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.