Folks, if there's no way to accomplish this, it'd be great if you can incorporate into future releases:
1) Accommodate federal holidays. I set up my strategies to trade only during trading hours on weekdays. However, during the course of a year, there's weekdays were the market is closed, such as the forth of July. When I run a playback simulation over the last three years, I need to add a bunch of silly logic to knock out these federal holidays where the market is closed, when it falls on a weekday.
2) Easier way to bulk edit out trading data. I set up my simulations to trade only when the market is open. So, I like to edit out all trading data when the market is closed, like from 3 PM - 4 AM, so my playbacks can run faster. When I need to do this for every single trading data, it's laborious and tedious.
3) Opening a Playback connection doesn't need to read all Replay data to start. In my /Replay directory, I can have over a terabyte of Playback data for different markets and periods. When I start a Playback connection, it can take hours to activate. I notice when I remove the Playback data that I won't be using, then Playback starts up much faster. So, I'm continually moving my needed Playback data in-and-out of the /Replay directory.
If you could accomplish all of this, you'd make my life much simpler. Thanks.
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