Re:Introduction to Zipline: A Trading Library for Python
by flatM on Monday July 25, 2016 @04:52PM
(#12161538)
Two features of LEAN won me over are : 1) LEAN supports finer data such as minutes, seconds, and ticks. 2) LEAN was developed in C#, which is way faster than Python.
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Re:Introduction to Zipline: A Trading Library for Python
by joejev on Monday July 25, 2016 @11:45PM
(#12163190)
At first glance you would think that python would be slower than C#; however, all of the real computation is happening in Numpy (C), Pandas (Cython which compiles to C), or in our own Cython. The extra overhead of the python is mainly dominated by the array computations happening in C or the IO of loading data.