Keep OnData and OnOrderEvent python reference #2809
Merged
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Description
AlgorithmPythonWrapper
will now keep reference to theOnData
andOnOrderEvent
dynamic
method, giving a performance improvement ~5%,since it does not have to resolve it in each loop.
Related Issue
Closes #2808
Motivation and Context
Python Execution Speed Improvement
Requires Documentation Change
N/A
How Has This Been Tested?
Executed multiple times benchmark algorithm in related issue
Types of changes
Checklist:
bug-<issue#>-<description
orfeature-<issue#>-<description>