Hello All,
We've been hard at work deploying various speed and memory upgrades to LEAN. You should see some of those affect your backtesting today. The benchmarks vary depending on your algorithm but the LEAN core has gone from:
Single Asset: From 17k/sec -> To: 55k/sec (+300%)
Multi Asset: From 50k/sec -> To: 320k/sec (+600%)
We're actively working on the RAM as well - you might see reductions in RAM usage but we haven't measured the impact yet. We'll update this thread as the RAM usage improves.
Happy coding! Big thank you to Stefano and Mike for their efforts!
QC Team
Joseph Felix BAMBA
Thank you Jared, I have now fixed it
Quant Stratege
Works fine today with no bugs and with good speed improvment on multi asset algo
Thx
Jared Broad
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