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when backtesting, Will C# be significantly faster than python strategy?
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Louis Szeto
Hi yi ren
LEAN is running on .NET framework, in which C# is one of the supported languages, while python support is based on PythonNet conversion. Also, C# is more efficient as a statically-typed compiled language, while Python is slower as a dynamically-interpreted language. Thus, the speed of running C# code will be faster. This speed not only shortened the backtest but also could lift an edge in live trading if you're into low latency trade or machine learning.
In general, C# is faster, but python has more off-the-shelf quantitative tools that come in handy.
Best
Louis
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Yi ren
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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