Hi All, my first post here =)

We're using Pythonnet in LEAN - an open source algorithmic trading platform. We load the python object and then we make it look like a C# interface.

Each time a method/property is called we see 75% of the time being spent in Pythonnet; and only 10-25% being actual work. 

The raw C# version of LEAN runs up to 20x faster than our python layer; we're looking for suggestions on how to improve the speed of the library / C#-Py interop.

Thanks
Jared


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Jared Broad

Phone-USA: +1 917 327 0556
Democratizing Finance, Empowering Individuals