Implementing strategies that depend on many lines (1,000+)?

[fakenewsnetwork]

Is it feasible to backtest and execute a strategy that incorporates 100s or thousands of lines/data-feeds? In the multi-data feed examples like here it appears that you need to add a line for each feed.

What if my strategy wants to observes ~1,000 different securities with OHLCV and possible more inputs, so 5,000+ lines per timestamp. Is this feasible? If so an example would be much appreciated.

[ab_trader]

Feasible for me can be not feasible for you. And vice versa.

You already posted a link to the example. Leave only price printout on every next() in that example, run it and you will see how much time it takes to run the whole test and how much time it takes to run single next().

Appreciate if you can share time consumption results of your run.

[backtrader]

For sure not in the microsecond range ... but who knows with a daily timeframe. It all depends on what you want to calculate.