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feature-python-dataframe-performance-2
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2 Commits

Author SHA1 Message Date
Martin Molinero a8173589c7 Add StreamReader for Tick 
- Add StreamReader Reader for Tick data type.
- Adding stream reader GetString extension, adding tests.
- BacktestingBrokerage will not create unnecessary order events
 2020-04-28 13:32:40 -03:00
Martin Molinero 3aa745ee42 Add StreamReader BaseData.Reader 
- Add `BaseData.Reader` implementation which consumes the `StreamReader`
directly, avoiding in between substrings and parsing improving
performance and reducing resource consumption
- Adding unit tests, including performance unit test showing a >50%
improvement
 2019-11-18 17:03:27 -03:00