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Save and load processed data(such as alpha158) to avoid same processing every time #517

@Joshuajxy

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@Joshuajxy

🌟 Feature Description

-Save processed data to file, and can load it for fitting to avoid reprocess the data every time.

Motivation

  • it needs to process the trading data every time, such as alpha158.
  • User usually need to focus on algorithm optimization, but it processes the data every time and cost a lot of unnecessary time

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