I've been basically, just manually coding the algorithms from python into Go. ChatGPT is amazing at this. I really only just about 4 so it was a one time thing.
> Data storage (article mentioned you're all in memory). I've been using S3 & ArticDB
Yeah, I ran into issues and then was like what would be the fastest, then just went in-memory. I download all raw trades/quotes each night and store then into gob+lz4 compressed files. Then for backtesting and stuff I can load these in and build the aggrogate bars on the fly.
> If your in-data memory is treating you well for multiple TA calculations (example: in Python, you can compute & save pickled dataframes - and re-read those over longer time periods)
Yeah, I have a historical lookup table that I build nightly too. This gives me a reference point when I'm doing % change calculations and stuff. I should probably have mentioned that.