BetterData Handling for Portfolio Backtest

The portfolio backtest is not suitable for event strategy backtesting because all the data over the date range is first loaded and then it is going to run the backtest.
This causes slow backtests and very high RAM usage (when used on a lot of stocks).

Solution #1:

1. Per ticker load the dates that it is allowed to trade (via indicator).
2. Calculate the data range that is needed per day.
3. Only load this data range in the backtest.
4. Calculate over ticker.
5. Done

Solution #2:

1. Specific Date Ranges per strategy group.
2. Option to test each strategy group automatically AFTER each other to avoid RAM overload.