didn't find a feature request thread so here goes with a couple of things that I think could save time and effort:
1) I find that I'm using common routines (the Tearsheet Analysis routines, for example) repeatedly. Being able to save these (as modules/packages?) and import them instead of having to cut and paste would really help. An added bonus would be if these could be shared....
2) I use external data quite a lot, so non-persistence of local data - especially useful for extending backtesting beyond 2002 - is quite a time waster.