improved Alpaca data process time #1123
Merged
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I performed some changes in the Alpaca download_data, clean_data, add_technical_indicators, and add_vix, which reduce the processing time by 80%. I tested the data sanity by running both data collecting and cleaning processes side by side and comparing them using this function:
And it returned True. I also changed a line in the data_processor.py code to allow it to use my trainer code at https://github.com/mikazlopes/training-farm, which can cache the clean data to avoid repeating the operation over and over using the same dataset. I also avoided using df.copy as much as possible to reduce RAM usage and add to the processing time.