I want to read a series of buy and sells from disk into minute charts. Each minute bar would have a buy a sell or neither.
It seems wasteful to read the disk file on every bar update.
Can I create an IntSeries and fill it minute-by-minute in the Initialize() method?
Or is the barseries not initialized until a barupdate occurs?
Is there a way to build the series ahead of time?
Thanks in advance
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