Performance issues with 2000 candles & Backtesting #125
Description
Hello.
I am testing this library for backtesting.
But I realize the performance of this library is poor. I have a sample data 4hr candles with 1 year of data around 2200 candles
I apply a very simple strategy for testing the Macd Cross Bullish/ Bearish.
the back test it takes around 10 minutes.
I would like to know how I can improve the performance but the code is a little bit complicated to understand because I need more documentation to understand how is this library is working.
After some profiling I realize using LINQ and Expressions is impacting the performance of the back testing.
any suggestions to improve the performance?
Thank you so much!