Schedule 'force_special_times=True' performance optimization #358
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I see you closed this without merging, is there a reason for that? |
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Being a Hardware Engineer I'm pretty new to Github. What I pull-requested
was an isolated update, but I'm still making other updates to the repo to
add a couple things. Because of that, I just committed some partial changes
to my own Dev Branch. I didn't realise that those automatically got roped
in with the already open PR. Once I'm done adding stuff, and everything is
in a finalized state then I was going to reopen the PR.
…On Sat, Dec 14, 2024 at 11:59 AM rsheftel ***@***.***> wrote:
I see you closed this without merging, is there a reason for that?
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Sounds great, thanks!
…On Sat, Dec 14, 2024, at 1:06 PM, Bryce Hawk wrote:
Being a Hardware Engineer I'm pretty new to Github. What I pull-requested
was an isolated update, but I'm still making other updates to the repo to
add a couple things. Because of that, I just committed some partial changes
to my own Dev Branch. I didn't realise that those automatically got roped
in with the already open PR. Once I'm done adding stuff, and everything is
in a finalized state then I was going to reopen the PR.
On Sat, Dec 14, 2024 at 11:59 AM rsheftel ***@***.***> wrote:
> I see you closed this without merging, is there a reason for that?
>
> —
> Reply to this email directly, view it on GitHub
> <#358 (comment)>,
> or unsubscribe
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> You are receiving this because you modified the open/close state.Message
> ID: ***@***.***>
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Reply to this email directly, view it on GitHub <#358 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/ACYBJIY265SABHQYNM7LAGL2FRXQTAVCNFSM6AAAAABTOL7VS6VHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMZDKNBTGIZDIMZUGU>.
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Changed ValueError on overlapping session to a warning and added as system for escalating date_range warnings to errors. Added/adjusted relevant tests
- Docstring updated - Updated and Expanded Tests
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This is great, thanks for your work. |
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No problem! There are still a few other (hopefully smaller) things along the same vein i might add here soon. They're things I personally could use, but fit well in the scope of your library so I figured I'd add them as contributions instead. |
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Please feel free to add anything you think may be useful.
…On Sun, Jan 5, 2025, at 7:03 PM, Bryce Hawk wrote:
No problem! There are still a few other (hopefully smaller) things along the same vein i might add here soon. They're things I personally could use, but fit well in the scope of your library so I figured I'd add them as contributions instead.
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Reply to this email directly, view it on GitHub <#358 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/ACYBJI6TY4YOT3D5QEPZY632JHB4NAVCNFSM6AAAAABTOL7VS6VHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMZDKNZRHAYDANRSGQ>.
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Merged
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When force_special_times is True, the special_times are applied to other columns by editing an intermediate pandas Series Object. This was changed so that the code now edits an intermediate numpy array which is slightly more performant.
This change is most noticeable when generating longer schedules, or calendars that have re-occurring special times (such as XTAE's early sunday close)
Average NYSE Schedule Generation Time [2000-01-01 -> 2025-01-01]
* These numbers should, in theory, be identical to their values in the last row. Random variations in execution time are causing the small discrepancies