[Python.NET] Speeding Up Pythonnet

[Jared Broad]

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
<https://github.com/QuantConnect/Lean/blob/master/AlgorithmFactory/Loader.cs#L170>
.

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

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