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type: enhancementIssues and PRs related to improvements to existing featuresIssues and PRs related to improvements to existing features
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Support should be added to handle adjust=False for time/halflife-based ema statistics.
adjust is ignored here: https://github.com/Point72/csp/blob/main/csp/stats.py#L2916 but can be calculated as specified in pandas ewm docs: https://pandas.pydata.org/docs/reference/api/pandas.DataFrame.ewm.html or polars ewm_mean_by: https://docs.pola.rs/api/python/stable/reference/series/api/polars.Series.ewm_mean_by.html
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type: enhancementIssues and PRs related to improvements to existing featuresIssues and PRs related to improvements to existing features