I have noticed that if my asset list has more than roughly 4000 assets, then I get error 064 saying that the assets.csv file has wrong format and the script crashes. Why this seemingly arbitrary limitation? Is there a way to run a backtest with substantially more than 4000 assets in use?

In my experience, the limit is 500 assets for M1 history, otherwise the history data does not fit anymore in memory.

I see, I am using D1 data, for which the 4000 assets do not come close to the 3GB RAM that Zorro reserves. Could easily fit 8000 such assets into memory. Considering that all of NYSE and NASDAQ amounts to about 6000-7000 assets, would be nice to be able to load all of them.

There is a #define MAX_ASSETS at 4096, so I suppose that's the hard asset limit. I'll check if we can remove or double that limit.

That would be awesome, thanks for looking into it!