tick data for up to a year back. My issue is that it takes ages for backtrader to process all the data. As of now, i am reducing the test time by using filters.

    Up til now I thought that resampling the data within backtrader might not help since backtrader would still have to process each and every tick in order to resample it. Is this line of thinking correct?

    Right now it takes anywhere between 12-20 minutes to process a single day's worth of tick data from 4am to 8pm. If this is re sampled within backtrader will my testing time be reduced?

    Thanks

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