Since my strategy trades each asset very rarely, but trades across 3000 assets, it seems impractical to load that many assets all the time and keep them in memory (short of getting a machine with 64gb of ram). Is it possible to load them and unload them as needed or is running asset() the only option and required to be run in the initrun? I am more interested in the backtesting for now since during live trading I can always restart the system every once in a while with a subset of assets.

Last edited by kankan; 06/06/19 08:00.