I'd like to make a suggestion to create an option to cache results.
When searching for a profitable strategy backtrader is (in my case, presumably also for others) frequently used to add an indicator or two, rerun, examine the results etc. This involves many iterations, in which many of the same indicators need to be recalculated. By caching the calculated series, lots of computing time can be saved when rerunning. In my opinion it would be a valuable addition to add caching as an option to backtrader.
There are multiple ways caching could be a achieved. One of them would be to create a cache file (that would be (re)written at the end of a run and examined for data already available at the beginning of a run). Maybe the Writer functionality could be used to implement this.
Having a cache, once could avoid calculating the same time and again.
What do you think about this suggestion? Consider it useful?