#317·gs-quant

Inefficient Loop in backtesting for large datasets

Author: VinayakTiwari1103Created May 13, 2025Updated May 13, 2025

Aligning rebalance dates uses a list comprehension with per-iteration filtering, which is inefficient for large datasets. i am creating PR which calculates rebal_dates by scanning a date index for each target date an O(n×m) operation that can be vectorized.