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Eddie Hebert
376ae33264
The deepcopy of events into the EventWindow's ticks was causing a significant increase in memory consumption, e.g. an algorithm with almost 200 sids and 14 vwaps removing the deepcopy reduces the amount of memory consumed by about 40%. The downside is that if an event's properties are changed, which is not advised, later on, then the signal derived from vwap etc. may be changed.