Originally Posted by Smon
One of my Data Preprocessing R-Scripts takes 60 minutes on my MacBook Air, whereas my Core-i7 2600 Desktop needs 200 minutes for the very same task. I'm just saying... Maybe it's not difficult to compile Zorro for MacOS. Just for development, not necessarily for trading.
No, this would be a monumental task, for the same reason that we still don't have a 64-bit Zorro.

Consider re-writing your pre-processor in C/C++ DLL or Lite-C. This can reduce processing time to mere seconds. See this blog post:
https://financial-hacker.com/hackers-tools-zorro-and-r/

Or optimize your R script using the rcpp package.

www.vitaltrades.com - andrew@vitaltrades.com