Reduce TimeSliceFactory update allocations#9621
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Reuse one read-only filtered collection for external non-derivative security and consolidator updates while preserving separate derivative and internal-feed paths. Refs QuantConnect#7554 Co-Authored-By: Aiden <aiden@weco.ai>
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Summary
Performance
The allocation evaluator measures
TimeSliceFactory.Createwith the same representative packet workload before and after this change:masterThis is a deterministic allocation metric rather than a CPU timing claim. The candidate repeated at
27,416 bytes/Createin both measured runs.Public autoresearch record
This optimization was developed through an autoresearch process tracked with Weco.
Validation
TimeSliceTestscases passed in the sealed source-and-test evaluation laneThis is a partial improvement for #7554; it does not attempt the issue's broader lazy-collection refactor.