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Speed Enhancements #1330
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Speed Enhancements #1330
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kernc
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Apologies for the late review. Some comments left ...
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I believe I've addressed all the concerns you had, let me know anything I missed! |
…ather than generating the full slice first. ~12% speed improvement
…changing positions at all. ~13% time saving
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But keep accessors rather than stringly types.
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Apologies! At first I had a few nitpick last word ideas I didn't intend to fuss over, but then it turned out into this many. I also rebased everything on the current master, and expect to rebase again when merged. Please take a look! I feel, even if not strictly evident from the CI run times, that this should reduce computational overhead at least of strategies with lots of trades. 👍 |
I've included here some speed enhancements from my video:
https://youtu.be/LSo4ghiAPvk
Running the SMA strategy from the README on my machine this PR gives a roughly 40% reduction in total runtime for
bt.runTests all pass