Hello.
Does series() function must be called every assets even if some assets does not traded some period of time?
For example,
If I want trade 1,000 assets, I want to test every year with different asset group.
But zorro forced to calculate all assets even though the assets does not trade that specific year.
As a result, backtesting time increased unrealistically.
How to avoid this problem?
I want to test different sub group at every years.
Last edited by 7th_zorro; 09/22/21 04:43.