Reverting 'Merge pull request #2483 python-history-provider'
We didn't experience the expected performance improvements. Locally under unit test there was aboout an order of magnitude throughput increase, but when run against the history benchmark, this new approach was 60% slower. We're reverting this for now to perform further analysis and better understand the performance profiling of the python history stack.
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@@ -14,16 +14,17 @@
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from clr import AddReference
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AddReference("System.Core")
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AddReference("System.Collections")
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AddReference("QuantConnect.Algorithm")
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AddReference("QuantConnect.Common")
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from System import *
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from System.Linq import *
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from QuantConnect import *
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from QuantConnect.Algorithm import *
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from QuantConnect.Data import *
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from QuantConnect.Orders import *
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from QuantConnect.Securities import *
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from QuantConnect.Util import *
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from QCAlgorithm import QCAlgorithm
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import decimal as d
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from math import copysign
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from datetime import datetime
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