Hi,
This is extremely helpful. The issue I am having is that the pickle file saves only when my data classes are derived from bt.feeds.PandasData, but when the classes are derived from bt.feeds.PandasDirectData (to speed up first time loading) I get the following error. Any insights?
_pickle.PicklingError: Can't pickle <class 'pandas.core.frame.Pandas'>: attribute lookup Pandas on pandas.core.frame failed
Thanks,
AP