Faster polygon backtesting #684
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Description by Korbit AI
What change is being made?
Integrate a DuckDB caching mechanism to optimize Polygon data retrieval for faster and more efficient polygon backtesting.
Why are these changes being made?
The previous implementation did not cache data on a local database, making retrievals from Polygon inefficient during backtesting due to repeated fetches for the same data. By using DuckDB caching, data retrieval is now optimized by storing previously fetched data locally, thus reducing the need for repeated external API calls and improving performance during backtesting operations. Additionally, code improvements were made for enhanced clarity, concurrency handling, and accuracy in the data-fetching logic.