How I Made My Python Backtester 56x Faster with Rust
SMRTR summary
A developer rewrote performance-critical parts of their Python trading system in Rust using PyO3, achieving 37× faster backtesting and 56× faster grid search while maintaining the same Python API. Key optimizations included zero-copy NumPy access, parallel execution with Rayon, and buffer reusing, though challenges emerged with lifetimes, cross-platform builds, and debugging across language boundaries.
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