You can have one module with all the capability, but the capability is separated into submodules. And the __init__.py of the module doesn't auto import the submodules

So when you do this

    import bigmodule

It doesn't do anything functionality, and you may only have some small top level things available for you, like bigmodule.config, or bigmodule.logging.

Then, you have your big initializer code in bigmodule.financedata. But the stuff you need for running scripts is in bigmodule.scripts.

So when you write

   from bigmodule import financedata

This code will take a while.

But if you write

   from bigmodule import scripts

This will load fast.

You don't need to have gazillion modules, just good organization. Also, in general, its a good practice to gate intensive compute/network operations behind an explicit function you need to call.

Also thank you for focusing the convo on the tech stuff instead of repeating finance bro myths