Python vs C#

Hi everyone,

I have solely used python in the past for running backtests. With recent backtesting taking a very long time, I am interested in transitioning to c# to improve speed. First, is this assumption that C# will run faster than python in backtests correct (by this I mean the backtest simulation, not the jupyter notebook research file)?

Also, when I click ‘Create a New Algorithm’ to begin a project in c#, I see that a python file (main.py) and research file (research.ipynb) are created. How can I code in the c# environment instead of python (I tried changing main.py to main.cs to no avail)? I see that when I access the research file I am able to change from python to c# but it is not clear how to do so with the main file.

If c# is only available in the jupyter notebook, how do you port c# code from the jupyter notebook to the main file? What would be the advantage of using c# in the research file if it is not usable in main?

If anyone could give direction, that would be very helpful!

Thanks

If you want to create a C# project, you have to change you preferred language first. See here for further instructions.

Regarding speed, in general, C# is faster than Python of course. But it strongly depends on your algorithm whether and how much you can speed up your algorithm by switching to C#. As you can see here, the speed difference isn't very large for a “do-nothing” algorithm, but it can increase quickly if you have a lot of heavy computations in your algorithm.

Before switching to C# (in particular if you're not an experienced C# programmer), you should consider optimizing the design of your algorithm (use of optimal data structures, caching and avoiding unnecessary computations etc). In most cases you can get a reasonable backtest speed if you pay attention to these aspects. That, at least, is what I found in my experience.

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