3 Commits

Author SHA1 Message Date
Martin-Molinero 45e13bb35b Memory Related Performance improvements (#6700)
* Memory Related Performance improvements

- Make sure we cleanup & dipose of python related objects during pandas
  data generation.
- Disable memoizing enumerable use while creating pandas data frames,
  since we do not require it
- Reduce unrequired object creations
- Replace concurrentCollections for ordinary locks

* Decimal parsing typo fix
2022-10-21 15:11:18 -03:00
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