I was doing some heavy back-testing, and got stuck due to memory issues.
Analyzing the memory load using a 3rd party optimizer, I tracked down the problem to be the size of Strategy.Performance trade arrays (AllTrades etc.).
Is there a way to disable collection of trade statistics (e.g. I'm not interested in all of the statistics, just the total PnL)?
Alternatively, is it safe to Clear() the collections during simulation?
Thanks,
Boaz
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