I have a strategy that executes 300-400 trades per day.
I noticed that when I run a market replay for e.g. 1 month...the replay becomes very sluggish at some point. I think that the more trades it has made as a whole, the slower it gets.
Is there any advice on how I can avoid this problem? Or at least partially solve it (e.g. delete some log files while the market replay is still going so It could speed up)?
Thanks
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