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data.current efficiency #17

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umitanuki opened this issue Sep 8, 2018 · 0 comments
Open

data.current efficiency #17

umitanuki opened this issue Sep 8, 2018 · 0 comments

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@umitanuki
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data.current API takes multiple assets as a parameter. However, it is split into each asset and calls backend's get_spot_value for each asset, even though the backend can query the current value a lot more efficiently if list of assets are given at a time. This is a heritage from zipline and should be addressed.
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@umitanuki