Temp Revert backtesting optimizations

[Al4ise]

Description by Korbit AI

What change is being made?

Temporarily revert backtesting optimizations by restoring previous implementations in backtesting_broker.py, removing caching and data access enhancements, and reinstating older methods of data handling and time computations across several modules.

Why are these changes being made?

These changes revert recent optimizations to address possibly unanticipated issues or behavioral changes introduced by them, ensuring backward compatibility and stability in backtesting operations while further investigations or improvements can be planned.

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[korbit-ai]

Review Summary by Korbit AI

Code Execution Comments

• Use bisect for efficient binary search when filtering option trading dates, improving performance on large datasets.

Files scanned

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File Path	Reviewed
lumibot/backtesting/backtesting_broker.py	✅
lumibot/entities/data.py	✅
lumibot/entities/dataline.py	✅
lumibot/strategies/strategy_executor.py	✅
lumibot/tools/polygon_helper.py	✅

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[korbit-ai]

Consider using the bisect module for filtering trading dates efficiently.

Tell me more

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The current implementation for filtering trading dates for options uses a list comprehension, which can be inefficient for large datasets. Consider using the bisect module to perform a binary search, which would be more efficient. You can find the index where the expiration date would be inserted in the sorted list of trading dates, and then slice the list accordingly. This approach will be faster, especially for large datasets.

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