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Performance tip for those coming from Quantopian

I've found Quantconnect's History function to be painfully slow at times. The built in indicators are much faster. Those coming from Quantopian are no doubt used to getting a history and then using talib to calculate an ema as an example. That pattern is not very efficient on Quantconnect.

Looks like Quantconnect's servers are pretty loaded today so it's to everyone's benefit to write efficient code.

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:D Thanks Warren Harding we'll work on making that faster -- but in the meantime using a rolling window to store the data you need -- and then analysing that can also work.

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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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