I would like to get Options data for set of symbols once per week (tuesday) and do all calculation on this day. I would like to ignore other days to make backtest faster.

When I add this line to coarse universe and options filter, the algo doesn't do anything:

 

        if self.time.weekday() != 1 and self.time.weekday() != 2:
            return Universe.UNCHANGED


I kindly ask for tips to speed up my backtests. If I add 100 symbols or more, the backtest is really slow.