Use SeriesBuffer everywhere - #182
Merged
Merged
Conversation
Merging this PR will not alter performance
Performance Changes
Comparing Footnotes
|
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
All the historical time series are capped at MAX_LOOKBACK (around 5000 bars). Most of the time series use the
SeriesBufferstruct which uses an efficient circular buffer withVecqueue. However, some other parts still used a plainVec<>and inefficient functions to cap the vector.This PR uses
SeriesBufferto represent all historical time series. The benchmark CI test might fail since I have updated the bench test cases and increase the number of bars being used to MAX_LOOPBACK*2 so it takes longer now. All in all, the improvement is around 5x.