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Faster polygon backtesting #684

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Faster polygon backtesting #684

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05b1b07
much faster get_chains()
grzesir Jan 15, 2025
361bf27
polygon now uses duckdb
grzesir Jan 15, 2025
ec7e172
speed up with duckdb
grzesir Jan 16, 2025
6dca6ae
fixed tests
grzesir Jan 16, 2025
bc486fc
updated tests
grzesir Jan 16, 2025
57a66be
fixes for tests
grzesir Jan 16, 2025
f411174
small warning fix
grzesir Jan 16, 2025
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2 changes: 1 addition & 1 deletion lumibot/backtesting/backtesting_broker.py
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Original file line number Diff line number Diff line change
Expand Up @@ -416,7 +416,7 @@ def submit_orders(self, orders, is_multileg=False, **kwargs):
# Check that orders is a list and not zero
if not orders or not isinstance(orders, list) or len(orders) == 0:
# Log an error and return an empty list
logging.error("No orders to submit to broker when calling submit_orders")
logger.error("No orders to submit to broker when calling submit_orders")
return []

results = []
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