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Last active July 15, 2022 07:34
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BBGO Back-test performance improvements

BEFORE:

go run ./cmd/bbgo backtest --config localconfig/pivotshort-ETHUSDT.yaml      535.74s user 44.05s system 117% cpu 8:14.03 total

AFTER: (main branch)

go run ./cmd/bbgo backtest --config localconfig/pivotshort-ETHUSDT.yaml      11.37s user 3.49s system 98% cpu 15.040 total
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